How does the lambda macro create a lambda?

I found this piece of code on GitHub but didn't quite understand it:

#define lambda(ret_type, _body) ({ ret_type _ _body _; })

Then:

int (*max)(int, int) = lambda(int,
                             (int x, int y) {
                                 return x > y ? x : y;
                             });

int max_value = max(1, 2);
// max_value is 2

What are the underscores doing inside the #define and how does it return a function pointer?