Banca de DEFESA: Gustavo Libório Rocha Lima

Uma banca de DEFESA de MESTRADO foi cadastrada pelo programa.
STUDENT : Gustavo Libório Rocha Lima
DATE: 10/02/2023
TIME: 20:00
LOCAL: Vídeo Conferência
TITLE:

Monetary policy’s impacts on market interest rates: an agent-based approach

KEY WORDS:

 Agent Based Model, Banking, Loan Portfolio, Interest Rate, Risk.

PAGES: 44
BIG AREA: Ciências Sociais Aplicadas
AREA: Economia
SUMMARY:

The proposed research aims to investigate the behavior of financial agents in a complex setting where they interact and learn about the environment. Using the bottomup approach of agent based models, this project presents a situation 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. In this process, an interbank network and a distribution of market interest rates are formed endogenously. The model enables the analysis of banks loan portfolio, market interest rates, balance sheet composition and interbank relationships given monetary policy, financial risk regulation and other different background settings. 

BANKING MEMBERS:
Externo à Instituição - GERVÁSIO FERREIRA DOS SANTOS - UFBA
Presidente - 1642911 - DANIEL OLIVEIRA CAJUEIRO
Interno - 1550794 - JOSE GUILHERME DE LARA RESENDE
Externo à Instituição - REGIS AUGUSTO ELY - UFPel