联系我们

论文查询结果	返回搜索

论文编号：	726
作者编号：	2220060645
上传时间：	2008/6/20 20:31:30
中文题目：	新汇率制度下我国商业银行外汇风
英文题目：	Research of Foreign Exchange R
指导老师：	李莉
中文关键字：	新汇率制度、外汇风险、风险管理
英文关键字：	new exchange rate regimefore
中文摘要：	2005年7月21日，中国人民银行发布公告：经国务院批准，我国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。 伴随着外汇市场一系列配套措施的逐步出台，人民币汇率波动日渐市场化，我国涉外贸易投资主体、商业银行、中央银行等各大经济主体所面临的外汇风险也日益凸现。外汇汇率波动幅度的增大，使原本习惯了相对固定汇率制的国内商业银行暴露于外汇风险之下。 中国的汇率制度改革大体可分为国民经济恢复时期的人民币汇率制度；计划经济时期的人民币汇率制度；转轨经济时期人民币汇率制度；社会主义市场经济初期的人民币汇率制度；东亚货币危机爆发后的人民币汇率制度以及现行的新汇率制度，并以实现完全的人民币自由兑换和建立浮动汇率制为最终目标。随着人民币升值的国际呼声越来越高，人民币汇率制度的改革进程也在加快。而目前中国的商业银行风险管理的状况却不容乐观：部分银行董事会和高级管理层监控外汇风险的能力还有待提高；外汇风险的政策和程序还有待进一步完善，执行力度有待加强；外汇风险的识别、计量、监测、控制能力有待提升；外汇风险的内控有待加强。虽然我国商业银行已经提高了对外汇风险管理的认识，但目前来看我们的外汇风险管理模式还不够完善。 本文主要运用了比较分析和实证分析相结合的方法与宏观分析和微观分析相结合的方法对我国商业银行外汇风险加以分析和研究。 新汇率制定给我国商业银行的外汇风险管理提出了极大的挑战。本文通过理论分析与比对国际银行业风险管理的经验做法，分析认为风险管理控制系统的建立应包括三个方面：有效的外部监管、完整的银行内部外汇风险管理结构、适当的度量市场外汇风险的金融技术手段。并以在此基础上提出相应的措施和对策建议。
英文摘要：	In July 21, 2005，the RMB exchange rate regime was changed as follow: In the basis of supply and demand, the exchange regime refer to a basket of currency, it is floating and managing. The undulation of RMB exchange rate is becoming more and more marketable in accordance with the emergence of a series of correlated measure in foreign exchange market. The risk of exchange rate that big economy principal part of our country were faced with, including investment principal part in trade between other country, commercial bank and central bank, was more and more serious. The augment of floating scope of foreign exchange rate make domestic commercial banks expose to foreign exchange risk. They are used to old more stable exchange rate regime. The reformation of exchange rate regime in china can be separated in 6 stages, they are in economy refurbishing, planned economy, economy change, the beginning of market economy, after the east Asia money crisis and nowadays. The final objective is to make absolutely RMB free exchange to be real and set up floating exchange rate structure. Accordance with the international claim of RMB appreciation the reformation of RMB exchange rate regime was quicken. But now the risk management of Chinese commercial bank is not in a good condition. The problems are covered below. The capability to monitor foreign exchange risk in directorate and high-level supervisors in some banks should be enhanced; The policy and procedure should be perfected. And executive extent should be strengthened. The capability to identify, measure, supervise, control should be enhanced. The internal control to foreign exchange risk should be reinforced. Although the awareness of foreign exchange risk management in Chinese banks has improved. Our pattern of foreign exchange risk management is not perfect yet now. In my article the analysis method of comparative and empirical were combined, and also Macro-and micro-analysis. The new exchange rate regime makes our commercial banks face in great challenge in foreign exchange risk management. Through theory analysis and comparison among international risk management experience, my research show that the risk management system should include three aspects, effective external supervisal, integrated internal foreign exchange risk supervisal structure and appropriate financial technical method assessing market foreign exchange risk. And then put forward corresponding measurement, countermeasure and suggestion.
查看全文：	预览  下载(下载需要进行登录)