A银行外汇业务风险管理研究

发布时间：2018-06-04 04:01

本文选题：银行 + 外汇业务　；参考：《宁夏大学》2017年硕士论文

【摘要】：伴随国家一带一路重大战略,宁夏政府积极响应国家开放发展政策,建设内陆开放型经济试验区,大力支持地区涉外经济发展。外汇市场的飞速发展使商业银行迎来了绝佳的发展机遇,也对外汇业务风险管理水平提出了更高的要求。在经济全球化浪潮的推进下,面对复杂多变的国际形势,外汇业务风险更加突出。中国推行的一系列外汇政策增加了汇率变动的不确定性和银行经营外汇业务的合规成本、监管成本等。目前,A银行外汇业务风险管理水平远不能满足A银行外汇业务发展的需要,不仅制约了 A银行外汇业务发展并造成经济损失,影响整体经营目标的实现。所以提升外汇业务风险管理能力是A银行亟不可待需要解决的重要问题。本文以A银行的外汇业务风险管理为选题,研究A银行外汇业务风险存在的问题,深入分析外汇业务的风险成因,提出切实可行的方案加强A银行外汇业务风险管理水平。本文分为五个部分:第一部分主要论述本文的研究背景、研究意义和目的,针对目前国内外研究现状进行归纳总结,介绍本文将要研究的内容和采用的方法。第二部分主要是对银行外汇业务、外汇风险进行概述。阐述外汇业务风险管理相关理论,主要包括巴塞尔新资本协议、VAR模型和COSO内部控制框架。第三部分是阐述A银行外汇业务状况,根据A银行的实际经营情况和外汇业务风险案例,分析外汇业务风险管理存在的问题和风险的成因。第四部分是提出A银行外汇业务风险管理方案,主要介绍A银行外汇业务风险管理的目标和原则,并根据A银行外汇业务风险管理中存在的问题,提出具有针对性的具体对策和建议。第五部分是总结本文的主要观点和指导意义。本文希望通过实施风险管理方案,有效控制A银行外汇业务风险,避免经济损失,实现经济效益最大化,并为扩大外汇业务规模提供基础保障,进而提升核心竞争力,在激烈的金融市场竞争中占有一席之地。同时,也希望对其他商业银行开展外汇业务风险管理具有一定程度的借鉴和现实意义,以促进整个宁夏金融业积极响应宁夏对外发展政策,创新外汇业务品种,扩大外汇业务规模,推动宁夏经济发展。
[Abstract]:With the important strategy of national Belt and Road, Ningxia government has responded positively to the national policy of opening up and development, built the inland open economy experimental area, and made great efforts to support the economic development of the region concerning foreign affairs. With the rapid development of the foreign exchange market, commercial banks have a great opportunity to develop, and put forward higher requirements for the risk management level of foreign exchange business. With the development of economic globalization, the risk of foreign exchange business is more prominent in the face of complicated and changeable international situation. A series of foreign exchange policies in China have increased the uncertainty of currency movements and the cost of compliance and supervision of banks' foreign exchange operations. At present, the risk management level of Bank A's foreign exchange business is far from meeting the needs of the development of Bank A's foreign exchange business, which not only restricts the development of bank A's foreign exchange business and causes economic losses, but also affects the realization of the overall business objectives. Therefore, to improve the ability of foreign exchange risk management is an important issue that Bank A cannot solve. This paper takes the risk management of foreign exchange business of Bank A as the topic, studies the problems existing in the risk of foreign exchange business of Bank A, deeply analyzes the causes of the risk of foreign exchange business, and puts forward a feasible plan to strengthen the risk management level of foreign exchange business of Bank A. This paper is divided into five parts: the first part mainly discusses the research background, significance and purpose of this paper, summarizes the current research situation at home and abroad, and introduces the content and methods to be studied in this paper. The second part is the bank foreign exchange business, foreign exchange risk overview. This paper expounds the theory of risk management in foreign exchange business, including Basel New Capital Accord (Basel) VAR model and COSO internal control framework. The third part is to elaborate the foreign exchange business situation of bank A, according to the actual operation situation of bank A and the case of foreign exchange business risk, analyze the problems existing in the risk management of foreign exchange business and the causes of the risk. The fourth part is to put forward A bank foreign exchange business risk management plan, mainly introduces the A bank foreign exchange business risk management goal and the principle, and according to the A bank foreign exchange business risk management existence question, Specific countermeasures and suggestions are put forward. The fifth part is a summary of the main points of view and guiding significance. This paper hopes to effectively control the risk of Bank A's foreign exchange business, avoid economic losses, maximize economic benefits, and provide a basic guarantee for expanding the scale of foreign exchange business, thereby enhancing the core competitiveness, through the implementation of the risk management scheme. In the fierce financial market competition has a place. At the same time, it is also hoped that it will provide some reference and practical significance for other commercial banks to carry out foreign exchange business risk management, so as to promote the whole Ningxia financial industry to respond positively to Ningxia's foreign development policy and to innovate the variety of foreign exchange business. Expand the scale of foreign exchange business to promote economic development in Ningxia.
【学位授予单位】：宁夏大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.6

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