英文标题：
《Harry Potter and the Goblin Bank of Gringotts》
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作者：
Zachary Feinstein
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最新提交年份：
2017
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英文摘要：
Gringotts Wizarding Bank is well known as the only financial institution in all of the Wizarding UK as documented in the works recounting the heroics of Harry Potter. The concentration of power and wealth in this single bank needs to be weighed against the financial stability of the entire Wizarding economy. This study will consider the impact to financial risk of breaking up Gringotts Wizarding Bank into five component pieces, along the lines of the Glass-Steagall Act in the United States. The emphasis of this work is to calibrate and simulate a model of the banking and financial systems within Wizarding UK under varying stress test scenarios simulating rumors of Lord Voldemort\'s return or the release of magical creatures into an unsuspecting muggle populace. We conclude by comparing the economic fallout from financial crises under the two systems: (i) Gringotts Wizarding Bank as a monopoly and (ii) the split-up financial system. We do this comparison on the level of minimal system-wide capital injections that would be needed to prevent the financial crisis from surpassing the damage caused by Lord Voldemort.
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中文摘要：
古灵阁巫师银行是全英国巫师界唯一的金融机构，这在讲述哈利·波特英雄事迹的著作中有记载。需要将权力和财富集中在这家银行与整个巫师经济的金融稳定性进行权衡。这项研究将考虑按照美国《格拉斯-斯蒂格尔法案》将古灵阁巫师银行拆分为五个组成部分对金融风险的影响。这项工作的重点是在不同的压力测试场景下校准和模拟巫师英国的银行和金融系统模型，模拟伏地魔回归的传言或魔法生物释放到毫无戒备的麻瓜人群中。我们通过比较两种制度下金融危机的经济后果得出结论：（i）古灵阁巫师银行的垄断地位和（ii）分拆的金融体系。我们在最低限度的全系统注资水平上进行了比较，以防止金融危机超过伏地魔造成的破坏。
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分类信息：

一级分类：Quantitative Finance 数量金融学
二级分类：General Finance 一般财务
分类描述：Development of general quantitative methodologies with applications in finance
通用定量方法的发展及其在金融中的应用
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