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论文编号：	9208
作者编号：	2120142778
上传时间：	2017/6/10 19:52:26
中文题目：	商业银行汇率风险管理及策略研究——以ZH银行为例
英文题目：	Commercial bank exchange rate risk management, and strategy research- ZH Banks, for example
指导老师：	陈国欣
中文关键字：	人民币汇率制度；商业银行；ZH银行；应对策略
英文关键字：	The RMB exchange rate system；Commercial Banks；ZH bank；Coping strategies
中文摘要：	2005年，中国人民银行宣布我国开始实施“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”。央行的此举标志着人民币汇率不再盯住单一的美元，开始形成了富有弹性的人民币汇率机制。此后，央行和相关部门又推出了一系列配套措施旨在完善汇率机制的形成机制的同时加大资本流动开放程度。此后，我国关于人民币汇率形式机制的改革一直在围绕着“完全市场化”进行，2015年8月中国人民银行针对人民币汇率的形成机制再次进行改革。 商业银行作为我国经济发展中最为重要金融力量，其发展直接影响着我国社会经济的发展和秩序的稳定，而商业银行的主要经营业务又是以货币为对象。因此，人民币汇率机制的不断改革也对商业银行产生了重大的影响。ZH银行作为笔者工作所在地的一家典型的商业银行，人民币汇率机制的改革也给其各项业务发展带来了诸多的机遇和挑战。基于此，本文提出了人民币汇率机制改革对商业银行的影响及策略研究，并将具体以ZH银行为例。 在本文的具体研究中，将对人民币汇率以及商业银行发展的相关理论，如汇率和汇率制度概念的界定、国际汇率制度的变革以及商业银行的汇率风险等内容进行分析和归纳，并同时国内外关于人民币汇率改革对商业银行的影响以及商业银行的应对策略相关文献进行总结；将具体对人民币汇率制度的改革以及演变过程进行阐述，对人民汇率制度改革对商业银行以及ZH银行产生的影响进行详细的分析和归纳；然后在此基础上从健全外汇风险管理体系和提高外部经营竞争能力两个层面提出ZH银行关于应对人民币汇率制度改革的对策策略。 在内部来说，健全外汇风险管理体系主要有三个方面的工作要做，一是要强化汇率风险管理意识，在面对人民币汇率制度改革给ZH银行带来的外汇流动风险、汇率风险以及授信业务等风险，ZH银行首先就应当强化汇率风险的管理意识。由于我国历史和制度原因，使得包括ZH银行在内的许多金融机构都缺乏对于汇率风险的认识，更谈不上对于外汇风险管理的重视，进而造成在商业银行的日常管理中对于汇率风险忽略，进一步给银行的经营发展造成了阻碍。二是加强汇率风险管理文化和流程建设，构建ZH银行的市场风险管理文化，一个有效的市场外汇风险的管理，离不开ZH银行所有管理人员和员工对于经营活动中出现的外汇市场风险进行理解、识别以及正确认识自身在对于外汇市场风险管理中应当承担的责任。因此，ZH银行内部所有管理人员、涉及到外汇风险的基层员工以及各个业务部门在经营活动中都要严格遵守ZH银行制定并颁布实施的对于外汇市场风险的管理要求，建立起科学化、制度化以及规章化的管理流程，在每一个员工中树立其对于外汇市场风险的重视和管理意识。加强对于市场风险的监测和控制，严格按照银行对于市场风险限额管理的先关规章制度以及要求来引导、传导ZH银行的市场风险偏好情况。建立市场外汇风险的预防和应急机制，根据国际以及国内的相关规定和要求，ZH银行应当以压力测试结果为依据，在ZH银行的应急整体框架内，对突发的市场风险危机程度、范围进行界定，根据风险的发生频率、预计会给ZH银行带来的损失程度以及风险具体内容等多项标准对外汇市场风险进行分类归纳，并且根据对于外汇市场风险的分类结果，对具体风险的发生频率、给ZH银行带来的损失程度进行分析和计量，并以分析和计量的结果为依据分别制定出预防处理方案。三是建立市场外汇风险的预防和应急机制，ZH银行还应当根据对于风险的分类结果建立和健全应急程序以及应急机制，并根据我国对于银行业主管部门的要求，对外汇市场风险的重大事项进行及时的报备处理。 在外部来说，提升银行外部经营经营竞争能力，一是要提高业务和产品创新能力，对于汇率和利率市场化进行充分的分析，以此为基础抓住“双化”推进给商业银行带来的发展机遇，进一步加强对于各项业务的组合创新，针对不同客户开发出个性化的产品，重点是针对汇率风险管理和汇率风险对冲进行产品创设。二是要升级业务经营管理水平，建立功能齐全的国际业务部门团队，设置科学的考核指标。参考大型商业银行的标准设置考核指标，以国际结算量（市场占有率）为主要考核，加强客户经理培训，树立本外币一体化业务营销观念，在境外重点区域增设分支机构，做好客户定位，针对具体情况进行产品配套。三是要提升国际化经营水平，推进业务国际化的发展，要提高和强化国际化经营的战略思维，提高对于ZH银行的国际化经营战略思维的认识和重视，积极从广度和深度两个层面有条不紊的推进ZH银行的国际化水平和推进ZH银行的国家化业务发展积极培养跨境贸易企业客户，积极重点挖掘境内的企业客户，经过国家认定的企业往往都是资质和信用水平较高的企业。在境外重点区域增设分支机构，为了较少对于国外银行支持的依赖程度和更加便利的开展境外贸易人民币清算业务，ZH银行可以借助汇率改革带来的机遇，境外的重点区域设置分支机构，更好的推动国际化业务的发展，积极培育跨境贸易人民币清算的外部需求。人民币在境外流动性的不足我国银行国际化水平较低重要制约的因素之一，很多企业愿意在境外使用人民币进行结算，但是他们在结算时没有获得人民币的渠道。因此，如果解决了企业在境外贸易时所需人民币的来源渠道，势必将会大大增加跨境贸易人民币清算的外部需求，进而推动跨银行国际化业务的发展。 笔者希望通过本文的研究能够在为ZH银行更好的适应人民币汇率改革发展基础上，为其他商业银行如何在人民币汇率改革下实现稳定健康发展提供借鉴意义，进而达到促进我国商业银行对于人民币汇率形成机制市场化的适应水平，提高商业银行的外汇风险管理水平和整体竞争能力提供一些参考和借鉴的目的。
英文摘要：	In 2005, The People's Bank Of China announced that our country began to implement "on the basis of market supply and demand, reference to a basket of currencies, managed floating exchange rate system". The central bank's move marks the RMB exchange rate no longer pegged to the dollar, begin to form a flexible RMB exchange rate mechanism. Since then, the central bank and the relevant departments and launched a series of measures aimed at perfecting the mechanism of exchange rate formation mechanism of increasing capital flows openness at the same time. Since then, about the form mechanism of RMB exchange rate reform in China has been conducted around the "fully market-oriented", in August 2015, the people's bank of China in view of the RMB exchange rate formation mechanism reform again. Commercial Banks, as the most important financial power in the economic development of our country, its development directly affects the stability of our country social economy development and order, and the main business of commercial Banks is on currency as an object. Therefore, the RMB exchange rate mechanism of the reform also has a significant impact on the commercial Banks. ZH bank as the work location of a typical commercial bank, the people of