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

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.

Key words: payment system, liquidity risk, the index of delayed payment, the index of management of liquidity