The Research To The Exchange Rate Risk Of International Trade Financing Of Commercial Banks

In the 21 st century global economy trade link between lateral see country deepens,longitudinal look at the major economies financial system closely cooperation, along with the logistics industry and capital movement in the global integration, as a traditional bank business, international trade financing business in commercial Banks become more and more prominent. Bring financial integration of economic globalization, international trade financing business of commercial bank profit boom in globalization brings the unprecedented historical opportunity at the same time, bank’s risk control department should be on alert for huge capital transnational, cross-regional flow of hidden risks. Traditional risks such as credit risk, liquidity risk, interest rate risk,exchange rate risk, legal risk, such as systemic risk in the banking business impacts at the same time, the safety of foreign exchange risk, exchange rate risk is over 2008, the global subprime crisis let people recognize the high risk of capital of the world in the new period. The traditional concept of risk management, commercial Banks are attaches great importance to the credit risk and liquidity risk(especially after the us subprime crisis), in comparison to the exchange rate risk value degree is not enough., on the other hand, the RMB exchange rate over the past few years has been leveled off, but since August 11, 2015, the central bank began to reform the middle price quotation system,relative to the 1990 s, the yuan against the dollar yen major world currencies such as frequency and fluctuation of exchange rate variations are at new century s most. 2010 years later, the value of the yuan in the international financial market, rising along the rising of RMB exchange rate on China’s import and export trade, and capital across geographical mobility, the structure of the state foreign exchange reserve currencies caused a larger and long-term impact, but also between Banks exchange rate market caused a lasting impact.China’s capital market in-depth reform push decision mechanism of RMB exchange rate, the future foreign exchange market in RMB exchange rate fluctuations as the main characteristics of uncertainty, no predictive. Exchange rate risk become problem all Banks have to face. Recent market such as the people’s bank of China and Russia, Ukraine to exchange foreign currency swap is that exchange rate has gradually involved into the key issues of international relations. On this basis, put forward toexchange rate risk as the center of international trade financing problems in the current world economic pattern has positive practical significance.This article will focus on discuss the exchange rate risk in international trade financing area by method of Foreign Currency Exposure Analysis,VaR,Stress Testing,sensitivity Analysis, etc. It will draw the conclusions and recommendations by means of comprehensive empirical analysis.