Understanding the Linkage of Public and Private Risk in the Global Economy

了解全球经济中公共和私人风险的联系

• 批准号: DE150100708
• 负责人: A/Prof Matthew Greenwood-Nimmo
• 金额: $ 24.27万
• 依托单位: The University of Melbourne
• 依托单位国家: 澳大利亚
• 项目类别: Discovery Early Career Researcher Award
• 财政年份: 2015
• 资助国家: 澳大利亚
• 起止时间: 2015-01-01 至 2017-12-31
• 项目状态: 已结题
• 来源: https://dataportal.arc.gov.au/RGS/Web/Grants/DE150100708
• 关键词: Understanding; Linkage; Public; Private; Risk

This project aims to develop a richly detailed model of the global financial system including both public and private institutions. By treating the system as a network of interconnected entities, this project aims to introduce new techniques to map and to trace the evolution of risk in the financial system, to forecast the spillover of risk between entities in the system, and to conduct counterfactual analysis of potential policy measures. This project will investigate the link between spillover intensity and the existing research on extreme events in financial data. By studying how the recent crisis spread through the global financial system, this project aims to enhance our ability to foresee future crises and to mitigate their impact and costs.

该项目旨在为包括公共和私人机构在内的全球金融体系制定一个详尽的模型。通过将该系统视为一个相互关联的实体的网络，该项目旨在引入新的技术，以绘制和跟踪金融系统中风险的演变，预测系统中各实体之间的风险溢出，并对潜在的政策措施进行反事实分析。该项目将调查溢出强度与金融数据中有关极端事件的现有研究之间的联系。通过研究最近的危机如何在全球金融体系中蔓延，该项目旨在提高我们预见未来危机的能力，并减轻其影响和成本。