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The influence of Banks' liquidity in macroeconomy

机译:银行流动性在宏观经济学中的影响

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摘要

This paper builds an economical model, which includes the department of household, enterprise and bank, based on the Agent-Based Computational Economic (ACE) and the Stock-Flow Consistent model (SFC). We choose the short-term liquidity needs LCR as the bank liquidity standard, and investigate how the shock may impact the subject attributes and the change trend of the whole macroeconomic variable in short term. The results can provide theory reference for prediction and prevention of bank liquidity risk, which could promote the development and improvement of the supervision system of bank liquidity.
机译:本文建立了一项经济型号,包括基于代理基于代理的计算经济(ACE)和股票流量(SFC)的家庭,企业和银行部门。我们选择短期流动性需求LCR作为银行流动性标准,并调查在短期内震动可能影响主体属性和整个宏观经济变量的变化趋势。结果可以为银行流动性风险预测和预防提供理论参考,这可以促进银行流动性监督制度的发展和改进。

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