在开放银行服务中对API启用金融犯罪的网络风险管理
Odion Gift Ojehomon1, Joanna Cichorska2, Jerzy Michnik1
1Department of Operations Research, Faculty of Informatics and Communication, University of Economics in Katowice, ul. 1 Maja 50, 40-287 Katowice, Poland.
Entropy (Basel, Switzerland)
|February 27, 2026
概括
开放银行增加了风险,但使用系统动力学,基于代理的建模和蒙特卡洛模拟的新框架可以减轻运营损失. 这种方法有助于管理不断发展的数字金融中的金融犯罪风险.
科学领域:
- 金融技术 (金融科技)
- 风险管理 风险管理
- 计算金融是指计算金融.
背景情况:
- 由PSD2等法规驱动的开放银行,可以通过API让第三方访问金融数据.
- 这种生态系统促进创新,但由于相互依存度增加,引入了重大运营和金融犯罪风险.
- 现有的风险管理策略难以捕捉开放银行业务的复杂动态.
研究的目的:
- 为开放银行生态系统提出一个综合风险管理框架.
- 量化特定风险减轻策略对运营尾部损失的影响.
- 开发一个普遍适应的金融风险评估框架.
主要方法:
- 一种混合建模方法,结合了系统动力学,基于代理的建模和蒙特卡洛模拟.
- 模拟支付服务指令2 (PSD2) 式的开放银行环境.
- 具体威胁场景的建模,例如凭证填充攻击.
主要成果:
- 在模拟中,更严格的登机门,API速率限制和增强的异常检测可以将运营尾部损失降低20-30%.
- 该框架有效地捕捉了反循环和异构的代理行为.
- 模块化设计允许适应各种监管和市场条件.
结论:
- 拟议的综合框架为开放银行提供了可操作的风险指标.
- 它为资源分配和监管压力测试提供了坚实的基础.
- 多方法方法提高了对不断发展的金融生态系统中的风险的理解和管理.
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