Simudyne has been featured in Reuters.
What if banks could understand the impact of client trades before they are submitted? What if they could stay one step ahead of a panic as it cascades through a market? What if they could detect and eliminate vulnerabilities to fraud before they are attacked?
This all sounds a little like science fiction or at least some form of machine intelligence yet to be perfected, but it is reality now for some banks. Regulators such as the Bank of England and some exchanges are also beginning to understand the implications of using so-called agent-based models.
Agent-based models can express how all kinds of banks, individuals, regulators, corporations or investors interact with one other and how that interaction could cause specific things to happen to them and to financial markets more broadly.
They are used to analyse human and institutional behaviour across all relevant participants in any given financial market. Banks can then take the results and select the best way forward.