HJS银行跨境人民币结算业务经营风险评价研究

发布时间：2018-06-02 03:27

本文选题：跨境人民币结算 + 模糊综合评价法　；参考：《哈尔滨工程大学》2012年硕士论文

【摘要】：自20世纪七十年代，布雷顿森林体系瓦解以后，美元作为国际货币的垄断统治权逐步削弱、日元国际化的开展以及欧元作为国际货币登上舞台，使欧美经济学家对国际贸易结算货币的选择理论产生了兴趣。随着人民币国际化的呼声日益高涨，跨境贸易人民币结算逐步登上跨境结算市场，跨境贸易人民币结算是指在国际贸易中，贸易双方进行货物及服务交易时，在自愿的基础上以人民币作为计价货币的跨境贸易计价及结算。跨境贸易人民币结算试点推行之前，我国国内也有了不少关于人民币国际结算货币化以及人民币国际化的研究。本文借助跨境贸易结算货币选择理论，选择HJS银行作为研究案例样本，结合有关详实数据资料。通过基于HJS银行的跨境贸易人民币结算业务现状的分析，，可以发现虽然HJS银行在这项业务开展过程中有着其自身存在的优势，但是仍主要以传统的风险防控措施作为跨境人民币结算业务的防范手段，缺乏能够有效判断内外部环境变化因素影响的有效风险评价体系指导业务发展和业务发展环境监控小组等常态化业务风险机制和机构。此外，客户对象管理的风险、银行内部管理的风险、境外合作银行管理的风险隐患均有存在。论文中运用经济学与金融学、管理学相关理论对HJS银行跨境人民币结算业务经营风险进行分析，综合采用层次分析法、模糊综合评价法等研究方法，通过确认指标、赋予指标权重等研究步骤，建构了HJS银行跨境人民币结算业务经营的风险评价模型。应用此评价模型，通过货币政策、汇率政策和财政政策三个方面进行数据的收集分析，并按照风险评价体系的程序进行风险值的计算，对获得的定量数据进行处理、并将定性数据按照等级分值定量化，对最终获得的结果数据进行等级划分。在建立HJS银行跨境人民币结算业务经营风险评级模型基础上，有针对性的提出若干建议，完善HJS银行该项业务经营风险评价体系。首先，加强银行跨境贸易人民币结算业务风险防范的组织建设；其次，加强HJS银行跨境贸易人民币结算业务的制度建设；最后，建议HJS银行加强自身管理保障体系实施。
[Abstract]:Since the collapse of the Bretton Woods system in the 1970s, the monopoly of the United States dollar as an international currency has gradually weakened, the yen has been internationalized and the euro has taken the stage as an international currency. So that European and American economists are interested in the theory of the choice of currency for international trade settlement. With the growing demand for RMB internationalization, RMB settlement for cross-border trade has gradually climbed into the cross-border settlement market. In international trade, RMB settlement means that when both sides of the trade are engaged in goods and services transactions, Cross-border trade valuation and settlement with RMB as currency on a voluntary basis. Before the pilot implementation of RMB settlement for cross-border trade, there are many studies on RMB international settlement monetization and RMB internationalization in China. Based on the theory of currency selection in cross-border trade settlement, this paper selects HJS Bank as a case study sample, and combines relevant detailed data. Through the analysis of the current situation of cross-border trade RMB settlement business based on HJS Bank, we can find that although HJS Bank has its own advantages in the process of carrying out this business, However, the traditional risk prevention and control measures are still mainly used as a means of prevention for cross-border RMB settlement business. There is a lack of effective risk evaluation system which can effectively judge the influence of internal and external environmental factors to guide business development and business development environment monitoring group and other regular business risk mechanisms and institutions. In addition, the risk of customer object management, the risk of bank internal management, and the risk hidden danger of foreign cooperative bank management all exist. In this paper, the risk of cross-border RMB settlement business of HJS bank is analyzed by using the theories of economics, finance and management. The analytic hierarchy process (AHP) and fuzzy comprehensive evaluation method are used to confirm the index. The risk evaluation model of cross-border RMB settlement business of HJS bank is constructed by giving index weight and other research steps. Using this evaluation model, through the monetary policy, exchange rate policy and fiscal policy three aspects of data collection and analysis, and according to the procedures of the risk evaluation system to calculate the risk value, to process the obtained quantitative data. The qualitative data are quantified according to the grade score, and the final result data are graded. On the basis of establishing the risk rating model of cross-border RMB settlement business of HJS Bank, this paper puts forward some suggestions to perfect the risk evaluation system of this business in HJS Bank. First, strengthen the risk prevention organization construction of cross-border trade RMB settlement business; secondly, strengthen the HJS bank cross-border trade RMB settlement business system construction; finally, suggest that HJS bank strengthen its own management and security system implementation.
【学位授予单位】：哈尔滨工程大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.6;F832.2

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