在跨境电商支付的实务中，由支付的“跨境性”所导致的信用、汇率、法律、技术等诸多风险常常发生。借助信用风险理论，结合跨境电商支付的具体情境、环节和实务的分析，探讨了跨境电商支付信用风险的各种形成机制。初步勾画出跨境电商支付信用风险发生机制的系统结构，即主动违约风险形成机制和被动违约风险形成机制。

With the rapid development of the cross-border e-commerce, the corresponding cross-border payment shows a multi-channel, multi-mode and high-frequency nature. The practice of the cross-border e-commerce payment sees several risks from time to time, such as, in credit, interest rate, exchange rate and law. However, these "cross - border" payment risks have not been paid adequate attention in the academic literature, in particular, without in-depth researches on these risk formation mechanisms. With the help of the credit risk theory, combined with the analysis of the specific situations, the relationships and the practices of the cross-border e-commerce payment, this paper systematically discusses various formation mechanisms of the credit risk of the cross-border e-commerce payment, and outlines a three-dimensional picture of the occurrence logic of the cross-border e-commerce payment credit risk.