Olaf Bochmann is a postdoctoral research associate at the Centre for Risk Studies, University of Cambridge. Currently he is developing a global stress testing framework for the banking system. The framework models counter party contagion processes on the interbank network and contagion via common asset holdings. He was previously a postdoctoral fellow at the University Oxford, where he developed the most comprehensive agent based model of the financial system and the macro economy. He holds a PhD from the University of Leuven. His research mainly focuses on systemic risk and financial stability, as well as complex networks and agent based modelling.
2015 - present, University Cambridge, JBS and Center for Risk Studies
Research Associate
Financial Risk and Networks 

2012 - 2014, University Oxford, INET and Mathematical Institute / PIC
Senior Research Fellow
Development of an agent based model of economy
and financial system / Network Analysis
- macro-prudential analysis (SRT, VaR, Basel III)
- contagion in financial systems (debt rank)