人民币汇率制度改革对中国银行宁夏分行外汇风险管理的影响探析.pdf

宁夏大学
硕士学位论文
人民币汇率制度改革对中国银行宁夏分行外汇风险管理的影响
研究
姓名:高智妍
申请学位级别:硕士
专业:工商管理
指导教师:李金香
2011-04
摘要
2005年7月21日起,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”。自此,人民币汇率不再盯住单一美元,形成了更富弹性的汇率机制。此后,
央行又陆续出台了一系列相关政策措施,在完善汇率形成机制的同时,加大了资本流动开放的力
度,使得商业银行所面临的汇率风险增加。过去长期由国家承担的汇率风险开始分散到外汇持有
者手里,外汇风险管理成为商业银行必须面对的一个重要课题。商业银行对外汇风险的有效管理
对于保证银行体系的稳定和汇率体制改革的成功至关重要,研究汇率制度改革对商业银行外汇风
险管理的影响很有必要。
本文试从汇率制度与外汇风险管理的相关理论出发,在人民币汇率制度改革的背景下,结合
中国银行宁夏分行外汇风险管理在管理理念、政策程序、管理水平、内控体系方面的实际情况,
分析了该行在外汇风险管理体制机制、方式手段、金融创新、人员素质等方面存在的问题。接着
从人民币汇率制度改革给该行带来的挑战与机遇、对外汇风险管理机制的影响、增加了外汇风险
三个角度,深入探讨汇率制度改革对该行产生的种种影响。最后,针对前述分析详细提出了相应
的对策建议和措施,即:健全外汇风险管理体制尽快适应汇率制度改革,提高外汇风险管理技术
水平,以金融创新有效防范外汇风险,配备合格的外汇专业人才。
关键词:汇率制度改革,外汇风险管理,中国银行宁夏分行,汇率风险,影响
Abstract

On the July 21st 2005, RMB exchange rate regime was changed to a managed floating system with
a reference to a basket of currencies, based on the supply and demand of the market. Since then, the
RMB exchange rate system has e a more flexible one without keeping the close watch on the US
dollar. Meanwhile, the central bank--People’s Bank of China--promotes a series of relative systems and
measures plete the formation of the new exchange rate system. However, these systems and
measures enhance the open degree of the capital flow as well as increase the exchange rate risks
confronted with mercial banks. Those exchange rate risks used to be taken by the country have
been taken by the individual foreign exchange holders instead. mercial banks must face the
importance of the management of the foreign exchange risks. mercial banks’ effective
management of the foreign exchange risks has been considered to be the key point to keep the stability
of the bank systems and to reach the ess of the reform of the exchange rate. It is truly necessary to
study the exchange rate system reform’s impact on mercial banks’ foreign exchange risks.
The first part of this thesis analyses the problems that exist in the scope of the foreign exchange
ris