Impact tolerance setting
Important services are mapped to their dependencies and tolerances are set from the harm that disruption would cause users and markets.
GRA · Pembayaran dan Infrastruktur Pasar
Keuangan spasialTempat modal bertemu bahaya, keterpaparan, dan transisi
Reliability and resilience engineering for payments and market infrastructure
Resilience engineering studies how Sistem anticipate, absorb, recover from and adapt to disruption. On this platform it frames impact tolerances, recovery design, failover and the testing that shows whether infrastructure can keep critical services running.
01Daftar
Reliability and resilience engineering for payments and market infrastructure on the record.
Catatan metodeMetode STEM
- MetodeRekayasa keandalan dan ketahanan
- PengelolaInfrastruktur Kritis
- Diterapkan diPembayaran dan Infrastruktur Pasar
- Data3 inputs
- Pemeriksaan3 langkah validasi
- Halaman kanonisSTEM Commons
02Permohonan
What reliability and resilience engineering does here.
Reliability and resilience engineering studies how Sistem fail, how failures can be prevented and how systems absorb, adapt and recover from disruption. It addresses both technical components and the organisations that operate them. In financial stability, cyber and digital resilience and digital public infrastructure, resilience engineering identifies critical components and recovery bottlenecks across connected systems. It informs redundancy, spares and restoration priorities. The canonical description is on STEM Commons.
Recovery design
Recovery options, from hot standby to rebuilding from clean backups, are compared for time and integrity under destructive scenarios.
Learning from incidents
Post-incident reviews of outages are analysed for causes and the controls that would have reduced impact, across operators.
03Uji tekanan
Bagaimana guncangan pada aset menjadi kerugian sistem.
Ekuitas yang hilang dari sistem setelah penularan antarbank, dibandingkan dengan pukulan awal, seiring berubahnya leverage, keterhubungan, dan tingkat pemulihan, yang merupakan inti dari Uji tekananmakroprudensial. Model pengajaran dengan nilai ilustratif yang dinyatakan, bukan prediksi.
Kendali
- Penurunan aset eksternal
- 2.0%
- Leverage (aset terhadap ekuitas)
- 10 kali
- Porsi aset antarbank
- 10%
- Pemulihan atas tagihan antarbank
- 40%
- Bank dalam sistem
- 20
- Bank inti
- 20% bank
Pembacaan
- Ekuitas yang hilang akibat guncangan awal
- 18.0%
- Ekuitas yang hilang setelah penularan
- 45.0%
- Ditambahkan oleh penularan (DebtRank)
- 27.0 poin
- Bank yang gagal bayar
- 0
Angka, metode, dan sumber
| Putaran | Ekuitas sistem yang hilang (%) | Bank yang gagal bayar |
|---|---|---|
| 0 | 18.00 | 0 |
| 1 | 28.80 | 0 |
| 2 | 35.28 | 0 |
| 3 | 39.17 | 0 |
| 4 | 41.50 | 0 |
| 5 | 42.90 | 0 |
| 6 | 43.74 | 0 |
| 7 | 44.24 | 0 |
| 8 | 44.55 | 0 |
| 9 | 44.73 | 0 |
| 10 | 44.84 | 0 |
| 11 | 44.90 | 0 |
| 12 | 44.94 | 0 |
| 13 | 44.96 | 0 |
| 14 | 44.98 | 0 |
| 15 | 44.99 | 0 |
| 16 | 44.99 | 0 |
| 17 | 45.00 | 0 |
| 18 | 45.00 | 0 |
| 19 | 45.00 | 0 |
| 20 | 45.00 | 0 |
| 21 | 45.00 | 0 |
| 22 | 45.00 | 0 |
| 23 | 45.00 | 0 |
| 24 | 45.00 | 0 |
| 25 | 45.00 | 0 |
| 26 | 45.00 | 0 |
| 27 | 45.00 | 0 |
| 28 | 45.00 | 0 |
| 29 | 45.00 | 0 |
| 30 | 45.00 | 0 |
Metode
- DebtRank Battiston and others (2012), Scientific Reports 2:541
- DebtRank Diferensial Bardoscia and others (2015), PLOS ONE 10
- Penularan dalam jaringan keuangan Gai and Kapadia (2010), Proc. R. Soc. A 466
- Kliring dalam jaringan keuangan Eisenberg and Noe (2001), Management Science 47
- Kipas ketidakpastian (Monte Carlo parametrik) Spiegelhalter, Pearson dan Short (2011), Memvisualisasikan ketidakpastian tentang masa depan, Science 333
- Sensitivitas satu per satu (tornado) Saltelli and others (2008), Global Sensitivity Analysis: The Primer, Wiley
Data
No observed data enters this model: it runs on the teaching values set by the controls, to be replaced with a programme’s own evidence.
Di seluruh enam pilar, dipimpin oleh Nexus Consortium
- Eksperimen Laboratorium
- Tertanam di Pembayaran dan Infrastruktur Pasar di Foundry
- Diuji pada Pembayaran dan Infrastruktur Pasar di Universe
- Dikodifikasi dalam Keuangan, Asuransi, dan Ekonomi di Standards
- Diterbitkan di Pembayaran dan Infrastruktur Pasar di Reports
- Diajarkan di Fakultas Keuangan dan Ekonomi di Academy
04Data
Apa yang digunakan metode ini.
