| 支付系统中流动性需求度量方法的改进 |
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| 引用本文： | 王宇,梁雪冰. 支付系统中流动性需求度量方法的改进[J]. 吉林大学学报(信息科学版), 2013, 31(6): 598-603 |
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| 作者姓名： | 王宇 梁雪冰 |
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| 作者单位： | 西南财经大学经济信息工程学院,成都,611130;西南财经大学经济信息工程学院,成都,611130 |
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| 基金项目： | 教育部人文与社会科学研究西部与边疆地区基金资助项目（10XJC790005）; 国家社会科学重点基金资助项目（11AZD077）; 国家自然科学基金重大研究计划基金资助项目(91218301); 中央高校基本科研业务费专项资金资助项目（JBK130503; JBK120505） |
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| 摘 要： | 为更好地控制支付系统的风险, 针对已有的关于支付系统中日间流动性需求衡量办法的分析, 放宽了无对方风险和延迟支付的假设, 利用动态博弈方法获得了判断银行是否应该采用延时支付的依据, 并提出了衡量支付系统流动性风险大小的指标。这为各国中央银行在平衡流动性风险与提高支付系统效率时, 制定相关的日间信用政策提供了一定的理论参考。
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| 关 键 词： | 支付系统 流动性风险 支付延迟指数 流动性管理指标 |
Improvement on Measure of Liquidity Demand in Payment System |
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| WANG Yu,LIANG Xue-bing. Improvement on Measure of Liquidity Demand in Payment System[J]. Journal of Jilin University:Information Sci Ed, 2013, 31(6): 598-603 |
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| Authors: | WANG Yu LIANG Xue-bing |
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| Affiliation: | School of Economic Information Engineering, Southwestern University of Finance Economics, Chengdu 611130, China |
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| Abstract: | In order to better control the risk of payment system, based on the existing measure method analysis of the liquidity requirements on the daytime in payment system, relaxing the assumption of no other risk and delayed payment, using the method of dynamic game, the results are found to determine whether a bank should adopt delay payment basis, we put forward a measure of the size of the payment system liquidity risk indicators. Certain theory reference is provided for the central bank when it formulates relevant daytime credit policy to balance liquielity risk and the efficiency of payment system. |
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| Keywords: | payment system liquidity risk the index of delayed payment the index of management of liquidity |
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