【ECON20151222】
宏觀經濟學研討會 （總第195期）
【時間】2015年12月9日（周三）12：15－13：45
【地點】明商0502教室
【主講】陳蔭 中國人民大學經濟學院
【主題】Financial Crises, Bank Risk Exposure and Government Financial Policy ( M. Gertler et al. Journal of Monetary Economics, 2012)
【點評】陳樸 中國人民大學經濟學院助理教授 明尼蘇達大學經濟學博士
【摘要】A macroeconomic model with financial intermediation is developed in which the intermediaries (banks) can issue outside equity as well as short term debt. This makes bank risk exposure an endogenous choice. The goal is to have a model that can not only capture a crisis when banks are highly vulnerable to risk, but can also account for why banks adopt such a risky balance sheet in the first place. We use the model to assess quantitatively how perceptions of fundamental risk and of government credit policy in a crisis affect the vulnerability of the financial system ex ante. We also study the effects of macro-prudential policies designed to offset the incentives for risk-taking.
【主持】陳彥斌 教授

人大宏觀經濟學研討會（Macro Workshop）旨在追蹤宏觀經濟學國際最新進展，倡導構建符合國情的動態優化模型，并使用計算機模擬研究經濟增長、收入分配和宏觀政策等中國宏觀經濟重大問題。
聯系人：劉哲希    Email：Macro_Workshop@163.com
資料下載：www.docin.com/mydoc-88265459-1.html
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經濟學院 中國經濟改革與發展研究院