Descrizione del progetto DEENESFRITPL Calibrare le politiche macroprudenziali per ridurre la disuguaglianza sociale Finalizzate a evitare l’instabilità del sistema finanziario, le politiche macroprudenziali rafforzano la resilienza del sistema stesso. Il progetto MACROPRU, finanziato dall’UE, analizzerà il rapporto tra queste politiche e la disuguaglianza sociale. Il progetto applicherà tecniche all’avanguardia di simulazione basate su agenti per scoprire gli effetti redistributivi delle politiche macroprudenziali. Da una prospettiva di assistenza sociale, l’obiettivo di MACROPRU sarà individuare l’ottimalità degli strumenti macroprudenziali. I risultati faranno luce sulle conclusioni ricavate dalle prove di stress a livello di sistema per finalità macroprudenziali da parte della Banca centrale europea (BCE). Inoltre, tali risultati forniranno consulenza ai responsabili delle politiche e alle banche centrali circa le modalità con cui regolare le politiche macroprudenziali per ridurre al minimo gli effetti sociali avversi e per contenere la disuguaglianza. Mostra l’obiettivo del progetto Nascondi l’obiettivo del progetto Obiettivo "The primary aim of the action is to investigate how new macroprudential policies can influence financial stability without contributing to inequality in society. In this project we aim to apply cutting-edge, agent-based simulation techniques to uncover the redistributive effects of macroprudential policies and to examine the combination optimality of the macroprudential tools from the social welfare perspective. The results of this project will complement the conclusions extracted from the ECB system-wide stress-testing exercises by providing data on the rise of inequality in EU countries due to the adoption of new financial regulations. It will also supplement the macroeconomic impact assessment for the Basel III reforms (cost-benefit ""Growth-at-Risk"" approach). This project expands our knowledge about a new, innovative tool, namely agent-based modeling, that can be used in financial oversight. It provides us with the practical knowledge of how to take into account the heterogeneity of the agents in the models and how to apply new Bayesian estimation techniques. The results of the project may guide policymakers and central bankers on how to reshape financial regulations and to calibrate macroprudential policies in order to minimize adverse social effects and to reduce inequality (by supporting a social policy). The project is consistent with the European Commission’s support on research programmes on the public sector and social innovation that is described in the Europe 2020 Flagship Initiative Innovation Union. The researcher will be fully integrated into Prof. J. Doyne Farmer’s team at the INET Oxford and at the Mathematical Institute of the University of Oxford. The Curie IF will give the applicant the opportunity to perform relevant and state-of-the-art research in the best institute of complexity economics in the world, to re-enforce her position as an independent research group leader and to initiate new long-term collaborations." Campo scientifico social scienceseconomics and businesseconomicsmacroeconomicssocial sciencessociologysocial issuessocial inequalities Parole chiave central-banking financial stability macroprudential policies agent-based modeling simulation models with heterogeneous agents redistributive effects social welfare inequality stress-testing Programma(i) H2020-EU.1.3. - EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions Main Programme H2020-EU.1.3.2. - Nurturing excellence by means of cross-border and cross-sector mobility Argomento(i) MSCA-IF-2020 - Individual Fellowships Invito a presentare proposte H2020-MSCA-IF-2020 Vedi altri progetti per questo bando Meccanismo di finanziamento MSCA-IF - Marie Skłodowska-Curie Individual Fellowships (IF) Coordinatore THE CHANCELLOR, MASTERS AND SCHOLARS OF THE UNIVERSITY OF OXFORD Contribution nette de l'UE € 224 933,76 Indirizzo WELLINGTON SQUARE UNIVERSITY OFFICES OX1 2JD Oxford Regno Unito Mostra sulla mappa Regione South East (England) Berkshire, Buckinghamshire and Oxfordshire Oxfordshire Tipo di attività Higher or Secondary Education Establishments Collegamenti Contatta l’organizzazione Opens in new window Sito web Opens in new window Partecipazione a programmi di R&I dell'UE Opens in new window Rete di collaborazione HORIZON Opens in new window Costo totale € 224 933,76
