The Impact of Capital Regulation on Bank's Risk-taking Behaviour and its Macroeconomic Effect Under Secular Stagnation
The research will focus on developing a risk measurement framework that can contribute to improving the banking system, mitigate risks, and provide a scientific basis for improving the effectiveness of the policy. The coordination relationship between capital regulation and banks' risk-taking behaviour will be measured using the DSGE model, further fitting and understanding various accelerator effects in the business cycle.
Chenzi is a doctoral researcher in the Management Science and Business Economics Group at the University of Edinburgh Business School and funded by the College of Arts, Humanities, and Social Sciences. Prior to joining the PhD programme, Chenzi did her MSc in Finance and Economics (with distinction in coursework) at the University of St Andrews in 2016/17 and holds an MRes in Finance from Shandong University.