Mateusz Gątkowski completed his PhD in Computational Economics at the Centre for Computational Finance (CCFEA), University of Essex in June 2015. His thesis investigated "Financial Network Stability and Structure: Econometric and Network Analysis". He was examined by Spiros Bougheas (University of Notthingham) and Raffaella Calabrese (Essex Business School).
The major contribution of Mateusz's work is to provide systemic risk and vulnerability indices for the international banking network of cross-border exposures, and a network stability measure based on Robert May's work on dynamic systems in ecology. This spectral approach to systemic risk was first used by Markose et. al. in 2012. The proposed measures can serve as Early Warning Signals for the contagion threat to the financial network that arises from growing liabilities relative to Tier 1 capital. Mateusz’s thesis also covers contagion analysis in various network topologies. Further, a statistical approach using sovereign CDS spreads is applied to the study of the Eurozone Sovereign contagion.
Mateusz was supervised by Prof. Sheri Markose (Department of Economics) and part of his research was written while working as a fellow of the COMISEF Marie-Curie Research Training Network with Simone Giansante and Ali Rais Shaghaghi. Chapters of the PhD thesis were published in Journal of Economic Behavior & Organization (co-authored with Dr. Alesia Kalbaska) and in the Department of Economics Working Paper series.
While pursuing his research, Mateusz provided consulting services in strategy, project management and business processes improvement. A research grant was obtained (prepared in cooperation with Dr. Marek Dietl - Warsaw School of Economics and Dr. Katharine Rockett - Department of Economics, Essex University) to investigate problem of thickets in patent networks.