本文選題：外匯儲備 + ANP模型　； 參考：《復旦大學》2014年碩士論文

【摘要】：隨著我國外匯儲備的高速增長,其風險日益加大,對外匯儲備風險管理的難度和復雜性隨之增高。如果不能有效地控制外匯儲備風險,不但可能造成未來儲備資產的損失,甚至有可能導致我國整體金融風險的爆發(fā)。對外匯儲備風險有效地識別和評估是風險管理的基礎。本文利用ANP模型將我國外匯儲備面臨的利率風險、匯率風險、操作風險、流動性風險影響因素納入統(tǒng)一體系進行比較分析,得出各影響因素對我國外匯儲備風險的影響程度的權重。結果表明：我國外匯儲備的利率風險和匯率風險凸顯,同時應關注資本外流帶來的流動性風險。
[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.
【學位授予單位】：復旦大學
【學位級別】：碩士
【學位授予年份】：2014
【分類號】：F832.6

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本文編號：2047493