The Impact Of Exchange Rate Fluctuation On The Risk Commitments Of Chinese Commercial Banks

With the continuous progress of China's economic globalization,the economic relations between China and the countries of the world have become deeper and wider.In the face of more and more frequent exchange rate changes,the relationship between the exchange rate and the risk bearing of commercial banks is becoming more closely.In this paper,the quarterly data of 16 listed banks in China after the remittance(the first quarter of 2008 to the third quarter of 2016)are the research samples.By constructing the panel regression equation,the impact of the RMB exchange rate fluctuation on the risk bearing of commercial banks is tested.The thesis begins with the definition of the risk bearing of commercial banks and decomposes the risk bearing of commercial banks.After describing the main risks such as credit risk,market risk and operation risk,this paper expounds several factors that affect the risk bearing of commercial banks,mainly in four aspects: the business situation of commercial banks.The governance level of commercial banks,the market environment of commercial banks and the economic environment of commercial banks.Based on the analysis of related theories and influencing factors,we make an empirical analysis,and finally draw the conclusions and recommendations of this paper.The main conclusions of this paper are: first,the risk bearing behavior of the exchange rate changes of commercial banks has a significant existence.In the case of other conditions,there is a negative correlation between the exchange rate change and the agency variables of commercial banks' risk,that is,the decline of the exchange rate may lead to the increase of the risk of commercial banks,and conversely,the rise of the exchange rate will lead to the increase of the exchange rate.The risk of commercial banks will be reduced.Second,exchange rate changes will play a very important role in the current risk bearing of commercial banks during the period of a specific uplink of the economic cycle,especially from the two aspects of the risk of bankruptcy and the accumulation of risky assets,which have an important role.More significant.In addition,in the process of current exchange rate change,exchange rate changes will not always affect the risks of commercial banks with a fixed effect.On this basis,the possibility of the change of asymmetric characteristics will not be underestimated.Finally,this paper throws out some suggestions,such as establishing the risk bearing management mechanism,optimizing the financial ecological environment and improving the market condition supervision of commercial banks.