中信银行B分行外汇衍生品业务研究

【作者】 格日勒；

【导师】 邱济洲；

【作者基本信息】 内蒙古大学 ， 工商管理（专业学位）， 2016， 硕士

【摘要】 自2013年4月以来到2015年的“8.11汇改”再到人民币加入SDR,中国的汇率改革随着中国经济的结构改革的也不断的增强和深化,通过办理外汇衍生产品业务来规避市场风险,有效进行本外币资产配置和管理,已经成为国内和境外企业以及金融机构合理的财务管理和运营管理的需求,这也对我国未来金融市场外汇衍生产品的创新和外汇衍生品业务市场的发展,提出了相应的内在要求。在中国金融外汇衍生品业务市场渐渐成熟的大环境下,本文研究探讨了中信银行B分行银行代客外汇衍生产品业务在业务发展中遇到的问题、产生问题的原因以及改进手段。具体来说中信银行B分行在2013至2015年中的客户结构、产品交易规模、产品定价和风险控制等方面进行了分析,论述了业务在的现状和存在的问题,然后运用短期利润最大化等经济理论找出业务发展中存在问题的原因,并结合中信银行B分行在地区内自身的业务现从状、市场的占有度及需求、地区经济发展的情况找出相应的业务发展对策,以提升中信银行B分行外汇衍生业务的地区发展能力。最后得出结论,股份制商业在发展银行代客外汇衍生品业务时可以通过构建客户服务新理念、调整外汇衍生品业务结构、优化定价模式和优化风险管理策略来改善业务现状,更好的应对新的外汇市场的变化和挑战。更多还原

【Abstract】 Since April 2013, together with the structure reform of the economy, China’s exchange rate reform has continuously been strengthened and deepened:from the 8.11 Exchange Rate Reform in 2015, to the RMB’s acceding to SDR. Market risk can be avoided by handling foreign exchange derivatives business. Effective allocation and management of foreign and domestic assets, has become a reasonable financial management and operational management needs of domestic and foreign enterprises and financial institutions, which also put forward the corresponding inherent requirements on China’s innovation of foreign exchange derivatives and development of foreign exchange derivatives business market on the future financial market.This paper discusses the problems encountered in the foreign currency derivative products business development of CITIC Bank B-branch, and the causes of the problems, as well as the improvement measures. Specifically, it analyzes the client structure, product transaction size, product pricing, risk management and other aspects of CITIC Bank B-branch during the year of 2013 to 2015. Besides, it discusses the business situation and existing problems, then uses short-term profit maximization and other economic theory to find out the reason of problems in the business development, it also combines with CITIC Bank B-branch’s own business situation, market share and demand, regional economic development, to find out the corresponding business development measures to enhance the CITIC Bank B-branch’s regional development ability to foreign exchange derivatives business Finally, it draws the conclusion that, the shareholding business can improve the business situation by constructing a new concept of customer service, adjusting the structure of foreign exchange derivatives, optimizing the pricing model and the risk management strategy in the development of foreign currency derivative business, to cope better with the changes and challenges in the new foreign exchange market.更多还原