汇率制度改革对我国商业银行的影响及应对措施

【作者】 郭方；

【导师】 毛加强；

【作者基本信息】 西北工业大学 ， 西方经济学， 2007， 硕士

【摘要】 2005年7月21日，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，本次汇率制度改革开始启动。随后，中国人民银行和国家外汇管理局又相继推出了一系列相关的政策措施，在完善汇率形成机制的同时加大了资本流动开放的力度。 汇率制度改革的启动对于我国商业银行的影响深远。长期稳定的人民币汇率使商业银行对汇率风险既缺少足够的了解和重视，也缺乏必要的外汇风险管理的经验和技能，汇率制度改革使我国商业银行开始真正面临汇率风险的考验，尽快适应人民币汇率制度改革，应对汇率风险是我国商业银行面临的重要课题。本文较为系统地分析了汇率制度改革对我国商业银行的影响并提出了对策建议，希望能为促进我国商业银行尽快适应人民币汇率制度改革，提高我国商业银行管理和驾驭汇率风险的能力提供一些参考和帮助。本文采取实证研究和规范研究相结合、定性分析和定量分析相结合的研究方法，在研究国内外汇率制度相关理论和我国汇率制度改革具体实践的基础上，首先从商业银行外汇流动性、会计报表、资本充足率、信贷资产质量、国际结算业务、引进战略投资者和海外并购六个角度分析指出汇率制度改革后近期人民币汇率升值对我国商业银行造成一定程度的直接影响，接着重点分析了汇率制度改革的核心——人民币汇率形成机制的变革及相继出台的相关政策措施给我国商业银行带来的深远的影响，主要是增加了商业银行的汇率风险、授信业务的风险和中间业务的风险，最后在参考国际银行业的经验做法和研究我国银行业具体实践的基础上对我国商业银行有针对性地提出了具体的政策建议，即优化本外币资产负债配置、大力发展人民币汇率衍生工具、积极开展代客境外理财业务、建立完善的外汇风险管理体系。更多还原

【Abstract】 On 21st July, 2005, our country started to practice controlling and administrative floating exchange rate system referencing basket of currencies on the base of supply and demand of market. Then, People’s Bank of China and State Administration of Foreign Exchange carried out a series of policy and measures to improve the exchange rate forming mechanism and Increase the momentum of capital flow.Starting of foreign system reform has a profound effect on domestic commercial banks. For long-term stable exchange rate of RMB, the commercial banks not only lack a full understanding of exchange rate risk but also lack the essential experience and skill to manage the exchange rate risk. Exchange rate system reform makes domestic commercial banks face the austere test of exchange rate risk. Adapting exchange rate of RMB reform and facing the exchange rate risk are the subjects that the domestic commercial banks must face. This paper discusses the influence to domestic commercial banks systematically caused by exchange rate reform and wants to do help domestic commercial banks enhance the ability on how to manage exchange rate risk. On the basis of studying relative theory and the concrete practice of exchange rate system, this paper adopts the research method that empirical study is combined with standard study and qualitative analysis is combined with quantitative analysis. Firstly, the paper discusses the direct influence to domestic commercial banks since the increase in value of RMB after the exchange rate reform in six aspects of commercial banks foreign exchange fluidity, accounting reports, rate of capital sufficiency, credit quality, international settlement, introducing strategy investment and overseas combination. Secondly, the paper discusses the profound effect on the domestic commercial banks caused by exchange rate reform, increasing exchange rate risk, credit risk and intermediate business risk of domestic commercial banks are important ones. Thirdly, on the basis of reference to the experience of international bank and the detail practice of domestic commercial banks, the paper tables the detail proposal such as collocating RMB and foreign currency assets properly, developing RMB exchange rate derivative更多还原