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摘要：2005年7月，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。这意着我国人民币汇率机制不再是只以美元为依据，人民币汇率制度改革开始启动。汇率的改革迫使人民币面临的挑战形式多样，应对方式由被动向主动转变。同时人民币汇率制度的改革的结果就是导致汇率波动区间扩大，变动频率随之加快，最终使得人民币汇率制度变得更富弹性，商业银行面临的风险加大，在这其中尤以汇率风险为甚，因为一直以来，我国一直都是实行固定汇率制度，而汇率的长期稳定使得商业银行在经营的过程中对汇率风险缺少足够的了解和重视，管理汇率风险的经验和技能的匮乏就成为必然问题，汇率风险的考验则成为商业银行在汇率改革过程中面临的严峻挑战。同时在汇率制度上的改革也在经营业务等方面影响着商业银行，以及商业银行面临的信用风险,流动性风险也在加大。本文在分析人民币汇率改革对我国商业银行的影响的基础上，利用VaR模型对汇率改革对商业银行的影响进行实证分析，有针对性的提出了构建全面的风险管理模型等策略。32244
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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