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政大機構典藏 > 商學院 > 企業管理研究所（MBA學位學程） > 學位論文 > Item 140.119/81613

Please use this identifier to cite or link to this item: https://nccur.lib.nccu.edu.tw/handle/140.119/81613

Title:	目標可贖回遠期外匯個案探討 Case Study in New Financial Instruments： Target Redemption Forward
Authors:	陳柏誠 Chen, Po Cheng
Contributors:	陳威光周行一 Chen, Wei Kuang Chow, Hsing Yi 陳柏誠 Chen, Po Cheng
Keywords:	目標可贖回遠期契約外匯選擇權衍生性金融商品 Target Redemption Forward FX Option Derivative Product
Date:	2015
Issue Date:	2016-03-01 10:58:33 (UTC+8)
Abstract:	近年來台灣之法人外匯商品交易中，使用衍生性金融商品的比例越來越高，雖然與歐美地區相比，台灣主管機關的管制相當嚴格，但是近年來還是發生了許多因為不當操作衍生性金融商品而產生重大匯損案件，2014年更是發生了人民幣目標可贖回遠期契約(Target Redemption Forward；TRF)之交易匯損案，而本文將針對2014年發生之TRF交易案例做進一步的探討，藉由商品評價和訪談銷售端(銀行)與購買端(企業)來探討匯損事件發生的原因，以及對這項產品進行更加實務上的了解。 Recently, corporations in Taiwan use more and more financial derivatives in foreign exchange market. Although Taiwan’s FSC controls very strictly, many loss caused by improper operation or derivatives commodity exchange occurred in recent years. Especially in 2014, RMB target redemption forward contracts exchange loss occurred in the case of the transactions. This research will focus on the case TRF transaction occurred in 2014 further discussion, with product valuation and interviews with sell-side (banks) and buy-side (corporation) to find out about this event’s reason, as well as more practical understand in products.
Reference:	一、中文文獻 [1]、陳威光(2010)。衍生性商品選擇權、期貨、交換與風險管理。智勝文化。 [2]、詹錦宏、林佳樺(2010)。中華電信外匯避險選擇權案例之研究。台灣期貨與衍生性商品學刊。 [3]、柯藹琳(2008)。使用外匯衍生性商品從事外匯避險之行為探討－以中華電信個案為例。國立交通大學企業管理碩士學程碩士論文。 [4]、劉斯瑋(2004)。結構型金融商品評價與分析─以信用連動債券及股權連結式目標贖回債券為例。國立政治大學金融研究所碩士論文。 [5]、陳威光(2003)。新金融商品個案集I。智勝文化。二、英文文獻 [1]、 Ho-Seok Lee(2013)。Pricing FX Target Redemption Forward under Regime Switching Model。Int. J. Contemp. Math. Sciences, Vol. 8, no. 20, 987 – 991。三、網路資料 [1]、陳正暉(2014)。淺談「目標可贖回遠期契約」。ARES資通電子報。2015年4月取自http：//edm.ares.com.tw/dm/newsletter-2014-06-BNK-Treasury/it.php。 [2]、 MoneyDJ財金知識庫。目標可贖回遠期契約(Target Redemption Forward；TRF)。MoneyDJ理財網。2015年4月取自http：//www.moneydj.com/kmdj/wiki/wikiViewer.aspx?keyid=a534414b-543a-48c0-9347-b5ed88f36801#ixzz3VnQG7WIQ。 [3]、 Rus (2010/06)。一椿奇怪的交易：中華電信避險案。RusRule Financial Broadcasting。2015年4月取自http：//www.rusrule.com/2013/06/blog-post_1099.html。
Description:	碩士國立政治大學企業管理研究所(MBA學位學程) 102363104
Source URI:	http://thesis.lib.nccu.edu.tw/record/#G0102363104
Data Type:	thesis
Appears in Collections:	[企業管理研究所（MBA學位學程）] 學位論文

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