【摘要】 针对中国大额支付系统的系统风险问题,基于仿真模拟数据和不同的操作风险情景,研究了中国大额支付系统在流动性冲击下的系统稳健性和系统参与者在风险冲击和风险传染过程中的作用,并从风险管理的角度评估了系统重要性节点。结果表明,国有商业银行是最重要的风险来源,政策性银行是系统中最为脆弱的环节和主要的风险放大器,而从整体来看,城市商业银行和农村信用社是系统中重要的稳定器。更多还原

【Abstract】 Based on the simulated data and different operational risk scenarios,the systems robustness and participants importance of Chinas large value payment system are studied.The results show that large state-owned banks are the most important resource of potential operational risk and the greatest threat to the robustness of system.The policy banks are the most frangible notes and amplifier of liquidity risk.In contrast,city commercial banks and rural credit cooperatives are the stabilizers of liquidity risk.更多还原