The Study On Market Risk Management Of The Export-import Bank Of China H Branch

Directly led by the State Council,wholly owned by the State,Export-Import Bank of China was established in 1994 and headquartered in Beijing.After years of construction and development,its business network has been across the country,and extended to foreign countries.For example,Tokyo,Paris,St.Petersburg and other countries and cities have set up branches.Due to the growing of business,Export-Import Bank have had hundreds of domestic and international banking related business.As an important part of China's foreign economic support system,the Export-Import Bank of China provide financial support in VaRious domestic foreign trade enterprises.It also undertakes a VaRiety of foreign trade and cash flow business,having an important role of promoting the integration of the global economy.In order to effectively research the market risk management of Export-Import Bank H branch,firstly,this paper sum up the definition of risk management from researches at home and abroad,from the perspective of methods to discuss the management and control of risk.Secondly,the paper discuses H branch's general situation,the risks faced and the bottlenecks of risk management,sums up the forms of market risk,and describes the main market risks faced in terms of RMB interest rate marketization and exchange rate reform.The risks are interest risk and exchange rate risk.Based on this,this paper designs market risk management system of H branch.Using independence,professionalism,coherence as principles,after analysis a VaRiety of market risk measurement model,we select VaR Model.Finally,from the perspectives of department set up,foreign exchange exposure management,foreign bank bond credit spreads,the investment structure as well as derivative products valet put forward the measures for H Branch to lower market risk.