【摘要】：自2013年4月以來到2015年的“8.11匯改”再到人民幣加入SDR,中國的匯率改革隨著中國經(jīng)濟(jì)的結(jié)構(gòu)改革的也不斷的增強(qiáng)和深化,通過辦理外匯衍生產(chǎn)品業(yè)務(wù)來規(guī)避市場風(fēng)險(xiǎn),有效進(jìn)行本外幣資產(chǎn)配置和管理,已經(jīng)成為國內(nèi)和境外企業(yè)以及金融機(jī)構(gòu)合理的財(cái)務(wù)管理和運(yùn)營管理的需求,這也對我國未來金融市場外匯衍生產(chǎn)品的創(chuàng)新和外匯衍生品業(yè)務(wù)市場的發(fā)展,提出了相應(yīng)的內(nèi)在要求。在中國金融外匯衍生品業(yè)務(wù)市場漸漸成熟的大環(huán)境下,本文研究探討了中信銀行B分行銀行代客外匯衍生產(chǎn)品業(yè)務(wù)在業(yè)務(wù)發(fā)展中遇到的問題、產(chǎn)生問題的原因以及改進(jìn)手段。具體來說中信銀行B分行在2013至2015年中的客戶結(jié)構(gòu)、產(chǎn)品交易規(guī)模、產(chǎn)品定價(jià)和風(fēng)險(xiǎn)控制等方面進(jìn)行了分析,論述了業(yè)務(wù)在的現(xiàn)狀和存在的問題,然后運(yùn)用短期利潤最大化等經(jīng)濟(jì)理論找出業(yè)務(wù)發(fā)展中存在問題的原因,并結(jié)合中信銀行B分行在地區(qū)內(nèi)自身的業(yè)務(wù)現(xiàn)從狀、市場的占有度及需求、地區(qū)經(jīng)濟(jì)發(fā)展的情況找出相應(yīng)的業(yè)務(wù)發(fā)展對策,以提升中信銀行B分行外匯衍生業(yè)務(wù)的地區(qū)發(fā)展能力。最后得出結(jié)論,股份制商業(yè)在發(fā)展銀行代客外匯衍生品業(yè)務(wù)時(shí)可以通過構(gòu)建客戶服務(wù)新理念、調(diào)整外匯衍生品業(yè)務(wù)結(jié)構(gòu)、優(yōu)化定價(jià)模式和優(yōu)化風(fēng)險(xiǎn)管理策略來改善業(yè)務(wù)現(xiàn)狀,更好的應(yīng)對新的外匯市場的變化和挑戰(zhàn)。
[Abstract]:Since April 2013 to 2015, the "8.11 exchange rate reform" and the entry of the RMB into the SDR, China's exchange rate reform has been continuously strengthened and deepened with the structural reform of China's economy, and the exchange rate reform has been avoiding market risks by handling foreign exchange derivatives business. The effective allocation and management of local and foreign currency assets has become the demand for rational financial management and operational management of domestic and overseas enterprises and financial institutions, This also puts forward the corresponding internal requirements for the innovation of foreign exchange derivatives and the development of foreign exchange derivatives business in the future financial market of our country. Under the circumstances of the maturation of Chinese financial foreign exchange derivatives business, this paper discusses the problems encountered in the business development of CITIC Bank B branch bank's foreign exchange derivatives business, the causes of the problems and the means of improvement. Specifically, the customer structure, product transaction scale, product pricing and risk control of CITIC Bank B Branch from 2013 to 2015 are analyzed, and the present situation and existing problems of the business are discussed. Then using short-term profit maximization and other economic theories to find out the reasons for the problems in the business development, and combining with the current situation of CITIC Bank B Branch's own business in the region, the market share and demand. In order to improve the regional development ability of CITIC Bank B branch foreign exchange derivative business, the corresponding business development countermeasures should be found out in the situation of regional economic development. Finally, it is concluded that the joint-stock business can improve the business situation by constructing a new concept of customer service, adjusting the structure of foreign exchange derivatives business, optimizing the pricing model and optimizing the risk management strategy when developing the foreign exchange derivatives business of the bank. Better respond to changes and challenges in the new foreign exchange market.
【學(xué)位授予單位】：內(nèi)蒙古大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2016
【分類號】：F832.33

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