本论文旨在提供外汇风险管理相关理论，作为文中阐述和分析的理论基础，
以中基宁波集团股份有限公司为例,首先介绍中基宁波集团股份有限公司目前的
状况，发现并分析中基宁波集团股份有限公司潜在的外汇风险和特征，从而在
前述理论的基础上选择恰当的方法评估分析这些风险将可能造成的影响。其次
针对中基宁波集团股份有限公司具体的经营模式和特点,分析中基宁波集团股份
有限公司最主要的符合公司现状的外汇风险管理策略。同时本文还提出现存管
理瓶颈以可行的解决办法
论文通过对中基宁波集团股份有限公司外汇风险现状的分析,结合中基宁波
集团股份有限公司风险管理的特点,建立了一个适合中基宁波集团股份有限公司
的外汇风险管理框架。此框架不仅能够帮助完善中基宁波集团股份有限公司的
风险管理体系，从中获得的外汇风险管理经验对其他同样面临外汇风险的外贸
公司来说，也能起到一定的借鉴作用
关键词：汇率风险、管理策略、国际贸易、套期保值II
Research on Foreign Exchange Risk Management of China Base Ningbo
Group
Abstract
Nowadays, the RMB exchange rate reform has been continuously deepening. RMB has been
included in the SDR basket and cross-border RMB trades keep hitting new highs each year. It is
evident that RMB is playing an increasing important role in world trade. Therefore, RMB rate has
caught the whole world’s attention. From July 2005 and on, the exchange rate of RMB has adopted
a managed floating exchange rate system in reference to a basket of currencies. Government not
taking full responsibility of fluctuation in exchange rate urged Chinese import and export
enterprises to start to pay attention to foreign exchange risks. Nevertheless, quite a number of
foreign trade companies lack risk avoiding initiative. Instead, they may lower the foreign exchange
risks in the short run, but are not sustainable in the long run for the missing of an exchange rate risk
management system that works effectively and continuously. For most foreign trading enterprises,
it has great significance to identify and evaluate risks, and to set up a sophisticated system to
manage exchange rate risks.
This dissertation takes China Base Ningbo Group as an example. On the theoretical
foundation of exchange rate risk management, it illustrates foreign exchange rate risks the
company is now having and analyses their features. In combination with basic theories of foreign
trade risks, it assesses and analyses the exchange rate risks of China Base Ningbo Group. Next, on
account of the particular business model and features of the company, it introduces the major
exchange rate management strategies, while listing risk management problems and finding
effective solutions.
By analyzing the state of foreign exchange risks of China Base Ningbo Group, incorporating
its risk management characteristics, the dissertation sets up a foreign exchange risk management
framework that is suitable for China Base Ningbo Group. It will improve the risk management
system, as well as enriching risk management theories. The experience learnt from exchange rate
risk management of China Base Ningbo Group will also have reference values for other foreign
trade corporations.
Key Words：Foreign Exchange Risk Risk Management International Trade HedgeIII
目 录
引 言...1
1 导论... 2
1.1 研究背景与意义....... 2
1.1.1 研究背景......... 2
1.1.2 研究意义......... 3
1.2 研究方法与技术线路........... 4
1.2.1 研究方法......... 4
1.2.2 研究内容与技术路线 4
1.3 本文研究价值成果... 5
1.4 文献综述 ....... 5
1.4.1 汇率波动对出口企业风险管理的影响综述........... 6
1.4.2 央行汇率改革对于企业汇率风险控制综述........... 6
1.4.3 企业汇率风险度量的理论研究 ....... 7
1.4.4 以往研究评述8
2 外汇汇率风险管理的理论基础..... 9
2.1 汇率风险 ....... 9
2.1.1 汇率风险的分类 ........ 9
2.1.2 汇率风险管理9
2.2 汇率风险管理相关理论基础 ........ 10
2.2.1 汇率变动相关理论 .. 10
2.2.2 汇率风险树识别模型.......... 10
2.2.3 汇率风险的预测和计量...... 11
2.2.4 汇率风险管理理论 .. 12
3 中基集团汇率风险管理现状....... 14
3.1 宁波外贸企业特征分析..... 14
3.1.1 宁波外贸企业经营的现状和特点 . 14IV
3.1.2 企业外汇风险管理面临的外部环境......... 15
3.1.3 宁波地区企业汇率风险特点.......... 15
3.2 中基集团汇率环境分析..... 16
3.2.1 人民币汇率变动状况分析.. 16
3.2.2 我国汇率改革概况 .. 17
3.3 中基集团汇率风险分析..... 17
3.3.1 中基集团背景介绍 .. 17
3.3.2 中基集团汇率风险分析...... 20
3.4 中基集团汇率风险管理现状 ........ 21
3.4.1 汇率风险管理措施现状...... 21
3.
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