【6月3日】金融学院第148期双周学术论坛：The Interbank Network Across the Great Financial Crisis: Evidence from Italy
发布日期：2015-06-01一、主题：The Interbank Network Across the Great Financial Crisis: Evidence from Italy
二、主讲人：Alberto Franco Pozzolo，意大利莫里斯大学（University of Molise）经济学教授。他的研究成果曾在Journal of Monetary Economics、Journal of International Economics、和Journal of Business等国际著名经济学期刊发表。他目前的研究课题是球探篮球比分,竞彩足球比分银行与FDI的研究。他曾在意大利银行研究部任经济学家职位，还访问过全球多所大学，包括美国芝加哥大学、英国卡斯商学院和北京师范大学等。
三、时间：2015年6月3日（周三），12：30-13：30
四、地点：主楼913会议室
五、主持人：黄志刚，球探篮球比分,竞彩足球比分金融学院副教授
Abstract: We study the effects of the great financial crisis on interbank market connectivity using the tools of network analysis. More specifically, using data on each bilateral interbank position of all Italian banks between 1998 and 2013, we analyze the impact on banks network centrality of the following events: the liquidity crisis of August 2007, Lehmans default in September 2008, the Eurosystem's Long Term Refinancing Operations that took place between 2009 and 2012, the Sovereign debt crisis of July 2011, and the announcement of the Outright Money Transactions in 2012. The results show that the 2007 liquidity crisis and especially the default of Lehman Brothers caused a strong reduction of the interconnectedness within the Italian banking sector, but that in the following years the system progressively recovered the initial level of integration, thanks also to the Eurosystem's monetary policy interventions. However, the average effect hides different impacts across banks, depending on their characteristics and initial positions within the system.
[编辑]：孙颖
