“FINancial and REAL Sector NETworks in Europe”

Projektinformationen

FINREALNETS

ID Finanzhilfevereinbarung: 704936

DOI 10.3030/704936

Das Projekt endete am 1 Juli 2017

EK-Unterschriftsdatum 4 März 2016

Startdatum 1 Juni 2016

Enddatum 1 Dezember 2018

Finanziert unter

• EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions

Gesamtkosten € 187 419,60

EU-Beitrag € 187 419,60

Koordiniert durch

UNIVERSITAT ZURICH
Switzerland

Ziel

Banks’ exposures to similar asset groups could become an important source of contagion when combined with interbank network spillovers. The FINREALNET project aims at elaborating a common portfolio network-based stress-test framework that could find application in regular stress-testing exercises carried out by the regulator. Using an innovative DebtRank-based model FINREALNET suggests identifying Systemically Important Real Sectors (SIRS) at the euro area and test stabilizing effects of sector targeting macro-prudential tools. The Project will comparatively assess the resilience of European Banks to losses on common exposures pre- and post- QE, as the structure of overlapping networks is expected to change after the QE. The FINREALNET project is a perfect springboard for the Principal Investigator (PI) through the possibility to build durable research network, and acquire new skills which are complementary to her current expertise. Those new skills include research skills (theory and methodology), operational skills (algorithm writing), project management skills, language skills (German) and new data treatment skills (during the Secondment at the ECB). Moreover, working papers, presentations and recommendations for the regulator will improve the PI’s visibility as a young researcher and contribute to her research career. FINREALNET also builds a solid foundation for future collaborations. Finally, FINREALNET by its training and research program aims at promoting women’s integration in the domain of Economic research where a traditional gender gap persists.

Wissenschaftliches Gebiet

• social sciences › economics and business › economics
• social sciences › sociology › gender studies › gender equality
• social sciences › sociology › governance › crisis management

Schlüsselbegriffe

• Financial networks
• sustainability
• financial system
• stress-test
• real sector
• interbank market
• contagion
• macro-prudential regulation
• Sectoral Capital Requirements
• Large Exposure Limits

Programm/Programme

• 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

Thema/Themen

• MSCA-IF-2015-EF - Marie Skłodowska-Curie Individual Fellowships (IF-EF)

Aufforderung zur Vorschlagseinreichung

H2020-MSCA-IF-2015

Finanzierungsplan

MSCA-IF - Marie Skłodowska-Curie Individual Fellowships (IF)

Koordinator

UNIVERSITAT ZURICH

• Netto-EU-Beitrag: € 187 419,60
• Adresse: RAMISTRASSE 71 ; 8006 Zurich ; Schweiz
• Region: Schweiz/Suisse/Svizzera › Zürich › Zürich
• Aktivitätstyp: Higher or Secondary Education Establishments
• Gesamtkosten: € 187 419,60