企业外汇风险防范决策支持系统

发布时间：2018-01-15 14:03

本文关键词：企业外汇风险防范决策支持系统　出处：《河南科技大学》2012年硕士论文　论文类型：学位论文

【摘要】：国际金融危机发生后，人民币升值压力如日剧增，国际社会要求人民币升值的呼声不断。但随着外资的抽离，又会暂时性出现人民币贬值的现象，这就使得人民币的走势更加扑朔迷离，企业的外汇风险更加难以控制。因此，如何帮助企业规避外汇风险，已经成为学术界和企业界面临的重大课题。本文就此问题将以企业利润最大化为目标，对企业所面临的外汇风险、以及可能采取的防范方法的成本、效益进行量化分析，使企业可以在决策系统的帮助下有效防范外汇风险。本文首先从人民币不断波动对企业的影响为背景，在总结归纳当前国内外关于汇率预测和汇率风险防范的方法基础上，梳理出建立企业外汇风险防范决策支持系统的思路和重点问题。接下来以因素分析的方法对影响汇率变化的相关因素进行分析，总结影响汇率变化的关键因素。进而，运用最小二乘算法对2009年09月至2011年09月的25个月的月度数据求解汇率估测模型。在运用汇率估测模型对汇率走势估测后，以“避免外汇风险→降低外汇风险→消除外汇风险”为思路，对企业可能面临的汇率风险及防范措施进行成本效益的量化分析，试图给出企业外汇风险防范的决策框架，指导企业的外贸实践。基于以上分析，完整的建立起外汇风险防范决策支持系统，系统开发运用了VBScript脚本语言，后台数据库选用Microsoft SQL Server2000。最后，构造一套操作简单、界面友好的外汇风险防范决策支持系统，使企业可以在决策系统的帮助下轻松防范外汇风险。
[Abstract]:After the international financial crisis has taken place , the pressure of appreciation of RMB has increased , and the international community has demanded the appreciation of RMB . However , with the withdrawal of foreign capital , the currency depreciation phenomenon is more difficult to control . Therefore , how to help enterprises avoid foreign exchange risk is more difficult to control . Therefore , how to help enterprises avoid foreign exchange risk has become a major problem faced by the academic community and the business community . Firstly , from the background of the impact of RMB ' s constant fluctuation on the enterprise , this paper summarizes the thought and key problems of establishing the decision support system of foreign exchange risk prevention in China and abroad on the basis of summarizing the current domestic and foreign methods of exchange rate forecast and exchange rate risk prevention . This paper analyzes the factors that affect the exchange rate change by the method of factor analysis , and summarizes the key factors that influence the exchange rate change . After the estimation of the exchange rate trend by using the exchange rate estimation model , the paper tries to give a quantitative analysis of the cost - effectiveness of the exchange rate risk and the precautionary measures that the enterprise may face after using the exchange rate estimation model , and try to give the decision frame of the enterprise ' s foreign exchange risk prevention and guide the foreign trade practice of the enterprise . Based on the above analysis , a decision support system for foreign exchange risk prevention is established , VBScript script language is used in the system development , and Microsoft SQL Server2000 is selected in the background database . Finally , a decision support system of foreign exchange risk is constructed with simple operation and friendly interface , so that the enterprise can easily prevent foreign exchange risk under the help of the decision system .

【学位授予单位】：河南科技大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.6

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