摘要
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.
出处
《湘潭大学学报（哲学社会科学版）》
CSSCI
北大核心
2015年第5期77-81,共5页
Journal of Xiangtan University:Philosophy And Social Sciences
基金
国家社科重点项目"财政政策和信贷政策与产业政策的协调配合研究"(项目编号:12AZD035)
国家自然科学基金项目"创新群体‘金融创新与风险管理’"(项目编号:71221001)
关键词
模型库系统
流动性风险预警
中央银行
model base system
liquidity risk early warning
central bank
