H2020Индивидуална стипендия2016–2018

FINREALNETS · “FINancial and REAL Sector NETworks in Europe”

„Хоризонт 2020“ — Действия „Мария Склодовска-Кюри“

Период: 2016-06-01 → 2018-12-01
Финансиране от ЕС: 187 420 €
Участници: 1
Схема: MSCA-IF

Линиите свързват координатора с партньорите.

Накратко на български

Връзките между банките и реалния сектор се анализират чрез модел, който проследява как проблеми в определени индустрии могат да се разпространят в банковата система. Това помага за идентифициране на рискови сектори и подобряване на стрес тестовете за финансовата стабилност в Европа.

Този кратък обзор е генериран от изкуствен интелект

Кратко обяснение, генерирано от езиков модел по текста на CORDIS. Оригиналът е по-долу.

Резултати накратко

“FINancial and REAL Sector NETworks in Europe”

Banks’ exposures to similar asset groups could become an important source of contagion when combined with interbank network spillovers. The FINREALNETS project aimed at elaborating a common portfolio network-based stress-test framework that could find application in regular stress-testing exercises carried out by the regulator. FINREALNETS suggests identifying Systemically Important Real Sectors (SIRS) at the euro area and test stabilizing effects of sector targeting macro-prudential tools. FINREALNETS targets also training and knowledge transfer objectives with a particular focus on gender equality and women’s integration in the domain of Economic research. The project’s research objectives can be assembled in two main categories: 1- Designing a network-based stress-test framework allowing SIRS (Systemically Important Real Sectors) identification; and 2-calibrating the model on the European bank-real sector exposure data.

Текст от CORDIS, на английски · Данни: CORDIS, © Европейски съюз

Цел на проекта

Banks’ exposures to similar asset groups could become an important source of contagion when combined with interbank network spillovers. The FINREALNET project aims at elaborating a common portfolio network-based stress-test framework that could find application in regular stress-testing exercises carried out by the regulator. Using an innovative DebtRank-based model FINREALNET suggests identifying Systemically Important Real Sectors (SIRS) at the euro area and test stabilizing effects of sector targeting macro-prudential tools. The Project will comparatively assess the resilience of European Banks to losses on common exposures pre- and post- QE, as the structure of overlapping networks is expected to change after the QE. The FINREALNET project is a perfect springboard for the Principal Investigator (PI) through the possibility to build durable research network, and acquire new skills which are complementary to her current expertise. Those new skills include research skills (theory and methodology), operational skills (algorithm writing), project management skills, language skills (German) and new data treatment skills (during the Secondment at the ECB). Moreover, working papers, presentations and recommendations for the regulator will improve the PI’s visibility as a young researcher and contribute to her research career. FINREALNET also builds a solid foundation for future collaborations. Finally, FINREALNET by its training and research program aims at promoting women’s integration in the domain of Economic research where a traditional gender gap persists.

Оригинален текст от CORDIS (на английски).

Участници

UNIVERSITAT ZURICH · ZurichКоординаторШвейцария