Biography

Garbrand Wiersema is a Research Associate at the Institute for New Economic Thinking and a Senior Model Validator working in Credit Risk at ABN AMRO Bank. Garbrand’s research focuses on Systemic Risk and Climate Risk to inform Financial Stability and Energy Transition Policies, using various methods from complex systems and data science. Given his extensive knowledge of (and practical experience with) financial risk and regulation, he has a particular interest in translating research into effective risk-mitigating policies. Garbrand holds a PhD in Mathematics from the University of Oxford and was part of the Complexity Economics group at INET. He also holds various MSc and BSc degrees in Physics, Mathematics, Economics, and Business from the University of Groningen. His previous experience includes development and monitoring of AIRB (Advanced Internal Ratings Based) Credit Risk Models at Rabobank.

Recent Publications

Sept 2023
INET Working Paper
No. 2023-16 - Liquidity Spirals
Garbrand Wiersema ,  Esti Kemp ,  J. Doyne Farmer
Sept 2021
Journal
Higher-Order Exposures
in SSRN Electronic Journal
Garbrand Wiersema ,  Alissa M. Kleinnijenhuis ,  Esti Kemp ,  Thom Wetzer
Jun 2019
INET Working Paper
No. 2019-10 - Scenario-Free Analysis of Financial Stability with Interacting Contagion Channels
Garbrand Wiersema ,  Alissa M. Kleinnijenhuis ,  Thom Wetzer ,  J. Doyne Farmer

Programme Teams