From November 2014 I am a Senior Lecturer at the School of Economics at the University of Cape Town and with AIFMRM, the African Institute of Financial Markets and Risk Management. I am also a Policy Associate at Economics Research Southern Africa, and a Research Economist at the Research Center of Deutsche Bundesbank. Please note that this is my private website and the views presented here do not necessarily reflect the views of Bundesbank or the ESCB.



Working Papers:

Work in progress:

Interdisciplinary, Policy, and Other Publications


I am developing black_rhino, an open source financial network multi-agent simulation. You can find the most recent version (including a short tutorial) at sourceforge.

Together with Tarik Roukny and Jens Krause I am developing NetGen, an open source software suite to clean and analyze supervisory data on financial networks. We used NetGen to extract the German interbank network from large credit register data (taking care of format changes in the raw data, bank mergers, etc.), match it with supervisory information on bank balance sheets, and do a network analysis on the data. You can find the latest version here.


University of Cape Town

Other masters thesis supervision.I am also open to supervise a thesis in computer science (with Geoff Nitschke, UCT) on "Identifying Interbank Payments From Large-Value Payment Systems". More details can be found here.

Useful advise: Lasse Heje Pedersen has a most useful tutorial on "How to succeed in academia" which I urge all students to read. Before starting to write your thesis or dissertation, read John Cochrane's writing tips for PhD Students (also useful for MBA Students). Those interested in applied microeconomics should also check out Jesse Shapiro's Unauthoritive Notes and his Code and Data for the Social Sciences: A Practitioner's Guide (with Matthew Gentzkow). Details of how to give an academic talk can be found on Jonathan Shewchuk's website.

Summer Schools and Short Courses

Banking and Modern Financial Economics (University of Pretoria), 13.+14. September 2011. The course outline can be found here. The literature for the course can be found here. Some introductory material for statistics can be found in the book by Grinstead and Snell.


E-mail: (please use PGP) | |
Telephone: +27 21 406 1025 | Skype: co.georg
Postal Address: University of Cape Town, AIFMRM, Private Bag X1, Cape Town 8000, South Africa