本文選題：外匯儲(chǔ)備 + ANP模型　； 參考：《復(fù)旦大學(xué)》2014年碩士論文

【摘要】：隨著我國(guó)外匯儲(chǔ)備的高速增長(zhǎng),其風(fēng)險(xiǎn)日益加大,對(duì)外匯儲(chǔ)備風(fēng)險(xiǎn)管理的難度和復(fù)雜性隨之增高。如果不能有效地控制外匯儲(chǔ)備風(fēng)險(xiǎn),不但可能造成未來儲(chǔ)備資產(chǎn)的損失,甚至有可能導(dǎo)致我國(guó)整體金融風(fēng)險(xiǎn)的爆發(fā)。對(duì)外匯儲(chǔ)備風(fēng)險(xiǎn)有效地識(shí)別和評(píng)估是風(fēng)險(xiǎn)管理的基礎(chǔ)。本文利用ANP模型將我國(guó)外匯儲(chǔ)備面臨的利率風(fēng)險(xiǎn)、匯率風(fēng)險(xiǎn)、操作風(fēng)險(xiǎn)、流動(dòng)性風(fēng)險(xiǎn)影響因素納入統(tǒng)一體系進(jìn)行比較分析,得出各影響因素對(duì)我國(guó)外匯儲(chǔ)備風(fēng)險(xiǎn)的影響程度的權(quán)重。結(jié)果表明：我國(guó)外匯儲(chǔ)備的利率風(fēng)險(xiǎn)和匯率風(fēng)險(xiǎn)凸顯,同時(shí)應(yīng)關(guān)注資本外流帶來的流動(dòng)性風(fēng)險(xiǎn)。
[Abstract]:With the rapid growth of foreign exchange reserves in China, their risks are increasing day by day, and the difficulty and complexity of risk management of foreign exchange reserves will increase. If the risk of foreign exchange reserve can not be effectively controlled, it may not only cause the loss of reserve assets in the future, but also lead to the outbreak of financial risk in China as a whole. The effective identification and evaluation of foreign exchange reserve risk is the basis of risk management. In this paper, the influence factors of interest rate risk, exchange rate risk, operational risk and liquidity risk on China's foreign exchange reserve are compared and analyzed by ANP model. The weight of the influence factors on the risk of foreign exchange reserves in China is obtained. The results show that the interest rate risk and exchange rate risk of China's foreign exchange reserves are prominent and the liquidity risk caused by capital outflow should be paid attention to at the same time.
【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】：2014
【分類號(hào)】：F832.6

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本文編號(hào)：2047494