基于模型库系统的金融体系流动性风险预警机制研究

Study on Liquidity Risk Early Warning Mechanism of the Financial System Based on Model Base System

流动性风险预警是中央银行选择流动性调控时机的重要依据,也是实施流动性救助的重要基础。建立金融体系流动性风险预警的模型库系统,并以Logit模型为应用实例,进行流动性风险预警。这一创新机制有利于提高我国金融体系流动性风险预警的效率与准确性,为央行流动性救助提供参考。

Liquidity risk early warning results play an important role in selecting the timing of liquidity regulation and management by central banks,it is also an important foundation for the liquidity support of central banks. This paper establishes a model base system for the early warning of financial system liquidity risk, utilizing the Logit model for liquidity risk early warning. This innovative mechanism may help improve the efficiency and accuracy of liquidity risk early warning of China＇ s financial institution, and provide guidance to the implementation of central bank liquidity support.