联系我们

论文查询结果	返回搜索

论文编号：	5923
作者编号：	2120112715
上传时间：	2013/12/6 17:16:35
中文题目：	人民币升值背景下T银行汇率风险管理研究
英文题目：	Research on the Exchange Rate Risk Management of T Bank in RMB Appreciation Background
指导老师：	王曼舒
中文关键字：	人民币升值，T银行，汇率风险管理
英文关键字：	RMB Appreciation T Bank Exchange Risk Management
中文摘要：	进入2013年二季度以来，人民币汇率突然走出一波强劲的升值行情，两个多月时间里，人民币兑美元汇率已经创下了将近20天新高，中间价一举突破了6.17元大关。不可否认，我国的经济实力和综合国力逐步增长，世界地位不断提高，这都迫使人民币逐渐走向世界，也加快了人民币利率市场化与货币自由兑换的进程，可以预见的是，伴随着灵活汇率制度的转变，外汇交易市场无论是从自由度，还是交易的范围、规模与创新性都会进一步扩大，我国的外汇市场正在逐步与国际金融交易市场融合，我国交易市场的波动已经对国际金融市场带来重大影响。但目前国内商业银行风险管理的状况却不是乐观的：一部分银行的董事会无法有效的管控外汇风险；风险管理理念薄弱，外汇风险管理的方式和步骤与国外银行存在一定的差距；银行内部上下级对于风险管理沟通不畅，造成风险管理的执行力度不够；无论是外汇风险的定性识别、还是定量分析、监测和以及管控风险的能力都有待改善。虽然我国商业银行包括城市商业银行已经提高了对外汇风险管理的认识，但目前来看我们的外汇风险管理模式还有待完善。本文共分六个章节。第一章介绍了本文选题的背景、研究内容、研究方法以及论文的结构。第二章是对相关理论进行，给出了金融风险管理的具体定义，对金融风险管理尤其是汇率风险管理进行了综述，并介绍了汇率风险计量的几种方法。第三章在对本文的研究对象T银行汇率风险管理现状进行分析的基础上，归纳了目前我国银行汇率风险管理的现状并总结人民币升值对T银行外汇风险管理形成的挑战，分析了当前国际主要货币的现状与美元的强势政策，然后在第四章通过将T银行与国外银行外汇风险管理的差距进行对比，引出第五章T银行应对人民币升值的外汇风险管理措施并且在最后做出总结。本文力求对作者比较熟悉的城市商业银行的汇率风险进行分析和研究，在借鉴国外银行相对丰富经验的基础之上，力求总结出一整套完整的城市商业银行汇率风险管理方法，以应对当前人民币持续升值的现状，对未来复杂多变的国际外汇形势，国内城市商业银行的汇率风险应该如何控制，提出一些建议。
英文摘要：	Since entering the second quarter of 2013, the RMB exchange rate appreciation of a sudden out of the wave of a strong market, more than two months time, the RMB against the U.S. dollar has hit a new high of nearly 20, broke through the 6.17 Yuan mark. With the growth of China's economic strength, the RMB interest rate market and the free convertibility of the accelerated process, can be expected, as China's transition to a flexible exchange rate regime, the foreign exchange market will further expand the depth and breadth, and gradually with the international financial market integration, operations of commercial banks and foreign exchange markets are bound more closely linked. Appreciation of the rennin in international voice rising, the RMB exchange rate regime reform process is also accelerating. At present, China’s commercial banks risk management situation is not optimistic: some banks board of directors and senior management monitors foreign exchange risks to be improved ; foreign exchange risk policies and procedures to be further improved , enforcement needs to be strengthened ; foreign exchange risk identification , measurement , monitoring, control should be improved ; foreign exchange risk internal control needs to be strengthened . Although China's commercial banks have raised awareness of the foreign exchange risk management, but the present situation of our foreign exchange risk management model is still not perfect. This paper is divided into six chapters. The first chapter introduces the background of the article topics, research, research methods and thesis structure. The second chapter is related theories are given a specific definition of financial risk management, financial risk management; especially the exchange rate risk management was reviewed, and describes several methods of exchange rate risk measurement. Chapter city commercial banks in the T status of foreign exchange risk management based on the analysis , summarized the current exchange rate risk management of banks and summarizes the status of the city of RMB appreciation on T formation of foreign exchange risk management firm challenges analyzed the current major international currencies the Present Situation and the U.S. dollar policy , and then in the fourth chapter by T Bank with foreign banks foreign exchange risk management gap comparison, leads to the fifth chapter T Bank deal RMB appreciation foreign exchange risk management measures and in the end make a summary. This paper seeks to author 's city commercial banks are more familiar with the exchange rate risk analysis and research , the relative wealth of experience in foreign banks on the basis of , and strive summed up a complete set of city commercial banks exchange rate risk management methods to cope with the current RMB appreciation the status quo, the future complex and volatile international situation, foreign and domestic city commercial banks to exchange rate risk should be how to control and make some suggestions .
查看全文：	预览  下载(下载需要进行登录)