本文關(guān)鍵詞：匯率波動背景下商業(yè)銀行貨幣錯配的風險及應對措施，由筆耕文化傳播整理發(fā)布。

匯率波動背景下商業(yè)銀行貨幣錯配的風險及應對措施

    

 新浪微博

 騰訊微博

 豆瓣

 人人網(wǎng)

摘要：

隨著人民幣匯率形成機制的不斷完善，匯率雙向波動幅度逐步擴大，外匯敞口頭寸的變化導致商業(yè)銀行面臨的貨幣錯配風險逐步顯現(xiàn)。通過對中國工商銀行、招商銀行等11家商業(yè)銀行資產(chǎn)負債錯配的典型案例分析，剖析了商業(yè)銀行資產(chǎn)負債表凈值、損益表和現(xiàn)金流量表對匯率變動的敏感性，并進一步闡述了資產(chǎn)負債錯配的影響因素及可能的風險，在此基礎上提出了在匯率市場化加速波動背景下防范貨幣錯配風險的措施。

Abstract： 

With the further market of RMB exchange rate formation mechanism, exchange rate’ two-way floating amplitude expand gradually, the risk of commercial banks’currency mismatch also increase. Through the analysis of six commercial banks’balance sheet, the paper analyzed the ex-change rate sensitivity of net balance sheet, income statement and cash flow statement, and further ex-pounds the factors influencing the asset liability mismatch and the possible risk. On this basis, the pa-per put forward suggestion to strengthen risk prevention against this background of Exchange rate fluc-tuations increase.

  本文關(guān)鍵詞：匯率波動背景下商業(yè)銀行貨幣錯配的風險及應對措施，，由筆耕文化傳播整理發(fā)布。