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随着我国保险行业的对外开放程度的加深,我国保险外汇资产的规模也逐渐增加。我国的保险外汇资产在汇率制度不断改革的过程中,面临的汇率风险也将逐渐突现出来。本文试从我国保险外汇资产的发展现状出发,分析了我国保险外汇资产所面临的汇率风险的种类及成因。并以美元和日元为例,对用最小二乘法估算的套期保值率进行了实证分析。最后针对我国保险外汇资产的汇率风险的成因,提出相关的政策建议以有效地规避和分散汇率风险。
With the deepening of the opening up of China’s insurance industry, the scale of China’s foreign exchange insurance assets has also gradually increased. In the course of the constant reform of the exchange rate system, the foreign exchange risk faced by China’s foreign exchange assets will also gradually emerge. Based on the current situation of the development of China’s foreign exchange insurance assets, this paper analyzes the types and causes of exchange rate risk faced by China’s foreign exchange insurance assets. Taking the US dollar and the yen as examples, this paper empirically analyzes the hedging rate estimated by the least square method. Finally, in view of the causes of the exchange rate risk in our country’s foreign exchange insurance assets, we put forward relevant policy suggestions to effectively avoid and disperse the exchange rate risk.