陕西省外汇期权发展情况研究  

The Research on the Development of Foreign Exchange Options in Shaanxi Province

作　　者：章红[1] 陆秉炜[1] 

机构地区：[1]中国人民银行西安分行,陕西西安710075

出　　处：《西部金融》2016年第12期62-65,共4页West China Finance

摘　　要：外汇期权业务是金融衍生品中较为复杂的品种之一,近期陕西省外汇期权零售业务发展迅速,交易量增长态势较为明显。本文从陕西省外汇期权业务发展基本情况入手,详细阐述外汇期权产品类型以及在企业应对汇率风险进行套期保值上的优势。通过分析产品运行机制,得出外汇期权对近期外汇管理政策存在规避和对冲的结论,最后提出促进外汇期权市场健康发展的相关政策建议。Foreign exchange options business is a more complex variety of financial derivatives. Recently in Shaanxi province, options retail business has developed rapidly and the trading volume growth is more obvious than before. The paper illustrates the types of foreign exchange options and the advantages in hedging of foreign exchange rate risk of enterprises from the basic situation of the development of foreign exchange options in Shaanxi province. By analyzing the product operation mechanism, it is concluded that foreign exchange options has evaded and hedged the current foreign exchange administration policy. Finally, the paper puts forward relevant suggestions on promoting the healthy development of the foreign exchange options market.

关 键 词：买入期权 卖出期权 汇率风险 

分 类 号：F830.31[经济管理—金融学]