文章基本信息

标题：Spontaneous Congestion Process in Inter-bank Payment System
本地全文：下载
作者：Dr. Chen Ji ; Miss Miao Shiguo ; Mr. Chen Taiyang 等
期刊名称：International Journal of Business Research and Management (IJBRM)
电子版ISSN：2180-2165
出版年度：2013
卷号：4
期号：1
页码：32-41
出版社：Computer Science Journals
摘要：With the highly development of information technology, the more efficient inter-bank payment system is required by modern financial system. This paper analyzes the spontaneous process of congestion in inter-bank payment system through creating multi-agents model between banks and customers. The simulation result indicates that the systemic liquidity congestion of inter-bank payment system is affected seriously by the demand of inter-bank payment. We find that the scale of bank system plays an important role on relieving the systemic payment pressure. On the other hand, the scale of bank system has a positive relationship with the probability of payment crisis occurrence, because the larger scale of the bank, the more pressure it takes in payment system.
关键词：Swarm Intelligence; Systemic Congestion; Payment Crisis; Non-homogeneous Poisson Process