人民币汇率改革对我国商业银行的影响及其应对策略
毕业论文关键词：人民币汇率改革 商业银行 影响 VaR模型 应对策略
The Influence of the RMB Exchange Rate Reform to Our Country Commercial Bank and its Coping Strategies
Abstract:On July 2005, China began to implement the floating exchange rate system which based on the market’s supply and demand with the reference to a basket of currencies to adjust and manage. Since then, China's currency reform started,no longer pegged to the dollar's exchange rate mechanism.But the RMB exchange rate reform force the RMB to face challenges which was various ,as a result ,the way of coping begins turn from passive to active. Indications that the reform of exchange rate system which makes the RMB exchange rate more flexible, at the same time it also makes it easier to expand its volatility, variable frequency speed up,the risk of commercial Banks facing become more serve, in which especially in the exchange rate risk, because for a long time, china has always been a fixed exchange rate system in our country, and long-term stability of the exchange rate makes commercial Banks lack enough understanding and attention to exchange rate risk in the process of management , Automatically,they lack the experience and skills to cope with exchange rate risk.the exchange rate system reform make our country commercial bank start to face the test of real exchange rate risks. At the same time on the exchange rate system reform in such aspects business, assets and liabilities influence the commercial Banks, as well as the commercial Banks face credit risk and liquidity risk are also increasing. Based on the analysis of the RMB exchange rate reform in our country the impact of commercial bank,use VaR model to conduct empirical analysis on the influence the exchange rate reform of commercial banks to, then targeted proposed building a comprehensive risk management models and other strategies.
Key Words：the RMB exchange rate reform, commercial bank, influence,VaR model coping strategies
目录
一、引言 1
（一）研究背景和研究意义 1
（二）文献综述 2
(三）研究思路与方法 3
二、人民币汇率改革的内容及其必要性 5
(一)人民币汇率体制改革的回顾 4
（二）人民币汇率改革的内容 4
（三）人民币汇率改革的必要性 5
三、人民币汇率改革对商业银行的影响 6
（一）人民币汇率改革对我国商业银行风险管理的影响 6
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