the reform of the exchange rate mechanism and to its various business development has brought many opportunities and challenges. Based on this, this paper puts forward the influence of the RMB exchange rate mechanism reform of commercial Banks and policy research, and put the specific ZH bank, for example. In specific study, this article will be on the RMB exchange rate and the related theory of the development of commercial Banks, such as the definition of exchange rate and exchange rate system, the change of international exchange rate system and exchange rate risk of commercial Banks was summarized and analyzed, and at the same time both at home and abroad about the influence of the exchange rate reform of commercial Banks and commercial Banks literature summarizes the coping strategies; Will be specific to the RMB exchange rate system evolution, and expounds that the reform of exchange rate system reform to the people of the impact of commercial Banks and Z bank carries on the detailed analysis and induction; Then on this basis, from the foreign exchange risk management system and improve the level of operation and regional diversity management puts forward two ZH bank about countermeasures to cope with the RMB exchange rate system reform strategy. Internally, the foreign exchange risk management system mainly has three aspects of work to do, one is to enhance the consciousness of the exchange rate risk management, in the face of the RMB exchange rate system reform brings to the bank of useful flow of foreign exchange risk, exchange rate risk and credit business risk, useful Banks should strengthen the exchange rate risk management consciousness in the first place. Because China's historical and institutional reasons, many financial institutions, including bank of useful, lack of understanding of exchange rate risk, not to mention for the attention of the foreign exchange risk management, then cause for exchange rate risk in commercial bank's daily management ignored, further caused obstacles to the development of banking business. The second is to strengthen the construction of exchange rate risk management culture and processes, to build useful bank market risk management culture, an effective market of foreign exchange risk management, cannot leave the useful bank all managers and employees for business activities in the foreign exchange market risk understanding, identify and correct understanding of their own in the risk management for foreign exchange market shall bear the responsibility. Useful, therefore, the bank's internal management, foreign exchange risks involved in all of the various business units of grassroots employees, and in the business activities must strictly abide by the useful bank and enacted for foreign exchange market risk management requirements, set up a scientific, institutionalized and rules of management process, set up in every employee the awareness of the recognition and management of foreign exchange market risk. Strengthen the monitoring and control for market risk, in strict accordance with the bank for the limitation of market risk management of customs rules and regulations and requirements to guide, conduct useful market risk appetite of the bank. To establish a market of foreign exchange risk prevention and emergency response mechanism, according to the relevant provisions and requirements of the international and domestic, useful Banks should based on test results, the useful emergency within the framework of the whole bank, the degree of market risk of sudden crisis, defining the scope, according to the frequency of risk, is expected to bring useful bank loss rate and the specific content and so on many standard in the foreign exchange market risk is classified and summarized and classified according to the foreign exchange market risk as a result, the frequency of specific risk, bring useful bank loss rate