Banca de QUALIFICAÇÃO: GABRIEL OLIVEIRA DE ALARCÃO

Uma banca de QUALIFICAÇÃO de MESTRADO foi cadastrada pelo programa.
STUDENT : GABRIEL OLIVEIRA DE ALARCÃO
DATE: 02/10/2024
TIME: 19:30
LOCAL: Vídeo Conferência
TITLE:

Credit concentration under macroprudential and monetary policy: An agent-based model approach.

KEY WORDS:

 Banking, Monetary policy, Macroprudential Policy, Agent-Based Model, Credi

PAGES: 8
BIG AREA: Ciências Sociais Aplicadas
AREA: Economia
SUMMARY:

This work aims to investigate the concentration of credit and the behavior of financial agents in a complex setting where they interact and learn about the environment. Using the bottom-up approach of agent-based models, we simulate a model where banks, depositors, a central bank, firms, and a clearing house compose an artificial financial system They act with bounded rationality and adaptive learning in order to reach their desired outcome. We explore how, under asymmetry of information in the lending market, credit distribution is impacted by different monetary and macroprudential instances.

COMMITTEE MEMBERS:
Presidente - 1642911 - DANIEL OLIVEIRA CAJUEIRO
Externo à Instituição - REGIS AUGUSTO ELY - UFPel