本文選題：銀行 + 外匯業(yè)務(wù)��； 參考：《寧夏大學(xué)》2017年碩士論文

【摘要】：伴隨國家一帶一路重大戰(zhàn)略,寧夏政府積極響應(yīng)國家開放發(fā)展政策,建設(shè)內(nèi)陸開放型經(jīng)濟(jì)試驗區(qū),大力支持地區(qū)涉外經(jīng)濟(jì)發(fā)展。外匯市場的飛速發(fā)展使商業(yè)銀行迎來了絕佳的發(fā)展機(jī)遇,也對外匯業(yè)務(wù)風(fēng)險管理水平提出了更高的要求。在經(jīng)濟(jì)全球化浪潮的推進(jìn)下,面對復(fù)雜多變的國際形勢,外匯業(yè)務(wù)風(fēng)險更加突出。中國推行的一系列外匯政策增加了匯率變動的不確定性和銀行經(jīng)營外匯業(yè)務(wù)的合規(guī)成本、監(jiān)管成本等。目前,A銀行外匯業(yè)務(wù)風(fēng)險管理水平遠(yuǎn)不能滿足A銀行外匯業(yè)務(wù)發(fā)展的需要,不僅制約了 A銀行外匯業(yè)務(wù)發(fā)展并造成經(jīng)濟(jì)損失,影響整體經(jīng)營目標(biāo)的實現(xiàn)。所以提升外匯業(yè)務(wù)風(fēng)險管理能力是A銀行亟不可待需要解決的重要問題。本文以A銀行的外匯業(yè)務(wù)風(fēng)險管理為選題,研究A銀行外匯業(yè)務(wù)風(fēng)險存在的問題,深入分析外匯業(yè)務(wù)的風(fēng)險成因,提出切實可行的方案加強(qiáng)A銀行外匯業(yè)務(wù)風(fēng)險管理水平。本文分為五個部分:第一部分主要論述本文的研究背景、研究意義和目的,針對目前國內(nèi)外研究現(xiàn)狀進(jìn)行歸納總結(jié),介紹本文將要研究的內(nèi)容和采用的方法。第二部分主要是對銀行外匯業(yè)務(wù)、外匯風(fēng)險進(jìn)行概述。闡述外匯業(yè)務(wù)風(fēng)險管理相關(guān)理論,主要包括巴塞爾新資本協(xié)議、VAR模型和COSO內(nèi)部控制框架。第三部分是闡述A銀行外匯業(yè)務(wù)狀況,根據(jù)A銀行的實際經(jīng)營情況和外匯業(yè)務(wù)風(fēng)險案例,分析外匯業(yè)務(wù)風(fēng)險管理存在的問題和風(fēng)險的成因。第四部分是提出A銀行外匯業(yè)務(wù)風(fēng)險管理方案,主要介紹A銀行外匯業(yè)務(wù)風(fēng)險管理的目標(biāo)和原則,并根據(jù)A銀行外匯業(yè)務(wù)風(fēng)險管理中存在的問題,提出具有針對性的具體對策和建議。第五部分是總結(jié)本文的主要觀點和指導(dǎo)意義。本文希望通過實施風(fēng)險管理方案,有效控制A銀行外匯業(yè)務(wù)風(fēng)險,避免經(jīng)濟(jì)損失,實現(xiàn)經(jīng)濟(jì)效益最大化,并為擴(kuò)大外匯業(yè)務(wù)規(guī)模提供基礎(chǔ)保障,進(jìn)而提升核心競爭力,在激烈的金融市場競爭中占有一席之地。同時,也希望對其他商業(yè)銀行開展外匯業(yè)務(wù)風(fēng)險管理具有一定程度的借鑒和現(xiàn)實意義,以促進(jìn)整個寧夏金融業(yè)積極響應(yīng)寧夏對外發(fā)展政策,創(chuàng)新外匯業(yè)務(wù)品種,擴(kuò)大外匯業(yè)務(wù)規(guī)模,推動寧夏經(jīng)濟(jì)發(fā)展。
[Abstract]:With the important strategy of national Belt and Road, Ningxia government has responded positively to the national policy of opening up and development, built the inland open economy experimental area, and made great efforts to support the economic development of the region concerning foreign affairs. With the rapid development of the foreign exchange market, commercial banks have a great opportunity to develop, and put forward higher requirements for the risk management level of foreign exchange business. With the development of economic globalization, the risk of foreign exchange business is more prominent in the face of complicated and changeable international situation. A series of foreign exchange policies in China have increased the uncertainty of currency movements and the cost of compliance and supervision of banks' foreign exchange operations. At present, the risk management level of Bank A's foreign exchange business is far from meeting the needs of the development of Bank A's foreign exchange business, which not only restricts the development of bank A's foreign exchange business and causes economic losses, but also affects the realization of the overall business objectives. Therefore, to improve the ability of foreign exchange risk management is an important issue that Bank A cannot solve. This paper takes the risk management of foreign exchange business of Bank A as the topic, studies the problems existing in the risk of foreign exchange business of Bank A, deeply analyzes the causes of the risk of foreign exchange business, and puts forward a feasible plan to strengthen the risk management level of foreign exchange business of Bank A. This paper is divided into five parts: the first part mainly discusses the research background, significance and purpose of this paper, summarizes the current research situation at home and abroad, and introduces the content and methods to be studied in this paper. The second part is the bank foreign exchange business, foreign exchange risk overview. This paper expounds the theory of risk management in foreign exchange business, including Basel New Capital Accord (Basel) VAR model and COSO internal control framework. The third part is to elaborate the foreign exchange business situation of bank A, according to the actual operation situation of bank A and the case of foreign exchange business risk, analyze the problems existing in the risk management of foreign exchange business and the causes of the risk. The fourth part is to put forward A bank foreign exchange business risk management plan, mainly introduces the A bank foreign exchange business risk management goal and the principle, and according to the A bank foreign exchange business risk management existence question, Specific countermeasures and suggestions are put forward. The fifth part is a summary of the main points of view and guiding significance. This paper hopes to effectively control the risk of Bank A's foreign exchange business, avoid economic losses, maximize economic benefits, and provide a basic guarantee for expanding the scale of foreign exchange business, thereby enhancing the core competitiveness, through the implementation of the risk management scheme. In the fierce financial market competition has a place. At the same time, it is also hoped that it will provide some reference and practical significance for other commercial banks to carry out foreign exchange business risk management, so as to promote the whole Ningxia financial industry to respond positively to Ningxia's foreign development policy and to innovate the variety of foreign exchange business. Expand the scale of foreign exchange business to promote economic development in Ningxia.
【學(xué)位授予單位】：寧夏大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2017
【分類號】：F832.6

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本文編號：1975798