中信银行B分行外汇衍生品业务研究
发布时间：2018-07-17 16:13
【摘要】：自2013年4月以来到2015年的“8.11汇改”再到人民币加入SDR,中国的汇率改革随着中国经济的结构改革的也不断的增强和深化,通过办理外汇衍生产品业务来规避市场风险,有效进行本外币资产配置和管理,已经成为国内和境外企业以及金融机构合理的财务管理和运营管理的需求,这也对我国未来金融市场外汇衍生产品的创新和外汇衍生品业务市场的发展,提出了相应的内在要求。在中国金融外汇衍生品业务市场渐渐成熟的大环境下,本文研究探讨了中信银行B分行银行代客外汇衍生产品业务在业务发展中遇到的问题、产生问题的原因以及改进手段。具体来说中信银行B分行在2013至2015年中的客户结构、产品交易规模、产品定价和风险控制等方面进行了分析,论述了业务在的现状和存在的问题,然后运用短期利润最大化等经济理论找出业务发展中存在问题的原因,并结合中信银行B分行在地区内自身的业务现从状、市场的占有度及需求、地区经济发展的情况找出相应的业务发展对策,以提升中信银行B分行外汇衍生业务的地区发展能力。最后得出结论,股份制商业在发展银行代客外汇衍生品业务时可以通过构建客户服务新理念、调整外汇衍生品业务结构、优化定价模式和优化风险管理策略来改善业务现状,更好的应对新的外汇市场的变化和挑战。
[Abstract]:Since April 2013 to 2015, the "8.11 exchange rate reform" and the entry of the RMB into the SDR, China's exchange rate reform has been continuously strengthened and deepened with the structural reform of China's economy, and the exchange rate reform has been avoiding market risks by handling foreign exchange derivatives business. The effective allocation and management of local and foreign currency assets has become the demand for rational financial management and operational management of domestic and overseas enterprises and financial institutions, This also puts forward the corresponding internal requirements for the innovation of foreign exchange derivatives and the development of foreign exchange derivatives business in the future financial market of our country. Under the circumstances of the maturation of Chinese financial foreign exchange derivatives business, this paper discusses the problems encountered in the business development of CITIC Bank B branch bank's foreign exchange derivatives business, the causes of the problems and the means of improvement. Specifically, the customer structure, product transaction scale, product pricing and risk control of CITIC Bank B Branch from 2013 to 2015 are analyzed, and the present situation and existing problems of the business are discussed. Then using short-term profit maximization and other economic theories to find out the reasons for the problems in the business development, and combining with the current situation of CITIC Bank B Branch's own business in the region, the market share and demand. In order to improve the regional development ability of CITIC Bank B branch foreign exchange derivative business, the corresponding business development countermeasures should be found out in the situation of regional economic development. Finally, it is concluded that the joint-stock business can improve the business situation by constructing a new concept of customer service, adjusting the structure of foreign exchange derivatives business, optimizing the pricing model and optimizing the risk management strategy when developing the foreign exchange derivatives business of the bank. Better respond to changes and challenges in the new foreign exchange market.
【学位授予单位】：内蒙古大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F832.33
本文编号：2130205
[Abstract]:Since April 2013 to 2015, the "8.11 exchange rate reform" and the entry of the RMB into the SDR, China's exchange rate reform has been continuously strengthened and deepened with the structural reform of China's economy, and the exchange rate reform has been avoiding market risks by handling foreign exchange derivatives business. The effective allocation and management of local and foreign currency assets has become the demand for rational financial management and operational management of domestic and overseas enterprises and financial institutions, This also puts forward the corresponding internal requirements for the innovation of foreign exchange derivatives and the development of foreign exchange derivatives business in the future financial market of our country. Under the circumstances of the maturation of Chinese financial foreign exchange derivatives business, this paper discusses the problems encountered in the business development of CITIC Bank B branch bank's foreign exchange derivatives business, the causes of the problems and the means of improvement. Specifically, the customer structure, product transaction scale, product pricing and risk control of CITIC Bank B Branch from 2013 to 2015 are analyzed, and the present situation and existing problems of the business are discussed. Then using short-term profit maximization and other economic theories to find out the reasons for the problems in the business development, and combining with the current situation of CITIC Bank B Branch's own business in the region, the market share and demand. In order to improve the regional development ability of CITIC Bank B branch foreign exchange derivative business, the corresponding business development countermeasures should be found out in the situation of regional economic development. Finally, it is concluded that the joint-stock business can improve the business situation by constructing a new concept of customer service, adjusting the structure of foreign exchange derivatives business, optimizing the pricing model and optimizing the risk management strategy when developing the foreign exchange derivatives business of the bank. Better respond to changes and challenges in the new foreign exchange market.
【学位授予单位】：内蒙古大学
【学位级别】：硕士
【学位授予年份】：2016
【分类号】：F832.33
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