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Book Sections Year : 2021

An agent-oriented, blockchain-based design of the interbank money market trading system

Abstract

When studying the interbank money market (IMM), it is common to model banks as agents interacting through loans to tackle its complexity. However, the use of agent abstraction in the IMM is mostly limited to some specific cases. Besides, recent advancements show that it is promising to use blockchain technology to improve its security in a decentralized way. Based on this observation, this paper proposes an agent-oriented, blockchain-based design of the IMM trading systems, where the main objective is to decide on the times and methods of liquidity supply and demand by various market players based on what has been learned from the information available. The models in this paper are suitable for use by both academics and practitioners in this field.
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Morteza Alaeddini, Julie Dugdale, Paul Reaidy, Philippe Madiès, Önder Gürcan. An agent-oriented, blockchain-based design of the interbank money market trading system. Agents and Multi-Agent Systems: Technologies and Applications 2021, 241, Springer Singapore, pp.3-16, 2021, Smart Innovation, Systems and Technologies, ⟨10.1007/978-981-16-2994-5_1⟩. ⟨hal-03447648⟩
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