基于汇率风险管理角度下的PN银行付汇业务方案创新

发布时间：2018-04-19 23:37

本文选题：银行 + 汇率　；参考：《电子科技大学》2014年硕士论文

【摘要】：付汇业务是商业银行的基础外汇业务。随着中国对外开放的不断加剧,国内企业外贸交易逐渐频繁;而伴随着中国汇率制度的不断完善,人民币不断国际化,对外贸易存在着明显的汇率风险。在这样的市场环境中,商业银行通过丰富付汇业务方案来提高其客户吸引力和客户粘性具有重要的意义。本文采用规范研究为主,实证分析为辅的方法,分析思路为找出问题——分析问题——解决问题——效果(案例)说明,逻辑结构是按照理论——现状——对策的基本层次展开。本文以PN银行为研究对象,基于汇率风险管理的角度,对其付汇业务方案进行创新。首先,对汇率理论、汇率风险的基础理论、汇率风险管理理论进行了综述。其次,对PN银行的汇率风险管理现状进行分析,通过研讨会和问卷调查方法分析得出PN银行付汇业务方案中存在的主要问题:传统付汇业务方案不能在控制汇率风险的前提下给客户带来更多的收益,客户粘性不高,没有融资功能。再次,针对PN银行付汇业务方案中存在的问题,以风险收益原理为基础,结合金融衍生品,本文提出了新的业务方案——“存贷汇一体化”。最后,通过实例分析来检验新业务方案的效果。本文认为:“存贷汇一体化”业务方案是多种金融产品的有机结合;具有付汇功能和融资功能;在利差收益与汇差收益之和为正的前提下,能给客户带来收益,具有增值功能。可见外汇金融业务的创新应充分考虑客户的需求、银行的内部环境和外汇市场环境,给客户和银行带来双赢,增进银企关系。商业银行通过付汇业务方案的创新,丰富其付汇业务,能提高业务的客户吸引力和客户粘性。
[Abstract]:Foreign exchange payment is the basic foreign exchange business of commercial banks. With the deepening of China's opening to the outside world, foreign trade transactions of domestic enterprises are becoming more and more frequent, while with the continuous improvement of China's exchange rate system, the internationalization of RMB, the foreign trade has obvious exchange rate risks. In such a market environment, it is of great significance for commercial banks to improve their customer attractiveness and customer stickiness by enriching their foreign exchange payment schemes. This paper adopts the method of normative research, supplemented by empirical analysis. The analysis thought is to find out the problem-analysis problem-problem-solving effect (case). The logical structure is carried out according to the basic level of theory-present-game. This paper takes PN bank as the research object and innovates the scheme of foreign exchange payment based on exchange rate risk management. Firstly, the theory of exchange rate, the basic theory of exchange rate risk and the theory of exchange rate risk management are summarized. Secondly, the paper analyzes the current situation of PN bank's exchange rate risk management. Through the analysis of seminars and questionnaires, the main problems in PN bank's foreign exchange payment scheme are obtained: the traditional foreign exchange payment scheme can not bring more benefits to customers under the premise of controlling exchange rate risk, and the customer's stickiness is not high. No financing function. Thirdly, aiming at the problems existing in PN bank's foreign exchange payment scheme, based on the principle of risk return and financial derivatives, this paper puts forward a new business plan, "integration of deposit, loan and remittance". Finally, the effect of the new business scheme is tested by example analysis. This paper holds that the business scheme of "integration of deposit, loan and remittance" is an organic combination of various financial products; it has the function of foreign exchange payment and financing; under the premise that the sum of interest difference income and remittance profit is positive, it can bring customers income and has the function of adding value. Therefore, the innovation of foreign exchange financial business should fully consider the needs of customers, the internal environment of banks and the foreign exchange market environment, bring win-win situation to customers and banks, and enhance the relationship between banks and enterprises. Commercial banks enrich their foreign exchange payment through the innovation of foreign exchange payment schemes, which can improve the customer attraction and customer stickiness of the business.
【学位授予单位】：电子科技大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.6

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