中国商业银行汇率风险管理的对策建议——美国、香港等地汇率风险管理经验的启示

Commercial Bank Foreign Exchangae Risk Management——Some Inspiration From the Banks of the USA and HongKong

2005年7月21日起,人民币开始实行有管理的浮动汇率制度。中国商业银行将面对什么样的汇率风险,如何进行汇率风险管理成为当前的一个重要问题。本文分析了中国商业银行面临的汇率风险、商业银行汇率风险管理现状,在借鉴外资银行实践经验的基础上,提出提高国内商业银行汇率风险管理水平的政策。

On 21 July 2005, China announced the reform measures of Renminbi exchange rate regime,shifting to a more flexible managed float with reference to a basket of currencies. As a result, it becomes very important to understand what kinds of risks which associated with foreign exchange rate China＇s commercial banks are facing and know how to deal with them. This paper firstly analyses the risks which China＇s commercial banks are ＇confronted with and the actuality of foreign exchange risk management in China, Upon consulting some useful experience from modern international banks in terms of foreign exchange risk management, this paper proposes several new measures should be adopted right now.