基于网络分析法对我国外汇储备风险影响因素的实证分析

发布时间：2018-06-21 05:53

  本文选题：外汇储备 + ANP模型　； 参考：《复旦大学》2014年硕士论文

【摘要】：随着我国外汇储备的高速增长,其风险日益加大,对外汇储备风险管理的难度和复杂性随之增高。如果不能有效地控制外汇储备风险,不但可能造成未来储备资产的损失,甚至有可能导致我国整体金融风险的爆发。对外汇储备风险有效地识别和评估是风险管理的基础。本文利用ANP模型将我国外汇储备面临的利率风险、汇率风险、操作风险、流动性风险影响因素纳入统一体系进行比较分析,得出各影响因素对我国外汇储备风险的影响程度的权重。结果表明：我国外汇储备的利率风险和汇率风险凸显,同时应关注资本外流带来的流动性风险。
[Abstract]:With the rapid growth of foreign exchange reserves in China, their risks are increasing day by day, and the difficulty and complexity of risk management of foreign exchange reserves will increase. If the risk of foreign exchange reserve can not be effectively controlled, it may not only cause the loss of reserve assets in the future, but also lead to the outbreak of financial risk in China as a whole. The effective identification and evaluation of foreign exchange reserve risk is the basis of risk management. In this paper, the influence factors of interest rate risk, exchange rate risk, operational risk and liquidity risk on China's foreign exchange reserve are compared and analyzed by ANP model. The weight of the influence factors on the risk of foreign exchange reserves in China is obtained. The results show that the interest rate risk and exchange rate risk of China's foreign exchange reserves are prominent and the liquidity risk caused by capital outflow should be paid attention to at the same time.
【学位授予单位】：复旦大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.6

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本文编号：2047494