汇率波动、货币错配与银行稳定:理论及经验分析

被引：2

作者：

段军山

机构：

[1] 广东商学院金融学院

来源：

兰州商学院学报 | 2006年 / 05期

关键词：

汇率波动; 货币错配; 银行稳定; 本币升值;

D O I：

暂无

中图分类号：

F832.6 [汇兑、对外金融关系];

学科分类号：

摘要：

伴随着经济的开放,汇率波动对银行经营的影响亦越来越大。本币贬值会改变企业和银行的资产负债状况,加剧银行危机。汇率波动与银行脆弱性的理论基础来自三种观点道德风险论、原罪论和承诺问题论。在本币升值的情况下,银行资产的货币错配可能引发银行危机。我国人民币存在持续的升值压力,随着资本项目的进一步开放,利益驱动下的货币错配将大量暴露在汇率变动的风险中。

引用

页码：58 / 63

页数：6

共 12 条

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