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dc.contributor.advisor朱孟楠
dc.contributor.author康勰斐
dc.date.accessioned2017-06-20T08:24:38Z
dc.date.available2017-06-20T08:24:38Z
dc.date.issued2016-07-12
dc.identifier.urihttps://dspace.xmu.edu.cn/handle/2288/130686
dc.description.abstract外汇储备,是指一国货币当局为平衡国际收支、维持本国货币汇率稳定以及应付紧急需要而持有的在国际间可以被普遍接受的可自由兑换资产。自1994年我国外汇体制改革至今,因为保持多年的贸易顺差,整体储备规模由1994年的516.20亿美元增长到2015年的3.33万亿美元。快速增长的我国外汇储备呈现出以下三个特点:第一,储备规模巨大,在2014年曾达到3.84万亿美元;第二,币种结构单一,以美元为主,美元占比达到60%-70%;第三,资产类别较为集中,主要以美国长期国债为主。如此高额的外汇储备一方面保障了我国对外的支付能力,另一方面也给储备管理方增加了更多的机会成本,因此如何对储备资产进行合理有效管理具...
dc.description.abstractForeign exchange reserve is a convertible asset generally accepted in the international market for a country's monetary authorities to balance international payments, keep their currencies stable and cope with urgent needs. Since China’s foreign exchange management system reform in 1994, due to continuous trade surplus, foreign exchange reserve has increased from $51.62 billion in 1994 to $3.33 tr...
dc.language.isozh_CN
dc.relation.urihttps://catalog.xmu.edu.cn/opac/openlink.php?strText=51701&doctype=ALL&strSearchType=callno
dc.source.urihttps://etd.xmu.edu.cn/detail.asp?serial=56602
dc.subjectforeign exchange reserve
dc.subjectthe term structure optimization
dc.subjectmoment matching
dc.subject外汇储备
dc.subject期限配置
dc.subject矩匹配
dc.title中国外汇储备期限配置管理——基于CVaR与矩匹配方法的动态随机优化模型
dc.title.alternativeThe Term Configuration Management of China's Foreign Exchange Reserves Based on Dynamic Stochastic Optimization Model of CVaR and Moment Matching
dc.typethesis
dc.date.replied2016-04-21
dc.description.note学位:经济学硕士
dc.description.note院系专业:经济学院_国际金融学
dc.description.note学号:15620131152089


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