發(fā)布時(shí)間：2018-01-23 01:11

  本文關(guān)鍵詞： 集團(tuán)企業(yè) 財(cái)務(wù)公司 外匯業(yè)務(wù) 風(fēng)險(xiǎn)管理　出處：《復(fù)旦大學(xué)》2012年碩士論文　論文類型：學(xué)位論文

【摘要】：近年來(lái)國(guó)內(nèi)外經(jīng)濟(jì)環(huán)境下行的復(fù)雜局面,使得我國(guó)大型集團(tuán)企業(yè)財(cái)務(wù)公司在為集團(tuán)內(nèi)客戶提供國(guó)際結(jié)算、結(jié)售匯、外匯貸款、遠(yuǎn)期結(jié)售匯業(yè)務(wù)等外匯業(yè)務(wù)時(shí),面臨著越來(lái)越多的金融風(fēng)險(xiǎn)。本文嘗試系統(tǒng)分析我國(guó)企業(yè)集團(tuán)財(cái)務(wù)公司的外匯風(fēng)險(xiǎn)管理問(wèn)題,通過(guò)剖析我國(guó)財(cái)務(wù)公司外匯風(fēng)險(xiǎn)管理現(xiàn)狀,借鑒國(guó)外財(cái)務(wù)公司成功經(jīng)驗(yàn),結(jié)合我國(guó)財(cái)務(wù)公司業(yè)務(wù)特點(diǎn),介紹了外匯風(fēng)險(xiǎn)的辨識(shí)、度量和策略選擇方法,并通過(guò)具體案例闡述我國(guó)財(cái)務(wù)公司怎樣通過(guò)制度設(shè)置、授信額度控制、風(fēng)險(xiǎn)計(jì)量系統(tǒng)控制和流程監(jiān)控等手段,實(shí)現(xiàn)有效控制外匯業(yè)務(wù)信用風(fēng)險(xiǎn)、市場(chǎng)風(fēng)險(xiǎn)和操作風(fēng)險(xiǎn)的目的,并且詳細(xì)分析Monte Carlo模擬法計(jì)量VaR值的原理,解析通過(guò)metlab建立數(shù)學(xué)模型度量外匯市場(chǎng)風(fēng)險(xiǎn)的步驟,可以為財(cái)務(wù)公司如何建立市場(chǎng)風(fēng)險(xiǎn)計(jì)量系統(tǒng)提供設(shè)計(jì)依據(jù),最后在理論闡述和實(shí)證分析的基礎(chǔ)上得出結(jié)論,對(duì)完善我國(guó)大型企業(yè)集團(tuán)財(cái)務(wù)公司外匯風(fēng)險(xiǎn)管理提出建議。
[Abstract]:In recent years, the domestic and foreign economic environment of the complex situation, so that China's large conglomerate financial companies in the group to provide customers with international settlement, foreign exchange settlement, foreign exchange loans, forward settlement and sales of foreign exchange business and other foreign exchange business. Facing more and more financial risks, this paper attempts to systematically analyze the foreign exchange risk management problems of Chinese enterprise group financial companies, through the analysis of the current situation of foreign exchange risk management of financial companies in China. Based on the successful experience of foreign financial companies and the business characteristics of Chinese financial companies, this paper introduces the identification, measurement and strategy selection of foreign exchange risk. And through specific cases to explain how our financial companies through the system setting, credit quota control, risk measurement system control and process monitoring and other means to achieve effective control of foreign exchange business credit risk. The purpose of market risk and operation risk, and the principle of VaR value measurement by Monte Carlo simulation method is analyzed in detail. Analyzing the steps of establishing mathematical model by metlab to measure the foreign exchange market risk can provide the design basis for how to set up the market risk measurement system of the finance company. Finally, on the basis of theoretical analysis and empirical analysis, the author draws a conclusion and puts forward some suggestions for perfecting the foreign exchange risk management of large enterprise group financial companies in China.
【學(xué)位授予單位】：復(fù)旦大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.39

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 何健偉;我國(guó)財(cái)務(wù)公司營(yíng)運(yùn)策略初探[J];財(cái)經(jīng)問(wèn)題研究;2002年02期

2 黃愛(ài)華;我國(guó)企業(yè)集團(tuán)財(cái)務(wù)公司的現(xiàn)狀和發(fā)展思路[J];當(dāng)代經(jīng)濟(jì);2001年10期

3 杜勝利;基于產(chǎn)業(yè)類型的財(cái)務(wù)公司業(yè)務(wù)模式比較[J];中國(guó)工業(yè)經(jīng)濟(jì);2004年11期

4 朱劍鋒;借鑒國(guó)際銀行經(jīng)驗(yàn) 構(gòu)建我國(guó)銀行業(yè)風(fēng)險(xiǎn)管理體系[J];國(guó)際金融研究;2004年04期

5 張曉樸;;人民幣匯率新機(jī)制對(duì)我國(guó)商業(yè)銀行風(fēng)險(xiǎn)管理的挑戰(zhàn)[J];國(guó)際金融研究;2005年12期

6 陳忠陽(yáng);金融市場(chǎng)風(fēng)險(xiǎn)管理發(fā)展探析[J];經(jīng)濟(jì)研究參考;2002年62期

7 儲(chǔ)稀梁;COSO內(nèi)部控制整體框架:背景、內(nèi)容、理論貢獻(xiàn)與啟示[J];金融會(huì)計(jì);2004年06期

8 劉鳳元;;金融衍生品表外業(yè)務(wù)對(duì)銀行風(fēng)險(xiǎn)影響的國(guó)際經(jīng)驗(yàn)與借鑒[J];金融與經(jīng)濟(jì);2008年02期

9 王增業(yè);;西門(mén)子財(cái)務(wù)公司的資金管理特點(diǎn)與啟示[J];會(huì)計(jì)師;2007年01期

10 杜勝利;;國(guó)際財(cái)務(wù)公司的發(fā)展趨勢(shì)與海爾財(cái)務(wù)公司的發(fā)展模式[J];會(huì)計(jì)研究;2005年05期

，

本文編號(hào)：1456259