The Research Of The Foreign Currency Exchange Transaction Risk Management Of Commercial Bank

The foreign exchange market oneself becomes the global biggest transaction market through the short several dozens years, the foreign exchange market no matter is in the breadth or in the depth development speed all is astonishing, the foreign exchange business transaction main body also from former primarily develops by the commercial bank to the commercial bank, the investment bank, foreign exchange transaction business, the broker discusses, the multinational corporation, fund manager, the insurance company, the government, the Central Bank, the superannuation fund and so on many main bodies, the daily business volume rose from 1 billion US dollars in 1974 to 218 billion US dollars in 2006.Looking from the global development tendency, it increases day by day lawsuit, split-cycle control law and supervising and managing system, new economic type (for example network bank, electronics trade and soon) the appearance, the more complex instrument of exchange and the transaction strategy, the technical system reliability, the business volume enhancement, the supervising and managing request is day by day strict and so on, all has increased the operation risk which the financial organ faces, this kind of change also starts to urge the operation risk management to change the practice from the theory.If it does not have the database in the 1990s international financial circles regarding the operation risk which the unification the definition, the general acceptance weight method, has not been allowed publicly to gain, not the mature technology and software, supervise and manage has not introduced the enough attention. Then, looking from the current situation, the international financial circles the progress which obtain in the operation risk management are quite obvious: If already had a more consistent approval about the operation risk definition, starts to establish the feasible actual weight operation risk the method, many advanced banks already started to establish the mature database, in the market already have the many kinds of technical service and software sell, take the Basel committee as representative's supervise and manage, already to operated the risk to give the enough value.This article utilizes the international finance foreign exchange transaction theory and the knowledge, the parallel connection gathers the current bank foreign currency trading development the reality, introduced the foreign exchange transaction operation risk management development situation, had pointed out strengthens the operation risk management the importance and the urgency. Through with the market risk and the credit risk comparison, union operation risk definition subdividing, had pointed out the operation risk definition particularity, has been clear about the operation risk limits, analyzed the Basel Accord to operate the risk weight the means, put forward the application proposal. The foreign exchange operation risk management strategy research part, introduced the general control means and the use insurance carry on the new mentality which the risks lows release above, through the real case analysis, utilized the theory and the method has carried on the recognition, the weight and the control to in our country emerging service - foreign exchange business service operation risk, and proposed the foreign exchange operation risk administration center should pay attention content.