本文選題：外匯儲備 + 適度規(guī)模��； 參考：《山東財經大學》2012年碩士論文

【摘要】：我國外匯儲備規(guī)模連續(xù)多年世界第一，高額外匯儲備是我國國力的象征，在平衡國際收支和促進經濟發(fā)展方面發(fā)揮積極作用。但是，我國外匯儲備規(guī)模過大，給宏觀經濟運行帶來一些列負面影響；我國外匯儲備在幣種結構和資產運用上存在不少問題，面臨諸多風險。文章分析了我國高額外匯儲備的形成歷程和原因，探討了外匯儲備規(guī)模過大帶來的負面影響和外匯儲備結構管理的現(xiàn)狀，在借鑒日本和新加坡外匯管理經驗的基礎上，提出了完善我國高額外匯儲備風險管理的對策。 論文共分六章，，第一章介紹了文章的選題背景和意義，總結了國內外在外匯儲備適度規(guī)模和結構管理方面的研究成果，并指明了文章的研究方法、創(chuàng)新點和不足。第二章分析了我國高額外匯儲備的形成歷程和成因。第三章依據(jù)我國用匯的實際情況對阿格沃爾模型進行修正，并運用修正的阿格沃爾模型對我國1994-2010年的外匯儲備適度規(guī)模進行測算，通過與外匯實有規(guī)模的對比，得出結論：近年來，我國外匯儲備規(guī)模過大，基于此結論分析了高額外匯儲備對宏觀經濟運行的負面影響。第四章分析了我國外匯儲備幣種結構和資產結構的現(xiàn)狀，并基于現(xiàn)狀的分析指出了外匯資產面臨的風險。第五章介紹了日本和新加坡的外匯儲備管理經驗及其對中國的啟示。第六章探討了完善我國高額外匯儲備風險管理的對策，即控制外匯儲備的總體規(guī)模、優(yōu)化外匯儲備的幣種結構、拓寬外匯儲備的資產運營方式和推進人民幣國際化。
[Abstract]:China's foreign exchange reserve scale has been the first in the world for many years. The high foreign exchange reserve is the symbol of China's national strength and plays an active role in balancing the international balance of payments and promoting economic development. However, the scale of foreign exchange reserves in China is too large, which brings some negative effects to the macro-economic operation, and there are many problems and risks in the currency structure and asset utilization of foreign exchange reserves in China. This paper analyzes the forming process and reasons of high foreign exchange reserves in China, probes into the negative effects brought by the excessive scale of foreign exchange reserves and the present situation of foreign exchange reserve structure management, and draws lessons from the experience of foreign exchange management in Japan and Singapore. The paper puts forward the countermeasures to improve the risk management of high foreign exchange reserves in China. The thesis is divided into six chapters. The first chapter introduces the background and significance of the paper, summarizes the domestic and foreign research results in the appropriate scale and structure of foreign exchange reserves management, and points out the research methods, innovation points and deficiencies. The second chapter analyzes the formation process and causes of China's high foreign exchange reserves. In the third chapter, the Agarwal model is revised according to the actual situation of China's foreign exchange, and the appropriate scale of China's foreign exchange reserves from 1994 to 2010 is measured by using the modified Agarwal model, which is compared with the actual scale of foreign exchange. Conclusion: in recent years, the scale of China's foreign exchange reserves is too large. Based on this conclusion, the negative effects of high foreign exchange reserves on macroeconomic operation are analyzed. Chapter four analyzes the current situation of currency structure and asset structure of foreign exchange reserve in China and points out the risks faced by foreign exchange assets based on the analysis of current situation. Chapter five introduces the experience of foreign exchange reserve management in Japan and Singapore and its enlightenment to China. The sixth chapter discusses the countermeasures to improve the risk management of China's high foreign exchange reserves, that is, to control the overall scale of foreign exchange reserves, optimize the currency structure of foreign exchange reserves, broaden the asset operation mode of foreign exchange reserves and promote the internationalization of RMB.
【學位授予單位】：山東財經大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.6

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