analysis and measurement, and based on the results of the analysis and measurement, respectively formulate prevention treatment scheme. Three is to establish a market of foreign exchange risk prevention and emergency response mechanism, and also useful bank shall, according to the classification results of the risk for establish and improve the emergency procedures and emergency response mechanism, and according to the requirements of the department in charge of for the banking industry in our country, the major issues in the foreign exchange market risk timely reported to the processing. In external, promote to external operation business competition ability, one is to improve business and product innovation ability, to carry on the full analysis of exchange rate and interest rate marketization, on this basis to seize the "double" push to the development opportunity brought by commercial Banks, to further strengthen for the combination of the various business innovation, for different customers to develop personalized products, the focus is on for exchange rate risk management and exchange rate risk hedge product creation. Second, we should upgrade our business management level, establish a fully functional international business team, and set up scientific evaluation indicators. Reference standard setting, assessment index of large commercial Banks with international market share as the main assessment, strengthen customer manager training, establish the integration of local and foreign business marketing idea, in the key areas to establish branches abroad, completes the customer orientation, in view of the specific conditions to form a complete set of product. Three is to enhance the level of international operation, to promote the development of the internationalization of business, to improve and strengthen the international operation strategy thinking, enhance understanding of useful bank internationalization management strategy thinking and values, positive from two aspects: breadth and depth in an orderly way of promoting useful bank internationalization level and actively cultivate useful bank nationalization of business development for cross-border trade business customers, actively focus on mining enterprises within the territory of the customer, by countries that companies tend to be high qualification and credit level enterprise. In key areas to establish branches abroad, in order to less dependent on foreign bank support and more convenient to carry out the overseas trade in RMB clearing business, useful Banks can use the opportunities brought about by the exchange rate reform, the focus of the outside area set up branch offices, to better promote the development of international business, actively foster cross-border RMB trade settlement external demand. Yuan outside the lack of liquidity in the low level of internationalization of Banks, one of the important restriction factor settlement many companies are willing to use the RMB outside China, but they didn't get the RMB's channels in the settlement. So if solves the enterprise the source of the necessary in foreign trade channels, certainly will greatly increase the external demand of cross-border RMB trade settlement, and promote the development of international business across the bank. The author hope that through this article research can better adapt to the reform of RMB exchange rate in ZH bank development basis, for other commercial Banks how to realize the stable and healthy development in the RMB exchange rate reform to provide reference, then to promote our country commercial bank for people to adapt to the level of marketization of exchange rate formation mechanism, improve the level of foreign exchange risk management of commercial Banks and the overall competition ability to provide some reference and reference purposes.
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