At present, commercial banks generally use "accumulated foreign exchange exposure positions" to represent their foreign exchange exposure, and report this indicator at the end of each quarter. Cumulative foreign exchange exposure position is the average of the difference between exchange rate-sensitive foreign exchange assets and exchange rate-sensitive foreign exchange liabilities at the end of each month in a quarter. In order to measure the exchange rate risk of commercial banks, China Banking Regulatory Commission introduced the cumulative foreign exchange exposure ratio index into the core indicators of risk supervision of commercial banks: foreign exchange exposure ratio = foreign exchange exposure/net capital.