I 摘要 新疆维吾尔自治区地处祖国西北角，因其周边国家数量众多，悠久的通商历 史，成为与“一带一路”沿线国家的开展国际贸易的重要枢纽。国内外贸企业的 综合实力提高，伴随着国际贸易中话语权的提升，将结算货币规定为本币的可能 性大幅上升，金融机构应跨境人民币结算需求推出跨境人民币交易，推动了人民 币国际化的进程。因该业务产生时间短，制度规范不成熟，商业银行在运行过程 中仍存在着一定程度的风险隐患，给业务稳健发展带来新的挑战。 本文以Z银行新疆分行作为研究对象，基于目前跨境人民币交易推广过程中 遇到的风险瓶颈，通过采用多种研究方法，研究的同时联系现实情况提出解决办 法。首先，正文展现了跨境人民币业务的相关观点与理论研究情况；其次，基于Z 银行新疆分行的跨境人民币交易推广状况进行多角度探究，引用全面风险管理理 论，归纳总结存在的风险管理问题，主要包含信用与操作两大方面风险类别，即 授信风险、跨境业务现行规章制度欠缺、人才体系建设不完善、业务人员风险意 识淡薄、业务经办人员专业能力不足、外部欺诈等具体问题，针对以上问题从宏 观与微观因素两方面进行成因分析；接着，因本文识别出的风险种类主要为操作 风险范畴，属于商业银行把控程度较高的风险，故利用操作风险主要工具即风险 控制与评估、关键指标法、损失事件收集，共三种方法对其进行识别与评估、控 制与评价等风险管理流程；最后，从Z银行新疆分行内外环境建设、组织架构等 方向提出了相关对策，包含完善从事业务机构准入制度、切实落实展业原则、建 立风险内评机构、加强从业人员的风险防范意识和能力、创新有效的风险对冲产 品、加强与海外分支机构的业务联动、完善跨境人民币监测分析框架、积极宣传 跨境人民币业务、协调本外币监管工作共九项措施，旨在为Z银行新疆分行跨境 人民币风险管理工作提供参考，意在促进跨境交易稳健提升。 关键词:新疆;商业银行;跨境人民币业务;风险管理 ABSTRACT II ABSTRACT Theallaroundstrategybringsnewopportunitiesandchallengestocross-border RMBbusinessinXinjiang.AsaimportantgatewaytoChina'sopeningup,Xinjiang maintainsstabledevelopmentofcross-borderRMBbusiness,increasingmarket participants,enrichingcross-borderRMBbusinesstypes,rapidlyexpandingbusiness scalebringopportunitiestothecross-borderRMBbusinessdevelopmentofbanksin Xinjiang.However,theriskproblemofcross-borderRMBincommercialbankbusiness developmentisgrowing.ThispapertakesXinjiangbankofZbankastheresearch object,andseeksappropriatesolutionstotheproblemsintheriskmanagementprocess ofcross-borderRMBbusiness. Thispapermakesacomprehensiveuseofliteratureresearch,statisticalanalysis, caseanalysis,theoryandpractice.Firstly,theconceptandrelevanttheoriesof cross-borderRMBbusinessaredefined.SecondtoZbankXinjiangbranchasthe researchobjectonthebackgroundandcurrentsituationofthedevelopmentofthe cross-borderRMBbusiness,combinedwiththebankoverallriskmanagementtheory, thispaperZbankXinjiangbranchriskmanagementproblemsthatexistinthe cross-borderRMBbusiness,mainlyincludingcreditriskandoperationalrisk.The creditrisk,currentsystemlackcross-borderRMBbusiness,cross-borderbusiness systemisnotperfect,thebusinessriskconsciousness,theorganizationofbusiness personnelprofessionalabilityinsufficiency,theexternalfraudandotherspecificissues; Thispaperanalyzesthecausesoftheaboveproblemsfromtwoaspects:macroscopic factorsandmicroscopicfactors.BasedonZcross-borderRMBbusinessofbankrisk basicallyforoperationalriskcategory,andoperationalriskbelongstothecommercial Bankstomeetthehighdegreeofrisk.Secondly,inthispaper,themainthreetoolsuseof operatingriskidentificationandassessmentarerisk(RACA),keyriskindicators(KRI) andoperationalrisklossevents(LDC).Lastly,fromZbankXinjiangbranchofthe internalenvironment,organizationconstruction,thebankoftheexternalenvironmentis putforwardtopromotecross-borderRMBbusinessriskmanagementcountermeasure, containsperfectcross-borderRMBbusinessaccesssupervisionmechanism,earnestly implementtheacquisitionprinciple,buildinternalriskassessmentmechanism, strengtheningtheriskpreventionconsciousnessandabilityofbusinesspersonnel, effectivelyhedgetheriskofproductinnovation,strengtheningandoverseasbranchesof ABSTRACT III linkage,perfectingthecross-borderRMBbusinessmonitoringanalysisframework, multi-channelpropaganda,coordinatinglocalandcross-borderRMBbusinessproduct regulationninemeasures.Itaimstoprovidereferencefortheriskmanagementof cross-borderRMBbusinessofXinjiangbranchofZbankandpromotethesteady developmentofcross-borderRMBbusiness. Keyword:Xinjiang;CommercialBank;CrossBorderRMBBusiness;Risk Management 目录 I 目录 1绪论.............................................................................................................................1 1.1研究背景与意义...................................................................................................1 1.1.1研究背景.......................................................................................................1 1.1.2研究意义.......................................................................................................2 1.2文献综述...............................................................................................................2 1.2.1国内文献综述...............................................................................................2 1.2.2国外文献综述...............................................................................................3 1.3研究的结构与方法...............................................................................................3 1.3.1研究结构.......................................................................................................3 1.3.2研究方法.......................................................................................................4 1.4论文创新点及不足之处.......................................................................................5 第2章跨境人民币业务风险管理理论综述...............................................................7 2.1跨境人民币业务理论...........................................................................................7 2.1.1货币国际化理论...........................................................................................7 2.1.2人民币国际化...............................................................................................7 2.1.3跨境人民币业务理论...................................................................................7 2.2风险管理理论.......................................................................................................8 2.2.1金融风险管理理论.......................................................................................8 2.2.2内部控制理论...............................................................................................9 2.2.3全面风险管理理论.......................................................................................9 2.3银行跨境业务的主要风险...................................................................................9 2.3.1政策风险.......................................................................................................9 2.3.2市场风险.....................................................................................................10 2.3.3信用风险.....................................................................................................10 2.3.4操作风险.....................................................................................................11 第3章Z银行新疆分行跨境人民币业务风险管理现状与问题..............................12 3.1新疆地区跨境人民币业务发展态势.................................................................12 3.2Z银行新疆分行跨境人民币业务发展概况......................................................12 3.2.1经常项目下结算下降明显.........................................................................13 目录 II 3.2.2资本项目项下结算数据提高.....................................................................14 3.2.3省内各地区业务发展不均衡.....................................................................15 3.2.4跨境业务开办银行较集中.........................................................................16 3.3Z银行新疆分行跨境人民币业务发展总体特征..............................................17 3.3.1跨境人民币市场份额呈下降趋势.............................................................17 3.3