摘要：自从我国从2005年进行人民币汇率形成机制的改革后,银行业货币错配的存在使得汇率变动成为了影响银行业经营的重要因素。本文分析了我国16家上市银行的货币错配状况,认为我国目前银行业存在着严重的债权性货币错配,并且银行业内部货币错配严重程度存在明显差异,产生的主要原因在于我国外汇市场主体单一等一系列历史原因、商业银行客户在人民币升值预期下的套利套汇行为、以及商业银行主动的套利行为,为此笔者认为监管部门
Abstract：Since the reform of RMB exchange rate formation mechanism in 2005, the existence of currency mismatch in banking industry has made the exchange rate fluctuation an important factor affecting the operation of banking industry. This paper analyzes the 16 listed banks in China's currency mismatch situation that China's current banking credit currency with serious fault, and there are obvious difference among the banking industry with the severity of currency mismatches, the main reason lies in the main foreign exchange market of our country single and a series of historical reasons, the commercial bank customer in the expectation of RMB appreciation arbitrage Arbitrage Behavior and commercial banks active Arbitrage Behavior, therefore the author thinks regulators
