汇率波动背景下商业银行货币错配的风险及应对措施

  本文关键词：汇率波动背景下商业银行货币错配的风险及应对措施，由笔耕文化传播整理发布。

汇率波动背景下商业银行货币错配的风险及应对措施

    

 新浪微博

 腾讯微博

 豆瓣

 人人网

摘要：

随着人民币汇率形成机制的不断完善，汇率双向波动幅度逐步扩大，外汇敞口头寸的变化导致商业银行面临的货币错配风险逐步显现。通过对中国工商银行、招商银行等11家商业银行资产负债错配的典型案例分析，剖析了商业银行资产负债表净值、损益表和现金流量表对汇率变动的敏感性，并进一步阐述了资产负债错配的影响因素及可能的风险，在此基础上提出了在汇率市场化加速波动背景下防范货币错配风险的措施。

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.

  本文关键词：汇率波动背景下商业银行货币错配的风险及应对措施，，由笔耕文化传播整理发布。