本文關(guān)鍵詞：匯率波動(dòng)背景下商業(yè)銀行貨幣錯(cuò)配的風(fēng)險(xiǎn)及應(yīng)對(duì)措施，由筆耕文化傳播整理發(fā)布。

匯率波動(dòng)背景下商業(yè)銀行貨幣錯(cuò)配的風(fēng)險(xiǎn)及應(yīng)對(duì)措施

    

 新浪微博

 騰訊微博

 豆瓣

 人人網(wǎng)

摘要：

隨著人民幣匯率形成機(jī)制的不斷完善，匯率雙向波動(dòng)幅度逐步擴(kuò)大，外匯敞口頭寸的變化導(dǎo)致商業(yè)銀行面臨的貨幣錯(cuò)配風(fēng)險(xiǎn)逐步顯現(xiàn)。通過對(duì)中國(guó)工商銀行、招商銀行等11家商業(yè)銀行資產(chǎn)負(fù)債錯(cuò)配的典型案例分析，剖析了商業(yè)銀行資產(chǎn)負(fù)債表凈值、損益表和現(xiàn)金流量表對(duì)匯率變動(dòng)的敏感性，并進(jìn)一步闡述了資產(chǎn)負(fù)債錯(cuò)配的影響因素及可能的風(fēng)險(xiǎn)，在此基礎(chǔ)上提出了在匯率市場(chǎng)化加速波動(dòng)背景下防范貨幣錯(cuò)配風(fēng)險(xiǎn)的措施。

Abstract： 

With the further market of RMB exchange rate formation mechanism, exchange rate’ two-way floating amplitude expand gradually, the risk of commercial banks’currency mismatch also increase. Through the analysis of six commercial banks’balance sheet, the paper analyzed the ex-change rate sensitivity of net balance sheet, income statement and cash flow statement, and further ex-pounds the factors influencing the asset liability mismatch and the possible risk. On this basis, the pa-per put forward suggestion to strengthen risk prevention against this background of Exchange rate fluc-tuations increase.

  本文關(guān)鍵詞：匯率波動(dòng)背景下商業(yè)銀行貨幣錯(cuò)配的風(fēng)險(xiǎn)及應(yīng)對(duì)措施，，由筆耕文化傳播整理發(fā)布。