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qing suan feng xian ke du liang de yin xing bei fu jin yu ce mo xing tan tao ji yu zheng tai fen bu jia she de yan jiu
Author(s): 
Pages: 36-40
Year: Issue:  10
Journal: Financial Accounting

Keyword:  备付金清算风险预测模型;
Abstract: 本文从中国人民银行第二代支付系统资金清算机制出发,将每日最大资金支付量定义为一组随机变量,利用区间估计法等数理统计方法,构建一种新的银行备付金预测模型,计算得出备付金额度与清算风险的函数对应关系,实现清算风险可控、备付金额度预测准确有效的目标,达到资金清算安全和银行经营效益的有机统一。
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