本文關(guān)鍵詞：人民幣匯率制度改革背景下的我國(guó)商業(yè)銀行匯率風(fēng)險(xiǎn)管理　出處：《東北財(cái)經(jīng)大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 匯率制度改革 商業(yè)銀行 匯率風(fēng)險(xiǎn)管理

【摘要】：2005年7月21日起,我國(guó)打破固定匯率制度,開始實(shí)行以市場(chǎng)供求為基礎(chǔ)、參考一籃子貨幣進(jìn)行調(diào)節(jié)、有管理的浮動(dòng)匯率制度。自此,人民幣匯率不再僅僅盯住單一美元,而是形成了更有富彈性的匯率機(jī)制。此后,中國(guó)人民銀行為了進(jìn)一步推進(jìn)人民幣匯率制度改革,接連出臺(tái)了一系列法規(guī)、政策。2010年6月19日又重啟匯改,匯率市場(chǎng)化程度增強(qiáng),而目前我國(guó)商業(yè)銀行與國(guó)外銀行相比,匯率風(fēng)險(xiǎn)管理差距較為明顯,風(fēng)險(xiǎn)管理技術(shù)與經(jīng)驗(yàn)都很缺乏,匯率風(fēng)險(xiǎn)的識(shí)別與衡量等方面的能力亟待提高。對(duì)于商業(yè)銀行來(lái)說(shuō),不僅要采取積極措施應(yīng)對(duì)匯率風(fēng)險(xiǎn),更應(yīng)借鑒國(guó)外先進(jìn)的匯率管理方法,建立健全匯率風(fēng)險(xiǎn)管理體系。 本文從介紹商業(yè)銀行所面臨的風(fēng)險(xiǎn)出發(fā),引入商業(yè)銀行匯率風(fēng)險(xiǎn),并對(duì)其分類、產(chǎn)生原因、計(jì)量方法、管理方法進(jìn)行綜述,介紹了匯改后人民幣匯率的走勢(shì)及我國(guó)商業(yè)銀行面臨的匯率風(fēng)險(xiǎn),商業(yè)銀行匯率風(fēng)險(xiǎn)計(jì)量、管理的進(jìn)展和面臨的挑戰(zhàn),進(jìn)而提出完善我國(guó)商業(yè)銀行匯率風(fēng)險(xiǎn)管理的相關(guān)對(duì)策建議。具體來(lái)講,本文分為了五個(gè)部分進(jìn)行闡述：第一部分為本文的研究背景和研究意義,強(qiáng)調(diào)了商業(yè)銀行匯率風(fēng)險(xiǎn)管理的重要性,以及國(guó)內(nèi)外專家學(xué)者對(duì)商業(yè)銀行匯率風(fēng)險(xiǎn)計(jì)量、管理的一些研究成果。第二部分從狹義和廣義上對(duì)商業(yè)銀行匯率風(fēng)險(xiǎn)作了詳細(xì)概述,按照風(fēng)險(xiǎn)的生成機(jī)制進(jìn)行分類,介紹計(jì)量、管理商業(yè)銀行匯率風(fēng)險(xiǎn)的方法。第三部分回顧我國(guó)不同時(shí)期的人民幣匯率制度及匯率制度改革進(jìn)程,分析匯改后我國(guó)商業(yè)銀行面臨的匯率風(fēng)險(xiǎn)。第四部分介紹了我國(guó)各大商業(yè)銀行對(duì)于匯率風(fēng)險(xiǎn)管理的具體做法及發(fā)展進(jìn)程,分析了目前仍存在的問(wèn)題、面臨的挑戰(zhàn)。文章的最后一部分針對(duì)我國(guó)商業(yè)銀行匯率風(fēng)險(xiǎn)管理中存在的問(wèn)題提出對(duì)策建議。 本文實(shí)踐意義在于,隨著人民幣匯率制度改革的不斷深入,匯率浮動(dòng)幅度逐漸加大,商業(yè)銀行面臨的匯率風(fēng)險(xiǎn)也隨之越來(lái)越大,因此,提高匯率風(fēng)險(xiǎn)管理的能力和水平己成為商業(yè)銀行的當(dāng)務(wù)之急。人民幣匯率機(jī)制改革之后,我國(guó)商業(yè)銀行不僅面臨挑戰(zhàn),更存在著莫大的機(jī)遇,商業(yè)銀行可以借此為契機(jī),通過(guò)采取一系列的方法和手段,有效地控制匯率波動(dòng)產(chǎn)生的市場(chǎng)風(fēng)險(xiǎn),增加盈利額度,提高與外資銀行的競(jìng)爭(zhēng)力。
[Abstract]:Since July 21st 2005, China has broken down the fixed exchange rate system and started to implement a managed floating exchange rate system based on market supply and demand, with reference to a basket of currencies. The RMB exchange rate is no longer pegged to a single dollar, but a more flexible exchange rate mechanism has been formed. Since then, the people's Bank of China has issued a series of regulations in order to further promote the reform of the RMB exchange rate system. In June 19th 2010, the exchange rate reform was restarted, and the marketization of exchange rate was enhanced. At present, the gap of exchange rate risk management between Chinese commercial banks and foreign banks is obvious. Risk management technology and experience are very lack, the ability to identify and measure exchange rate risk needs to be improved. For commercial banks, we should not only take active measures to deal with exchange rate risk. We should learn from the advanced foreign exchange rate management methods and establish and perfect the exchange rate risk management system. Based on the introduction of the risks faced by commercial banks, this paper introduces the exchange rate risk of commercial banks, and summarizes its classification, causes, measurement methods and management methods. This paper introduces the trend of RMB exchange rate after the exchange rate reform, the exchange rate risk faced by commercial banks in China, the measurement of exchange rate risk, the progress of management and the challenges faced by commercial banks. Then put forward the relevant countermeasures and suggestions to improve the exchange rate risk management of commercial banks in China. Specifically, this paper is divided into five parts to elaborate: the first part is the research background and significance of this paper. It emphasizes the importance of exchange rate risk management of commercial banks and the measurement of exchange rate risk of commercial banks by experts and scholars at home and abroad. The second part summarizes the exchange rate risk of commercial banks in the narrow sense and the broad sense, classifies it according to the risk generation mechanism, and introduces the measurement. The third part reviews the reform process of RMB exchange rate regime and exchange rate regime in different periods in China. This paper analyzes the exchange rate risk faced by Chinese commercial banks after the exchange rate reform. Part 4th introduces the specific practices and development process of the exchange rate risk management of the major commercial banks in China, and analyzes the problems that still exist at present. The last part of this paper puts forward some countermeasures and suggestions on the problems existing in the exchange rate risk management of Chinese commercial banks. The practical significance of this paper is that with the deepening of the reform of the RMB exchange rate system, the exchange rate fluctuations are gradually increasing, and the exchange rate risks faced by commercial banks are also increasing. Improving the ability and level of exchange rate risk management has become an urgent task for commercial banks. After the reform of RMB exchange rate mechanism, commercial banks in China not only face challenges, but also have great opportunities. Commercial banks can take this as an opportunity to effectively control the market risk caused by exchange rate fluctuations, increase the profit quota, and improve their competitiveness with foreign banks by adopting a series of methods and means.
【學(xué)位授予單位】：東北財(cái)經(jīng)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.6;F832.33

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