人民币汇制改革对我国商业银行风险管理的挑战

国际银行业在长期浮动汇率的实践中积累出一套成熟而完善的防范汇率风险的经验做法。与此形成鲜明对照的是,长期稳定的人民币汇率使得国内商业银行缺乏必要的外汇风险管理的经验和技能。而2005年7月以来央行出台的改革人民币汇率形成机制、发展外汇市场的举措使商业银行的信用风险、流动性风险、会计风险及外汇交易风险随之增大,对商业银行的经营机制和风险管理带来了新的挑战。商业银行既要采取积极措施,化解因人民币升值而引起的信用风险、流动性风险等,更应借鉴国际银行业的先进做法,尽快建立完善的风险管理体系,以应对更富弹性的人民币汇率。

Challenges from New RMB Exchange Rate Regime to Risk Management by China's Commercial Banks

International commercial banks have developed a series of matured and sound strategies against foreign exchange risk in the long practice of floating exchange rate.A sharp contrast is that domestic commercial banks spoiled by a long-standing stable RMB exchange rate lack necessary experience and ability to manage foreign exchange risk.However,since the Central Bank decided to reform RMB exchange rate formation mechanism to expand foreign exchange market on 21 July 2005,domestic commercial banks began to be exposed to greater risks in credit,liquidity,accounting and transaction of foreign exchange increase,facing new challenges in their operational procedures and risk management.Thus commercial banks should not only take active measures to reduce the above-mentioned risks caused by appreciation of RMB,but also should use the experience of international commercial banks to set up a sound risk management system to deal with a more elastic RMB exchange rate regime.