【ECON201314】

宏观经济学研讨会

（总第143期）

【时间】2013年10月9日（周三）12：15－13：45

【地点】明商0202教室

【主讲】潘璐　中国人民大学经济学院

【点评】陈朴　中国人民大学经济学院助理教授 明尼苏达大学经济学博士

【主题】Financial Crises, Bank Risk Exposure and Government Financial Policy (written by Mark Gertler, Nobuhiro Kiyotaki and Albert Queralto, Journal of Monetary Economics, 2012)
　　　　【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】陈彦斌 教授

人大宏观经济学研讨会（Macro Workshop）旨在追踪宏观经济学国际最新进展，倡导构建符合国情的动态优化模型，并使用计算机模拟研究经济增长、收入分配和宏观政策等中国宏观经济重大问题。

联系人：陈小亮　　E_mail: chenxiaoliang2200@126.com

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经济学院

中国经济改革与发展研究院