摘 要
我国外汇储备规模庞大，其管理策略的优化对国家经济安全和金融稳定具有重要意义。在全球经济不确定性增加、国际金融市场波动加剧背景下，传统外汇储备管理模式面临诸多挑战，亟需构建适应新时代要求的管理体系。本研究旨在通过系统分析我国外汇储备管理现状及存在问题，借鉴国际先进经验，探索优化路径。采用文献研究法梳理理论基础与实践经验，运用统计分析法对我国外汇储备相关数据进行深入剖析，结合案例研究法考察典型国家成功模式。研究表明，当前我国外汇储备管理存在结构单一、投资渠道有限等问题，且在应对汇率波动风险方面能力有待提升。
关键词：外汇储备管理 多元化资产配置 汇率风险
Abstract
China's foreign exchange reserves are huge, and the optimization of its management strategy is of great significance to the national economic security and financial stability. Under the background of increasing global economic uncertainty and increasing volatility in the international financial market, the traditional foreign exchange reserve management model is facing many challenges, and it is urgent to build a management system to meet the requirements of the new era. This study aims to analyze the current situation of the management and its existing problems, and explore the advanced experience. The literature research method is used to sort out the theoretical basis and practical experience, the statistical analysis method is used to deeply analyze the relevant data of China's foreign exchange reserves, and the successful model of typical countries is investigated by combining with the case study method. The research shows that China's foreign exchange reserve management has problems such as single structure and limited investment channels, and the ability to deal with the risk of exchange rate fluctuations needs to be improved.
Keyword:Foreign Exchange Reserve Management Diversified Asset Allocation Exchange Rate Risk
目 录
1绪论 1
1.1我国外汇储备管理的背景与意义 1
1.2国内外研究现状综述 1
1.3研究方法与技术路线 2
2我国外汇储备规模管理 2
2.1外汇储备规模的影响因素 2
2.2合理规模的理论依据 3
2.3规模管理的优化策略 3
3我国外汇储备资产配置 4
3.1资产配置的原则与目标 4
3.2主要货币资产的比例分析 5
3.3非传统资产的投资策略 5
4我国外汇储备风险管理 6
4.1风险识别与评估体系 6
4.2汇率风险的应对措施 6
4.3流动性风险的管理机制 7
结论 7
参考文献 9
致谢 10
我国外汇储备规模庞大，其管理策略的优化对国家经济安全和金融稳定具有重要意义。在全球经济不确定性增加、国际金融市场波动加剧背景下，传统外汇储备管理模式面临诸多挑战，亟需构建适应新时代要求的管理体系。本研究旨在通过系统分析我国外汇储备管理现状及存在问题，借鉴国际先进经验，探索优化路径。采用文献研究法梳理理论基础与实践经验，运用统计分析法对我国外汇储备相关数据进行深入剖析，结合案例研究法考察典型国家成功模式。研究表明，当前我国外汇储备管理存在结构单一、投资渠道有限等问题，且在应对汇率波动风险方面能力有待提升。
关键词：外汇储备管理 多元化资产配置 汇率风险
Abstract
China's foreign exchange reserves are huge, and the optimization of its management strategy is of great significance to the national economic security and financial stability. Under the background of increasing global economic uncertainty and increasing volatility in the international financial market, the traditional foreign exchange reserve management model is facing many challenges, and it is urgent to build a management system to meet the requirements of the new era. This study aims to analyze the current situation of the management and its existing problems, and explore the advanced experience. The literature research method is used to sort out the theoretical basis and practical experience, the statistical analysis method is used to deeply analyze the relevant data of China's foreign exchange reserves, and the successful model of typical countries is investigated by combining with the case study method. The research shows that China's foreign exchange reserve management has problems such as single structure and limited investment channels, and the ability to deal with the risk of exchange rate fluctuations needs to be improved.
Keyword:Foreign Exchange Reserve Management Diversified Asset Allocation Exchange Rate Risk
目 录
1绪论 1
1.1我国外汇储备管理的背景与意义 1
1.2国内外研究现状综述 1
1.3研究方法与技术路线 2
2我国外汇储备规模管理 2
2.1外汇储备规模的影响因素 2
2.2合理规模的理论依据 3
2.3规模管理的优化策略 3
3我国外汇储备资产配置 4
3.1资产配置的原则与目标 4
3.2主要货币资产的比例分析 5
3.3非传统资产的投资策略 5
4我国外汇储备风险管理 6
4.1风险识别与评估体系 6
4.2汇率风险的应对措施 6
4.3流动性风险的管理机制 7
结论 7
参考文献 9
致谢 10
