THE SYSTEM FOR SIMULATING INTERBANK SETTLEMENTS
研究了模拟银行间结算的系统，通过蒙特卡洛模拟分析支付结算系统的效率，对金融风险管理和系统优化有用。
The aim of this paper is a study of the system for simulating interbank settlements. Interbank payment and settlement systems establish conditions for the circulation of financial funds on the market and guarantee the distribution of assets. Practical experiments in an active system are very risky. They demand to simulate their operation through a system by creating its mathematical model. By perfecting the processing of settlements and/or developing algorithms for solving the gridlocks or by applying the tools of refinancing and using reserves of requirements, one can change the efficiency of settlement systems. The results of the study by Monte‐Carlo simulation are given, based on data of the payment and settlement system of the Bank of Lithuania.