An Agent-Oriented, Blockchain-Based Design of the Interbank Money Market Trading System - Archive ouverte HAL
Proceedings/Recueil Des Communications Année : 2021

An Agent-Oriented, Blockchain-Based Design of the Interbank Money Market Trading System

Résumé

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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Dates et versions

hal-03447648 , version 1 (31-10-2023)

Identifiants

Citer

Morteza Alaeddini, Julie Dugdale, Paul Reaidy, Philippe Madiès, Önder Gürcan. An Agent-Oriented, Blockchain-Based Design of the Interbank Money Market Trading System. 15th KES International Conference, 241, Springer Singapore, pp.3-16, 2021, Smart Innovation, Systems and Technologies, 978-981-16-2993-8. ⟨10.1007/978-981-16-2994-5_1⟩. ⟨hal-03447648⟩
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