| 基于二叉树模型的支付系统流动性波动风险研判--以辽宁省十四市城市商业银行备付金指标为例 |
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| 引用本文： | 刘潇.基于二叉树模型的支付系统流动性波动风险研判--以辽宁省十四市城市商业银行备付金指标为例[J].吉林金融研究,2014(11):17-21. |
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| 作者姓名： | 刘潇 |
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| 作者单位： | 中国人民银行沈阳分行,辽宁沈阳110013 |
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| 摘 要： | 防范和化解支付系统流动性金融风险是中国人民银行履行金融稳定职责的重要内容，为做好此项工作，必须建立有效的风险预警机制，及时收集金融风险识别信息，进行风险测量和风险评估，及时向整个系统发出早期的风险预警信号。本文采用二叉树模型的标准型来检验备付金指标的波动范围，结合2009年至2013年近5年的日数据作为参考值，通过分析重要的支付信息，评估当时所面临的波动性风险。
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| 关 键 词： | 二叉树模型 支付系统 波动风险 |
Liquidity Fluctuation Payment System Two Binomial Tree Model based on Risk Analysis-- Taking Liaoning Province Fourteen City Commercial Banks Reserve Index as an example |
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| LIU Xiao.Liquidity Fluctuation Payment System Two Binomial Tree Model based on Risk Analysis-- Taking Liaoning Province Fourteen City Commercial Banks Reserve Index as an example[J].Jilin Finance Research,2014(11):17-21. |
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| Authors: | LIU Xiao |
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| Abstract: | In this paper, by using the binary tree model of standard to test the range of excess reserves indicators, Combined with 2009 to 2013, nearly five years of data as a reference, Through the analysis of important payment information, Volatility risk assessment when faces. |
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| Keywords: | Two Binomial Tree Model Payment System Volatility Risk |
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