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GRA · 支付与市场基础设施

空间金融资本与危害、风险暴露和转型的交汇之处

面向支付与市场基础设施的量子计算、传感与通信

Quantum technology could eventually break public-key cryptography that secures payments and settlement. On this platform it is examined as a migration risk: which 系统 use vulnerable cryptography, how long migration takes and what standards apply.

01登记

Quantum computing, sensing and communication for payments and market infrastructure on the record.

方法记录STEM 方法
  1. 方法量子计算、传感与通信
  2. 管理者量子技术
  3. 应用于支付与市场基础设施
  4. 数据3 inputs
  5. 规范页面STEM 公共资源
02申请

What quantum computing, sensing and communication does here.

Quantum computing, sensing and communication exploit quantum mechanical effects to process information and make measurements. They promise new capabilities and pose a long-term threat to current public-key cryptography. In financial stability, cyber and digital resilience and digital public infrastructure, quantum technology assessment informs when to migrate critical 系统 to quantum-resistant cryptography. Quantum sensing may improve navigation and subsurface monitoring for infrastructure. The canonical description is on STEM Commons.

Cryptographic inventory

Systems and messages using vulnerable public-key algorithms are inventoried, prioritising long-lived data and hard-to-change components.

Migration planning

Timelines to adopt NIST post-quantum standards are planned against system replacement cycles and vendor readiness.

现在收集,日后解密

Data intercepted today that must stay confidential for years is identified as an early priority for quantum-resistant protection.

03压力测试

资产冲击如何演变为系统性损失。

银行间传染之后系统损失的权益,相对于最初的冲击,随杠杆、互联程度和回收率变化而变化,这是宏观审慎 压力测试的核心。这是带有明示示意数值的教学模型,不是预测。

控制措施

外部资产下降
2.0%
杠杆率(资产与权益之比)
10 倍
银行间资产占比
10%
银行间债权的回收
40%
体系内的银行
20
核心银行
占银行的 20%

读数

初始冲击造成的权益损失
18.0%
传染后的权益损失
45.0%
传染新增(DebtRank)
27.0 个点
违约银行
0
数字、方法与来源
轮次系统权益损失(%)违约银行
018.000
128.800
235.280
339.170
441.500
542.900
643.740
744.240
844.550
944.730
1044.840
1144.900
1244.940
1344.960
1444.980
1544.990
1644.990
1745.000
1845.000
1945.000
2045.000
2145.000
2245.000
2345.000
2445.000
2545.000
2645.000
2745.000
2845.000
2945.000
3045.000

方法

  1. DebtRank Battiston 等(2012),Scientific Reports 2:541
  2. 差异化 DebtRank Bardoscia and others (2015), PLOS ONE 10
  3. 金融网络中的传染 Gai and Kapadia (2010), Proc. R. Soc. A 466
  4. 金融网络中的清算 Eisenberg 和 Noe(2001),Management Science 47
  5. 不确定性扇形图(参数蒙特卡罗) Spiegelhalter, Pearson and Short (2011), Visualising uncertainty about the future, Science 333
  6. 单因素敏感性(龙卷风图) Saltelli and others (2008), Global Sensitivity Analysis: The Primer, Wiley

数据

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.

资产冲击如何演变为系统损失。示意性教学模型:它依据控件设定的数值运行,而不是实测数据。方法:DebtRank(Battiston 等(2012),Scientific Reports 2:541);Differential DebtRank(Bardoscia 等(2015),PLOS ONE 10);金融网络中的传染(Gai 和 Kapadia(2010),Proc. R. Soc. A 466)。
04数据

该方法使用的输入。

Datasets and records used by quantum computing, sensing and communication on this platform, with the role each plays and the label its values carry. Sources are listed in 来源登记册.

数据角色标签
NIST 后量子标准Target algorithms已发布统计
Cryptographic inventories风险暴露已声明
Vendor roadmaps准备度已声明
05风险暴露、损失与资本

What it means for exposure, loss and capital.

风险官、监管者或财政部会要求的风险暴露、损失、情景和资本视图,以及它们据以报告的框架。结构遵循监管和精算实务。数值为说明性:绝非价格、评级或建议。

传导渠道

How a shock in quantum computing, sensing and communication for payments and market infrastructure reaches credit, market, underwriting, liquidity and operational risk, and feeds back.

Channel structure after the Basel Committee’s work on climate-related risk drivers and transmission channels; links shown are typical paths, not estimated exposures.
NGFS 气候情景 · 央行与监管机构绿色金融网络IFRS S2 气候相关披露 · ISSBTCFD 建议 · 金融稳定理事会 TCFD有效管理气候相关金融风险的原则 · 巴塞尔银行监管委员会
06验证

结果如何核查。

Hardware is characterised through standard benchmarking protocols and cross-platform comparison. Claims of advantage are tested against classical methods.

核查如何开展
Inventory completenessCoverage of 系统 and third parties is stated
Crypto-agilityDesigns allow algorithms to be replaced without major rebuild
Standards currencyPlans reference current standards and guidance

Noise, decoherence and engineering constraints limit current devices. Timelines for practical capability are uncertain.

07关联

依赖该方法的主题。

08管理责任

由谁维护该方法。

量子技术 stewards quantum computing, sensing and communication for the Consortium and reviews how it is applied across platforms.

09已关联

本页在整个联合体中通向何处。

10问题

问题与解答。

What are the limits of quantum computing, sensing and communication in this field?
Noise, decoherence and engineering constraints limit current devices. Timelines for practical capability are uncertain.
结果如何核查?
Hardware is characterised through standard benchmarking protocols and cross-platform comparison. Claims of advantage are tested against classical methods.
本页面上的数值是真实的吗?
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.
该方法还应用于何处?
维持社会运转的各个 规范方法页面 列出应用该方法的每个平台。
报告贡献

从本页贡献证据。

报告 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.

全球风险联盟(Global Risks Alliance)支付与市场基础设施战略系统情景与压力测试
支付与市场基础设施

向联盟提出风险暴露或资本问题。

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