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论文编号：	1281
作者编号：	2220070799
上传时间：	2010/1/19 8:58:18
中文题目：	我国汇率形成机制改革对商业银行的影响及管理对策研究
英文题目：	The impact of the China’s RMB exchange rate formation
指导老师：	张金成
中文关键字：	汇率制度 商业银行 汇率风险 风险管理
英文关键字：	Exchange rate system, Commercial bank, Exchange rate risk, Risk management
中文摘要：	2005年7月21日，我国开始实行以市场供求为基础、参考一篮子货币进行调节、有管理的浮动汇率制度，本次汇率制度改革开始启动。随后，中国人民银行和国家外汇管理局又相继推出了一系列相关的政策措施，在完善汇率形成机制的同时加大了资本流动开放的力度。 自2005年7月21日实行人民币汇率制度改革以来，人民币对美元大幅升值，截至目前累计升值约17%。长期稳定的人民币汇率使商业银行对汇率风险既缺少足够的了解和重视，也缺乏必要的外汇风险管理的经验和技能，汇率制度改革使我国商业银行开始真正面临汇率风险的考验，尽快适应人民币汇率制度改革，应对汇率风险是我国商业银行面临的重要课题。 本文详细阐述了人民币汇率制度综合改革的思路、背景及具体路径，并提出综合改革是一项系统工程，汇率形成机制改革是核心。汇率新机制的实施无疑对商业银行的经营机制和风险管理提出了新要求，带来了新挑战。本文详细分析了汇率新机制给我国商业银行带来的风险和机遇，从我国商业银行资本充足率、外汇资本金、外汇资产和负债、银行流动性和盈利能力、外汇风险管理、银行的业务经营和发展多角度具体分析了此次人民币升值给我国商业银行带来的影响。所以，中资银行应清楚的认识到此次人民币汇率形成机制改革对自身影响的量化程度，有针对性地加强制度建设和体制改革，完善外汇风险管理体系，转变经营理念和管理方式、勇于创新、充分发挥自身人才优势、参与国际化竞争、探求业务发展之路，以积极应对并把握人民币汇率制度综合改革的挑战和机遇。本文希望能为促进我国商业银行更好适应人民币汇率制度改革，提高我国商业银行管理和驾驭汇率风险的能力、提高综合竞争力提供一些参考和帮助。
英文摘要：	On July 21st 2005, our country started to execute controlled and administrative floating exchange rate system referencing a basket of currencies based on supply and demand of the market. Then, People’s Bank of China and State Administration of Foreign Exchange carried out a series of policy and measures to improve the exchange rate forming mechanism and to increase the momentum of capital flow. Since practicing the reform of RMB Exchange Rate System on July 21st 2005, RMB has been presenting a sharp appreciation to the US$, having already revalued approximately up to 17% until recently. For a long-term stable Exchange Rate of RMB, the Commercial Banks are not only lack of a full understanding of Exchange Rate risk but are also lack of the essential experiences and skills to manage the Exchange Rate risk. Exchange Rate System reform makes domestic Commercial Banks face a great challenge of Exchange Rate risk. Adapting RMB Exchange Rate reform and managing Exchange Rate risk are the subjects that the domestic commercial banks must face. This paper gives a guideline, a background and a concrete path for a comprehensive reform of RMB exchange rate regime, which is a systemic project that centers around the reform of RMB Exchange Rate formation mechanism. Certainly, China’s Commercial Banks are facing a serious challenge in the operating mechanism and risk management inherent in the new exchange rate mechanism. This paper provides great details based on the analysis of risk and opportunities that domestic commercial banks face, discusses from the perspective of many effects of the appreciation of RMB on Chinese Commercial Banks’ Capital Adequacy Ratio, Foreign Exchange Capital, Assets and Liabilities, Bank liquidity and profitability, Foreign Exchange risk management, operation and development of banking business, etc. Therefore, domestic Commercial Banks should clearly recognize the quantitative impact of the reform of RMB Exchange Rate formation mechanism, in the meanwhile should strengthen system construction and institutional reform, to improve the Foreign Exchange risk management system, to change their operational concept and management, to be creative and to take full advantage of many talents to take part in international competition, and to explore more business development. This paper aims to provide some references and help to China’s Commercial Banks, which will be better adapted to the reform of RMB Exchange Rate system, and will improve their ability to manage Exchange Rate risk and will strengthen their overall competitiveness.
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