净额支付清算系统中银行危机的传染过程与应对策略

An analysis of bank failure contagious process via netting system and the countermeasures

随着各国商业银行通过银行间支付清算系统交易额的迅速增加,银行危机通过支付清算系统进行传染越来越受到世界各国政府的重视。本文研究了少数甚至是单个银行发生危机通过净额结算支付清算系统扩散而引起系统危机的过程和条件,分析了系统所能吸收的由银行危机而导致的最大违约资金量。最后,在本文分析的基础上,提出了我国政府为及时、有效地控制银行危机的传染过程应采取的对策和措施。

As trade among commercial banks via netting system increases rapidly, the countries around the world begin to pay more and more attention to banks failure contagion via netting system. It analyzes the process of bank failure contagion via netting system and the contagious conditions, and explores the biggest defaulted amount the system can absorb. On this basis, it suggests some countermeasures and points out that our government should adopt these measures so as to deal with bank failure and control the contagious process more efficiently.