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

Morteza Alaeddini (), Julie Dugdale, Paul Reaidy (), Philippe Madiès () and Önder Gürcan
Additional contact information
Morteza Alaeddini: AUT - Amirkabir University of Technology, CERAG - Centre d'études et de recherches appliquées à la gestion - UGA - Université Grenoble Alpes
Julie Dugdale: STEAMER - Spatio-temporal information systems - LIG - Laboratoire d'Informatique de Grenoble - CNRS - Centre National de la Recherche Scientifique - UGA - Université Grenoble Alpes - Grenoble INP - Institut polytechnique de Grenoble - Grenoble Institute of Technology - UGA - Université Grenoble Alpes
Paul Reaidy: CERAG - Centre d'études et de recherches appliquées à la gestion - UGA - Université Grenoble Alpes
Philippe Madiès: CERAG - Centre d'études et de recherches appliquées à la gestion - UGA - Université Grenoble Alpes
Önder Gürcan: DILS (CEA, LIST) - Département Ingénierie Logiciels et Systèmes - LIST (CEA) - Laboratoire d'Intégration des Systèmes et des Technologies - DRT (CEA) - Direction de Recherche Technologique (CEA) - CEA - Commissariat à l'énergie atomique et aux énergies alternatives - Université Paris-Saclay

Post-Print from HAL

Abstract: 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.

Keywords: Interbank Money Market (IMM); Agent-Oriented Software Engineering (AOSE); Belief-Desire-Intention (BDI); Smart Contract (search for similar items in EconPapers)
Date: 2021
Note: View the original document on HAL open archive server: https://hal.science/hal-03447648v1
References: View references in EconPapers View complete reference list from CitEc
Citations:

Published in 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⟩

Downloads: (external link)
https://hal.science/hal-03447648v1/document (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03447648

DOI: 10.1007/978-981-16-2994-5_1

Access Statistics for this paper

More papers in Post-Print from HAL
Bibliographic data for series maintained by CCSD ().