完善中国商业银行汇率风险管理之对策

随着人民币汇率体制改革和银行业发展进程的加快,国内商业银行的外汇敞口风险、客户外汇风险和折算风险日益显著,汇率风险管理面临着机遇与挑战。国内商业银行应在新的汇率机制下尽快转变风险管理理念,在较为准确地对汇率风险进行识别和计量的基础上,充分利用汇率体制改革深化所创造的有利条件和金融创新的契机,对汇率风险进行主动的控制和管理,最终建立全面的汇率风险管理体系,真正实现获取风险收益的现代商业银行经营模式。

Research on the Risk Management of Chinese Commercial Banks' Exchange Rate

With the development of banks and reform of Renminbi exchange rate regime,Chinese commercial banks' exchange rate risks become more and more obvious.Facing with challenges and opportunities of exchange rate risks management,the feasible choice of Chinese commercial banks should be changing risk management ideas quickly,identifying and measuring exchange rate risks soundly and using all these opportunities to control these risks.With the founding and development of exchange rate risk management system,Chinese banks can eventually obtain risk return and have the modern commercial banks' operating method.