人民币汇率制度改革背景下的我国商业银行汇率风险管理

发布时间：2018-01-05 09:06

本文关键词：人民币汇率制度改革背景下的我国商业银行汇率风险管理　出处：《东北财经大学》2013年硕士论文　论文类型：学位论文

【摘要】：2005年7月21日起,我国打破固定汇率制度,开始实行以市场供求为基础、参考一篮子货币进行调节、有管理的浮动汇率制度。自此,人民币汇率不再仅仅盯住单一美元,而是形成了更有富弹性的汇率机制。此后,中国人民银行为了进一步推进人民币汇率制度改革,接连出台了一系列法规、政策。2010年6月19日又重启汇改,汇率市场化程度增强,而目前我国商业银行与国外银行相比,汇率风险管理差距较为明显,风险管理技术与经验都很缺乏,汇率风险的识别与衡量等方面的能力亟待提高。对于商业银行来说,不仅要采取积极措施应对汇率风险,更应借鉴国外先进的汇率管理方法,建立健全汇率风险管理体系。本文从介绍商业银行所面临的风险出发,引入商业银行汇率风险,并对其分类、产生原因、计量方法、管理方法进行综述,介绍了汇改后人民币汇率的走势及我国商业银行面临的汇率风险,商业银行汇率风险计量、管理的进展和面临的挑战,进而提出完善我国商业银行汇率风险管理的相关对策建议。具体来讲,本文分为了五个部分进行阐述：第一部分为本文的研究背景和研究意义,强调了商业银行汇率风险管理的重要性,以及国内外专家学者对商业银行汇率风险计量、管理的一些研究成果。第二部分从狭义和广义上对商业银行汇率风险作了详细概述,按照风险的生成机制进行分类,介绍计量、管理商业银行汇率风险的方法。第三部分回顾我国不同时期的人民币汇率制度及汇率制度改革进程,分析汇改后我国商业银行面临的汇率风险。第四部分介绍了我国各大商业银行对于汇率风险管理的具体做法及发展进程,分析了目前仍存在的问题、面临的挑战。文章的最后一部分针对我国商业银行汇率风险管理中存在的问题提出对策建议。本文实践意义在于,随着人民币汇率制度改革的不断深入,汇率浮动幅度逐渐加大,商业银行面临的汇率风险也随之越来越大,因此,提高汇率风险管理的能力和水平己成为商业银行的当务之急。人民币汇率机制改革之后,我国商业银行不仅面临挑战,更存在着莫大的机遇,商业银行可以借此为契机,通过采取一系列的方法和手段,有效地控制汇率波动产生的市场风险,增加盈利额度,提高与外资银行的竞争力。
[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.
【学位授予单位】：东北财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.6;F832.33

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