Macroprudential Models: New Techniques to Support New Policies
Jaromir Benes, International Monetary Fund
In the aftermath of the global financial crisis, many central banks and financial regulators are considering new macroprudential policies to deal with so-called tail-risk events, the unlikely episodes of high financial distress with devastating impact on the economy. Such events have traditionally been outside the domain of mainstream macroeconomic research. To support the new policies, an entirely different family of models and modeling techniques need to be developed. In this presentation, we discuss some of the progress made in the International Monetary Fund and design simulation experiments that use MATLAB to illustrate the main issues.
Recorded: 19 Sep 2013
Featured Product
MATLAB
Up Next:
Related Videos:
您也可以从以下列表中选择网站:
如何获得最佳网站性能
选择中国网站(中文或英文)以获得最佳网站性能。其他 MathWorks 国家/地区网站并未针对您所在位置的访问进行优化。
美洲
- América Latina (Español)
- Canada (English)
- United States (English)
欧洲
- Belgium (English)
- Denmark (English)
- Deutschland (Deutsch)
- España (Español)
- Finland (English)
- France (Français)
- Ireland (English)
- Italia (Italiano)
- Luxembourg (English)
- Netherlands (English)
- Norway (English)
- Österreich (Deutsch)
- Portugal (English)
- Sweden (English)
- Switzerland
- United Kingdom (English)
亚太
- Australia (English)
- India (English)
- New Zealand (English)
- 中国
- 日本Japanese (日本語)
- 한국Korean (한국어)