中国银行外汇业务风险管理创新研究

发布时间：2018-03-02 01:28

本文关键词： 中国银行外汇业务外汇敞口风险管理　出处：《兰州大学》2013年硕士论文　论文类型：学位论文

【摘要】：2005年8月9日至10日,人民银行先后在其网站上公布了四条重要消息,主要是“关于扩大外汇指定银行对客户远期结售汇业务和开办人民币与外币掉期业务有关问题的通知”及其说明,和“关于加快发展外汇市场有关问题的通知”及其说明。这两个《通知》和相关的说明,除了配合完善人民币的汇率形成机制外,也被视为国内外汇市场发展的里程碑。外汇风险一般也称为汇率风险,指企业或个人在拥有并经营外汇的活动中,因汇率变动而遭受损失的可能性。不同的企业和个人对外汇风险的关注点不同：有的关注外汇交易风险,即在企业经营活动中因为运用外币计价,而面临汇率变动造成的损失；有的企业更关注外币折算风险,即由于将实际交易使用的外币折算为本国记账货币时因汇率变动造成的风险；还有些则更关注宏观的外汇经济风险,即因为外界宏观经济环境变化导致汇率变化而遭受损失的风险。本文主要研究了中国银行外汇业务风险管理情况,着重围绕外汇业务进行风险管理行为分析,找到因外汇业务风险管理问题而制约中行进一步发展壮大的问题所在,运用外汇业务风险创新管理的相关理论和方法,总结了国内外外汇风险管理先进经验和做法,并结合现有法律法规和政策的有关规定,创新性的提出了中行关于外汇业务风险管理的创新管理思路和策略。本文的第一、二部分为文章的基础部分,主要讲述了文章的研究价值以及商业银行外汇业务管理的相关理论。第三部分介绍风险测量的方法,这是外汇风险管理的主要依据。第四部分为文章的核心部分,主要运用外汇敞口分析法,对中国银行外汇风险进行测量、分析、比较。第五、六部分根据第四部分的分析结果,列举了国际商业银行中对外汇风险管理较好的案例,并借鉴其管理方法,对中国银行外汇业务风险管理提出管理策略。
[Abstract]:August 9, 2005 to 10, the people's Bank has announced on its website, the four important messages, mainly on the expansion of the designated foreign exchange bank customers forward foreign exchange business and open issues related to RMB and foreign currency swap business notice "and that" notice "and accelerate the development of foreign exchange market and its related problems. The two < > notice and related instructions, in addition to improve the RMB exchange rate formation mechanism, is also regarded as the milepost development of domestic foreign exchange market.
Foreign exchange risk is also known as the exchange rate risk, the enterprise or individual to own and operate foreign exchange activities, exchange rate changes because of the possibility of loss. Companies and individuals to focus on the foreign exchange risk is different: some are concerned about the risk of foreign exchange transactions, namely in the business activities of enterprises in the use of foreign currency denominated, facing exchange rate changes the loss caused by; some enterprises pay more attention to the translation of foreign currency risk, the actual transaction of foreign currency converted into the national currency of account because of changes in the exchange rate risk; some are more concerned about the macro foreign economic risks, that is because the external macroeconomic environment changes lead to changes in the exchange rate and risk of loss.
This paper mainly studies the risk management of the foreign exchange business of bank Chinese, focuses on the foreign exchange business risk management behavior analysis, find business risk management problems and restricting the further development of foreign exchange bank problem, using the relevant theories of risk management and innovation in foreign exchange business methods, summarizes the domestic and foreign exchange risk management advanced experience and practice, and according to the relevant provisions of existing laws and regulations and policies, innovative ideas and innovative management strategies on bank risk management of foreign business.
The first, second part is a fundamental part of the article, mainly describes the research value and commercial bank foreign exchange business management theory. The third part introduced the method of risk measurement, which is the main basis of the foreign exchange risk management. The fourth part is the core part of the article, mainly by foreign exchange exposure analysis measurement, analysis on China, bank foreign exchange risk. The fifth, sixth part according to the analysis of the results of the fourth part lists the international commercial bank in the case of foreign exchange risk management better, and learn from the management method of Chinese bank foreign exchange business risk management put forward management strategies.

【学位授予单位】：兰州大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.2;F224

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