Datasets and records used by reliability and resilience engineering on this platform, with the role each plays and the label its values carry. Sources are listed in register sumber.
| Data | Peran | Label |
|---|---|---|
| Incident reports | Failure causes | DILAPORKAN |
| Test results | Recovery performance | TERAMATI |
| Service maps | Dependencies | DINYATAKAN |
05Eksposur, kerugian, dan modal
What it means for exposure, loss and capital.
Tampilan eksposur, kerugian, skenario, dan modal yang akan diminta oleh pejabat risiko, otoritas pengawas, atau kementerian keuangan, beserta kerangka pelaporan yang mereka gunakan. Strukturnya mengikuti praktik pengawasan dan aktuaria. Nilai bersifat ilustratif: tidak pernah merupakan harga, peringkat, atau saran.
Saluran transmisi
How a shock in reliability and resilience engineering for payments and market infrastructure reaches credit, market, underwriting, liquidity and operational risk, and feeds back.
Skenario iklim NGFS · Network for Greening the Financial SystemIFRS S2 Pengungkapan terkait Iklim · ISSBRekomendasi TCFD · Financial Stability Board TCFDPrinsip-prinsip pengelolaan efektif risiko keuangan terkait iklim · Basel Committee on Banking Supervision
06Validasi
Cara hasil diperiksa.
Reliability predictions are compared with field failure data. Exercises and post-event reviews check whether recovery performed as planned.
| Pemeriksaan | Cara pelaksanaannya |
|---|---|
| Severe scenarios | Tests include destructive and multi-site scenarios |
| Integrity on recovery | Recovery is checked for data correctness, not only availability |
| Remediation closure | Findings are tracked to verified closure |
Common-cause failures and rare events are hard to estimate from limited data. Human and organisational factors resist quantification.
07Keterkaitan
Topik yang bertumpu pada metode ini.
08Pengelolaan
Siapa yang memelihara metode ini.
Infrastruktur Kritis stewards reliability and resilience engineering for the Consortium and reviews how it is applied across platforms.
09Terhubung
Ke mana halaman ini mengarah di seluruh Konsorsium.
10Pertanyaan
Tanya jawab.
What are the limits of reliability and resilience engineering in this field?
Common-cause failures and rare events are hard to estimate from limited data. Human and organisational factors resist quantification.
Bagaimana hasil diperiksa?
Reliability predictions are compared with field failure data. Exercises and post-event reviews check whether recovery performed as planned.
Apakah nilai di halaman ini nyata?
The data names, roles and checks are real descriptions of practice. The canvas shows a design of the method’s use, not a run; no result is reported here.
Di mana lagi metode ini diterapkan?
Observatory Halaman metode kanonis mencantumkan setiap platform yang menerapkannya.
LaporanBerkontribusi
Kontribusikan bukti dari halaman ini.
Laporan is the Consortium’s quarterly publication. What you know about this subject can become evidence, a case or a correction in the next edition, credited to you and published under CC BY 4.0 where it is your own work.
Global Risks AlliancePembayaran dan Infrastruktur PasarSistem StrategisSkenario dan Uji Tekanan
- SurelGerbang GW-GRAKirim dari halaman iniBukti, koreksi, kasus, metode, tinjauan, terjemahan, atau masukan profil. Kiriman tiba dengan label halaman ini, sehingga editor pemiliknya menerimanya.
- ZenodoDeposit terbukaDeposit dan ajukan ke komunitasTerbitkan catatan Anda sendiri di Zenodo dengan ORCID iD Anda, lalu ajukan ke komunitas Reports di sana. Kurator meninjaunya; DOI tetap milik Anda.
- LaporanGlobal Risks AllianceLihat semua cara berkontribusiJenis kontribusi, cara masing-masing ditinjau, kredit yang Anda terima, lisensinya, dan apa yang tidak pernah diterima.
Jangan pernah mengirim data pribadi, rincian infrastruktur sensitif, atau apa pun yang tidak berhak Anda bagikan. Kontribusi ditinjau sebelum digunakan. Mengirimkannya tidak memberikan hak kepenulisan atau editorial, dan sponsor tidak pernah membeli sebuah temuan.
Pembayaran dan Infrastruktur Pasar
Ajukan pertanyaan eksposur atau modal kepada Aliansi.
Informasi dan pertanyaan sudah terbuka hari ini. Sebuah pertanyaan menerima nomor referensi dan menyebutkan langkah berikutnya; lamaran, pembayaran, alokasi komputasi, dan pendaftaran hanya dibuka ketika tim, ketentuan, dan kapasitas tinjauannya tersedia.
Hukum
Dokumen hukum.
Peta, data, dan gambar di situs ini ditampilkan untuk konteks dan informasi umum. Semua itu bukan nasihat, prakiraan, atau peringatan; batasan informasinya dijelaskan dalam Penafian dan Pemberitahuan Data.