基于多级模糊综合评价模型的出口企业汇率风险承受能力应用研究

发布时间：2018-03-07 21:48

本文选题：出口企业　切入点：汇率风险承受能力　出处：《重庆理工大学》2014年硕士论文　论文类型：学位论文

【摘要】：随着全球经济一体化进程的不断深化和我国经济社会的不断发展，越来越多的企业向国际市场迈进；同时,人民币升值速度越来越快，，我国的外汇储备量逐年上升。在这种形式的中国经济大环境下给我国的出口企业带来越来越明显的汇率风险。相关研究表明我国出口型企业在规避汇率风险的能力表现上依然不佳，如何让企业认清自身所处的汇率风险、其对汇率风险的承受能力以及如何选择适合企业自身规避汇率风险的措施，对我国出口型企业的汇率风险管理具有现实意义。本研究对我国的出口企业汇率风险承受能力、构建企业汇率风险能力评价体系、定量研究企业汇率风险承受能力等对我国出口企业汇率风险承受能力的研究提供理论补充。企业的汇率风险承受能力是企业综合能力的一个体现，这种能力可以反映在企业的各个方面，本文通过实地调研、专家讨论以及查阅文献等方式提出一套企业汇率风险承受能力指标体系，并利用多级模糊综合评价模型对企业汇率风险承受能力评价进行应用研究，以期望能对企业汇率风险管理方面的研究做出有益贡献。本文的主要研究内容与结论如下：（1）企业汇率风险现状及影响因素分析。主要对我国出口企业面临的内外部环境、出口企业汇率风险管理现状以及出口企业的汇率风险影响因素进行分析。（2）构建出口企业汇率风险承受能力指标体系。主要通过文献分析、实地调研以及课题组的认真讨论，得出企业特征、企业经营能力、企业管理能力、企业偿债能力、企业担保能力和企业管理者素质等是企业汇率风险承受能力的主要表现六方面。（3）出口企业汇率风险承受能力等级评价模型的构建及应用分析。由于反映企业汇率风险承受能力的指标体系是对企业的定性评价，本研究着手利用多级模糊综合评价模型，将这些定性研究转化成定量研究，从而将企业汇率风险承受能力的等级划分出来。（4）运用多级综合评价模型对企业汇率风险承受能力评价的适用性分析以及提出提升出口企业汇率风险承受能力的路径。
[Abstract]:With the deepening of the process of global economic integration and the continuous development of China's economy and society, more and more enterprises are moving forward to the international market. At the same time, the appreciation of the RMB is getting faster and faster. The foreign exchange reserve of our country increases year by year. Under this kind of economic environment of China, it brings more and more obvious exchange rate risk to the export enterprises of our country. The related research shows that the export enterprises of our country are able to avoid the exchange rate risk. Performance is still poor, How to make the enterprise recognize the exchange rate risk, how to bear the exchange rate risk and how to choose the measures suitable for the enterprise to avoid the exchange rate risk, This study is of practical significance to the exchange rate risk management of export enterprises in China. The quantitative study on the tolerance of exchange rate risk provides a theoretical supplement to the research on the tolerance of exchange rate risk of Chinese export enterprises. The exchange rate risk bearing capacity of an enterprise is an embodiment of the enterprise's comprehensive ability, which can be reflected in all aspects of the enterprise. Experts discussed and consulted the literature and put forward a set of enterprise exchange rate risk tolerance index system, and use multi-level fuzzy comprehensive evaluation model to study the application of enterprise exchange rate risk tolerance evaluation. The main contents and conclusions of this paper are as follows:. This paper mainly analyzes the internal and external environment, the current situation of exchange rate risk management of export enterprises and the influencing factors of exchange rate risk of export enterprises. (2) to construct the index system of exchange rate risk bearing capacity of export enterprises. Through literature analysis, field investigation and serious discussion of the subject group, the characteristics of the enterprise, the management ability, the management ability and the solvency of the enterprise are obtained. The enterprise guarantee ability and the enterprise manager quality are the main performance six aspects of the enterprise exchange rate risk bearing ability. 3) the construction and application analysis of the evaluation model of foreign exchange rate risk bearing ability of export enterprises. Since the index system reflecting the enterprises' exchange rate risk bearing ability is the qualitative evaluation of the enterprises, this study begins to use the multilevel fuzzy comprehensive evaluation model. These qualitative studies are transformed into quantitative studies to classify the ability of enterprises to bear exchange rate risk. 4) analyzing the applicability of multi-level comprehensive evaluation model to the assessment of enterprises' ability to bear exchange rate risk and putting forward the way to enhance the ability of export enterprises to bear exchange rate risk.
【学位授予单位】：重庆理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F752.62;F832.6;F224

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