40709124张钰瑞——统计学三班(黎春) I 西南财经大学 Southwestern University of Finance and Economics 2022届 本科毕业论文 藏币种结构的建议。 【关键词】外汇储藏 币种结构 资产组合模型 VII The Analysis on the currency structure of China’s Foreign Exchange Reserve 【Abstract】The optimization management of the foreign exchange reserves is not just a problem of “how much〞，but a problem of structure. The choice of reserves’ currency will not only affect the free role of reserve assets, also the ability of value-adding. Therefore, the choice and adjustment of currency kinds are the main aspects of the management optimization. Its main contents include the reserves’ modality，the currency kinds and the reserve assets’ structure. In this paper, we first analyze the problem of the currency structure about China's foreign exchange reserves, and then draw the portfolio model considering the trade structure, debt structure, foreign direct investment, economic strength and the monetary status in the international monetary system. With the help of such factors we make out the appropriate currency structure of foreign exchange reserves. Construction of recommendations of Foreign Exchange Reserves could be given. 【Keyword】Foreign Exchange Reserves Currency Structure Management Portfolio Model IX 目 录 一、绪论 I 1 2 二、我国外汇储藏现状及存在的问题 4 我国外汇储藏的现状 4 6 三、我国外汇储藏币种结构配置分析 7 外汇储藏币种结构管理原那么 7 外汇储藏币种结构配置的理论模型——资产组合模型 7 我国外汇储藏币种结构配置模型构建 9 9 11 17 四、构建我国外汇储藏币种结构的建议 19 19 19 20 21 五、结 论 23 参考文献 25 附录 27 致 谢 37 IX 2 绪论
