当前银行外汇风险管理的实践

Practice of banks in FX risk management

人民币汇率成机制改革和外汇市场发展对银行机构的经营和风险管理提出了新要求，目前我国商业银行外汇风险意识比较淡薄，有效的风险管理和控制体系尚有待建立，该文从外汇风险管理的理念和认识，外泡风险敞口头寸的计算、外汇交易的限额管理等十个方面出发，提出了进一步加强银行外汇风险管理的措施。

RMB exchange rate regime reforms and FX market developments have raised new requirements four banks＇ operations and risk management. TO data, China＇s commercial banks have yet to attach adequate significance . to FX risk management; in addition an effective risk management and control system is yet to be set up. After discussing ten individual aspects including ideology of FX risk maagement.the caiculation of FX risk exposure and limits management in FX trading,this paper makes recommendations to further strengthen banks＇ FX nsk management.