对商业银行汇率风险管理问题的思考

伴随着汇率体制改革和中国资本市场的不断开放,汇率风险成为商业银行不得不面对的重要话题.本文对商业银行的汇率风险从基本理论概念、计量方法到管理方法的国内外相关资料进行分类总结,为我国商业银行的汇率风险管理问题提供了有益的思考.

Consideration on Risk Management for Commercial Bank's Exchange Rate

Along with the reform of the exchange rate system and the opening up of the capital market,the exchange rate risk becomes an important topic that China's commercial banks have to deal with.In this paper,a large number of literatures have been referred,and exchange rate risks are categorized and summarized according to basic theoretical concepts,measurement methods and management practices home and abroad.I hope this can be useful for China's commercial banks.