| 基于压力测试的商业银行汇率风险管理分析 |
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| 引用本文： | 刘莲花.基于压力测试的商业银行汇率风险管理分析[J].开封大学学报,2009,23(2):14-16. |
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| 作者姓名： | 刘莲花 |
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| 作者单位： | 河南大学财务处,河南开封,475001 |
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| 摘 要： | 伴随着经济全球化以及我国汇率制度的不断完善,汇率风险的管理对于商业银行来说变得越来越重要。通过压力测试方法分析我国14家上市商业银行最近三年的年报,可以看到我国商业银行在汇率风险管理方面的现状。中国银行、中国工商银行、中国建设银行三家国有商业银行的汇率风险绝对额远远高于股份制银行,这与它们的绝对汇率风险承受能力是相符的。股份制银行的相对汇率风险承受能力好于国有商业银行。国有商业银行有较强的汇率风险管理能力。
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| 关 键 词： | 汇率风险 商业银行 压力测试 |
The Exchange Rate Risk Management Analysis of Commercial Bank Based on Stress Tests |
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| LIU Lian-hua.The Exchange Rate Risk Management Analysis of Commercial Bank Based on Stress Tests[J].Journal of Kaifeng University,2009,23(2):14-16. |
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| Authors: | LIU Lian-hua |
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| Institution: | LIU Lian-hua ( Finance Department, ltenan University, Kaifeng 475001, Henan ) |
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| Abstract: | As China＇s economy merges into the global economy constantly and China＇s exchange rate system continues to improve, the exchange rate risk management for commercial banks is becoming increasingly important. In this paper, using stress -testing analysis, combined with the last three years＇annual reports of China＇s 14 listed commercial banks, the author analyzes the status quo of the exchange rate risk management of China＇s commercial banks. |
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| Keywords: | exchange rate risk commercial banks stress tests |
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