外汇储备结构

中国外汇储备结构管理之探讨

The Research on the Structure Management of Chinese Foreign Exchange Storage

外汇储备结构调整的非线性规划数学模型1

Nonlinear programming model used for structural adjustment of foreign exchange reserves

基于汇率风险视角的我国外汇储备结构优化分析

The Analysis of China Foreign Exchange Reserves ' Optimal Structure-Based on the International Exchange Risk

因此，在世界经济格局多元化的今天，调整外汇储备结构、提高外汇储备的运营效率已成为外汇储备管理体制改革的重要课题。

So in the diversified world economy today , It is an important issue of foreign exchange reserve management system to adjust foreign exchange reserves structure and improve the operational efficiency .

一国外汇储备结构不仅要考虑储备货币的收益性和风险性，而且也要考虑其在国际市场上兑换的方便性和交易的低成本性。

The structure of foreign exchange reserve for one country not only depends on the return and risk of the reserve currency , but also the marketability and the transaction cost of the currency in the international market .

在基于约束条件下，用马克维茨投资组合理论得出最优外汇储备结构为：美元维持在52%左右，欧元在32%左右，日元在1%水平，英镑在15%水平。

In constraint-based , using Markowitz portfolio theory for optimal structure of foreign exchange reserves is U.S. arounded at 52 % . the euro at 32 % level , the yen at 1 % level and the pound at 15 % level .

第二部分理论介绍，以外汇储备结构合理性含义为引导，详细介绍外汇储备结构合理极其选择的理论，为本文外汇储备结构优化的理论基础。

The second part of the theory introduced to regulate foreign exchange reserves combined with a rational meaning of guidance , details of foreign exchange structured very choice theory , structural optimization of this paper the theoretical basis of foreign exchange reserves .

展望2007年，国际白银市场全球经济仍将保持较快增长、美元疲软持续、各国央行外汇储备结构调整及全球白银投资需求增长等利好因素将再度支持和推动白银价格；

It also forecasted the silver price in 2007 will keep the rise driven by the economic growth quickly in the world , weak - kneed US dollar , the increase for demand of Silver Investment , and adjustment of foreign exchange reserve in many countries .

之后，通过对国际外汇储备结构尤其是发展中国家外汇储备结构现状进行分析，总结出外汇储备结构的选择原则及影响因素，为第四章的实证做基础。

After the international foreign exchange reserves through foreign exchange reserves of developing countries in particular , the structure analysis of the status structure , summed up the choice of foreign exchange reserves , principles and structure factors for the fourth chapter of the empirical foundation .

然后，利用层次分析法（AHP）管理外汇储备货币结构。

And then we make use of AHP to manage the currency composition of foreign exchange reserve .

基于均值-VaR的我国外汇储备货币结构研究

Research on Currency Composition of Chinese Foreign Exchange Reserves Based on Mean-VaR

中国外汇储备规模结构突变研究与预测

The Structural Break Research of China 's Foreign Exchange Reserves and Forecasting

中国外汇储备币种结构的构建

Constructing China 's Currency Structure of Foreign Exchange Reserve

外汇储备币种结构理论的研究评述及展望

Research Review and Prospect on Theory of Currency Structure in Foreign Exchange Reserve

基于模糊决策理论的中国外汇储备币种结构研究

Analysis of Currency Composition of China 's Foreign Exchange Reserves Based on Fuzzy Decision Theory

人民币汇率改革后我国外汇储备币种结构管理研究

Management of Currency Composition of China 's Foreign Exchange Reserve after the RMB Exchange Rate Reform

中国外汇储备货币结构管理问题研究

The Research on the Currency Composition Management of the Foreign Exchange Reserve in China MONEY HISTORICAL Problems

第三，在外汇储备币种结构管理时，应当考虑安全性因素，从整体上把握，加强风险管理。

Thirdly , we should consider safety factor with foreign exchange reserve currency structure management , and strengthen risk management .

这种外汇储备币种结构对国际金融市场波动的承受力较强，有利于分散风险。

This currency structure has remarkable power of endurance in international financial market , and it 's beneficial to dispersing risk .

在外汇储备的结构管理理论中阐述了均值方差分析法、海勒奈特模型以及杜利模型等理论模型。笔者详细分析了各种理论的优点和缺陷，指明这些理论的实用价值。

During introducing structure management of foreign exchange reserves , it gives Mean Variance Approach Heller knight model and Doley model .

传统外汇储备资产结构选择有三大理论模型，即资产组合理论模型、海勒-奈特模型和杜利模型。

There are three important theoretical models about the currency structure of reserves , namely property theory model , Heyler-Knight model and Dooley model .

国内不少学者大都借鉴这三个模型，从影响外汇储备币种结构安排的因素中选取几个进行研究。

Many domestic scholars depend on these three models ; choose some factors which influence the foreign exchange reserve currency structure arrangement for study .

外汇储备货币结构选择是外汇储备管理的另一个核心问题，其主要内容包括对储备货币币种的选择、每种储备货币在整个储备资产中所占权重的确定。

Its main content includes the choice of reserve currency , and the weight of each kind of reserve currency in the entire reserve property .

在当今世界经济下行风险依然存在的前提下，外汇储备币种结构的配置应当首先考虑安全性因素。

Today , the economic situation is not clear , the world economy downside risks remaining , the structure of foreign exchange reserve currency should firstly consider the safety factor .

最经常被人们引用的是资产组合模型、海勒-奈特模型和杜利模型，它们奠定了人们研究外汇储备币种结构的基础。

The most often cited models are portfolio model , Heller Knight model and Dooley model ; they laid the foundation for people to study foreign exchange reserve currency structure .

虽然，这三个模型为我们研究外汇储备币种结构配置提供了方向，但是，在一定程度上，我们不能忽视这三个模型还是存在一些缺陷，而且考虑的因素也不够全面。

These three models offer us with the direction of study foreign exchange reserve currency structure , however , to some degree ; we cannot ignore these three models ' defects .

合理的外汇储备币种结构对外汇储备职能的发挥有着重大的意义，科学的外汇储备管理也对该国调节国际收支和稳定汇率起着至关重要的作用。

Reasonable currency composition of foreign exchange reserve has great significance to the functioning of the foreign exchange reserve , Scientific management of foreign exchange reserve plays a vital role in adjusting the balance of payments and exchange rate stability .

综合考虑三大理论模型，运用二次规划法对中国外汇储备货币结构进行实证分析，充分借鉴日本及新加坡的管理经验，有针对性地提出了相应的改进策略和政策建议。

Considering three theoretical models , it uses quadratic programming and empirical analysis on foreign exchange reserve currency structure . In the same time , it puts forward a series of strategies and suggestions by referencing the management experience of Japan and Singapore .

本文先详细叙述了这三个模型的具体内容，然后结合我国具体的情况，提出从六个方面全面对我外汇储备币种结构比重的配置进行定性的分析。

This article first described the specific content of these three models in detail , and then combined with the concrete situation in our country , put forward six aspects to analysis the distribution of the proportion of foreign exchange reserve currency structure .

我国外汇储备规模、结构和政策探析

Analysing the Structure , Size and Policy about China 's Foreign Exchange Reserves