The influence of Banks' liquidity in macroeconomy

DOI

10.2991/icemeet-16.2017.76How to use a DOI?

Keywords

liquidity, ACE model, macroeconomic variable

Abstract

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.

Copyright

© 2017, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Xiaohan Huang
AU  - Boyao Li
AU  - Weiming Zhang
AU  - Peiteng Shi
PY  - 2017/01
DA  - 2017/01
TI  - The influence of Banks' liquidity in macroeconomy
BT  - Proceedings of the 2016 2nd International Conference on Economics, Management Engineering and Education Technology (ICEMEET 2016)
PB  - Atlantis Press
SP  - 366
EP  - 371
SN  - 2352-5398
UR  - https://doi.org/10.2991/icemeet-16.2017.76
DO  - 10.2991/icemeet-16.2017.76
ID  - Huang2017/01
ER  -