商业银行中间业务产品定价研究

发布时间：2018-03-18 22:05

本文选题：中间业务产品　切入点：定价模型　出处：《安徽大学》2013年硕士论文　论文类型：学位论文

【摘要】：商业银行在伴随着繁荣的经济和金融制度改革的逐步深化,以及社会对银行需求的日新月异的变化,其自身也面临了在这个时代许多问题的约束,诸如：同行业竞争加剧、营业风险增加、业务范围受限、存贷款利息差变小等,较为单一的盈利方式阻碍了我国商业银行经营的健康稳定发展。在我国加入世贸组织以后,许多外资银行利用其自身在电子网络以及信息技术等高新科技技术方面的优势,同时在我国对外资银行开放的国家政策下,提前抢占了我国尚处于发展初期的中间业务市场。而对于我国商业银行,缺少先进的中间业务管理和成熟的定价机制,因而中间业务的发展就相对缓慢。其主要表现为：首先,大部分国内商业银行中间业务产品收入相对于总收入的比重远远低于西方国家,比亚洲成熟稳定的市场如日本、新加坡等也有不小的差距。其次,国内商业银行中间业务产品品种稀缺、覆盖范围狭小,都集中在原始的汇兑、代收代付、信用卡及信用证、抵押等产品。含有高技术含量及附加值的咨询服务类、金融衍生工具交易方面的中间业务发展不足,涵盖面小。近年来,国内资本市场发展加快,大量资金直接脱离银行中介直接进入资本市场同时,利率市场化加速挤压了之前传统存贷款业务的获利空间。因而面对以上内忧外患的中间业务市场局面,努力提高自身的各项业务能力,发展中间业务,成为国内商业银行的唯一选择。近年来,我国国内商业银行在金融服务方面取得了长足的发展,并取得了一定的成绩,但在中间业务发展上还存在诸多问题,其根源在于收费问题的不健全,价格个管理机制方面有待完善。长期以来,我国商业银行把中间业务只是作为传统存贷款业务的附属品,而中间业务定价问题关系着其自身的发展和未来,仅被作为吸引客户的方法方式是远远不够的。低价处理中间业务产品的做法不仅是对资源的极大浪费,更是违反了市场经营获利的原则和目标。2003年6月26日,《商业银行服务定价管理暂行办法》的颁布,说明了商业银行对于中间业务产品收费的权利。于是,如何利用现有的对中间业务产品定价的权力参与市场竞争,寻求定价地方优势,最终实现经营管理盈利的目标,成为了现今阶段我国商业银行的一个重要课题。之前对于中间业务定价收费研究的著作,具有很高的理论价值,同时也存在着一些不足。很多学者对于中间业务产品的定价与收费是运用贷款定价的方法,而忽视了附加值高的特点；其次,现有的研究对象没有对不同的中间业务产品进行区分,缺乏科学性。正是在这种背景下,本文在前人研究的基础上,着重研究了更适合我国商业银行的中间业务定价与收费的方式,分析和提出了较为完善的定价模型,运用理论与实际相结合的研究方式,采用实证分析与案例分析相结合的研究方法,按照以下几个部分展开： (1)从定价目标、原则、影响因素等方面对国内商业银行中间业务定价体系进行描述,通过研究非利息收入对中间业务产品收入的弹性,分析了现今阶段国内商业银行中间业务产品定价体系中存在的一些问题。 (2)本文通过建立模型分析得出,银行越是努力,政府社会剩余最大化的目标就越是容易达到,而商业银行自身利润最大化就越难实现,以此证明了政府指导定价的无效性,银行自主定价的必要性,进而提出国内商业银行定价应该采取两者相结合的模式。 (3)本文首先阐述了三种定价模型的定价原理及理论基础,分析确定了三种模型的适用范围,并指出了单一模型的缺陷。文章从市场竞争及组合产品等因素综合考虑,建立了综合定价模型,分析了综合模型的定价方案。最后,结合我国国情,对综合模型进行了价格方面的调整。 (4)文章通过信用卡业务、网银业务及几种特殊中间业务产品实例的实证分析,将几种模型应用于其中,得出了在实际定价过程中,定价区间需更加精确的结论。 (5)结论部分对现今阶段国内商业银行中间业务定价的不足和缺陷提出了一些建议,建立中间业务产品的成本核算和分摊体系等。
[Abstract]:With the gradual deepening of the commercial bank in the prosperity of the economy and financial system reform, as well as community bank needs change rapidly change, it is confronted with many problems in this era of constraints, such as: the same industry competition, increased business risk, the business scope is limited, deposit and loan interest rate differential smaller, more single profitable way hindered the healthy and stable development of China's commercial banks.
After China joined the WTO, many foreign banks use their own in the electronic network and information technology and other high-tech technology advantages, at the same time open to foreign banks in China under the national policy, is still in the early stages of the development of intermediary business in China to seize the market in advance. For China's commercial banks, the lack of intermediary business the management of advanced and mature pricing mechanism, so the development of intermediary business is relatively slow. Its main performance is: first, most of the domestic commercial banks intermediate business income relative to the proportion of total income is much lower than in western countries than in mature and stable markets in Asia such as Japan, Singapore is not a small gap. Secondly, scarce product varieties of intermediary business of domestic commercial banks, narrow coverage, are concentrated in the original exchange, collection and payment, credit cards and credit cards, mortgages and other products. With high technology content and value-added consulting services, the development of intermediary business of financial derivatives transactions lack of coverage. In recent years, the domestic capital market development, a lot of money directly from the bank intermediary directly into the capital market at the same time, before the market interest rate to accelerate the extrusion of the traditional deposit and lending business profit margins. The face of the above domestic trouble and foreign invasion of intermediate business market situation, to improve the operational capacity, the development of intermediary business, the only choice for domestic commercial banks.
In recent years, domestic commercial banks in China has made great progress in financial services, and has made certain achievements, but there are still many problems in the development of the intermediary business, has its roots in the fee issue is not perfect, the price of a management system needs to be improved. For a long time, China's commercial banks to intermediate business only as the traditional deposit and loan business accessories, and pricing of the intermediate business related to their own development and the future is only as ways to attract customers is not enough. The practice of low-cost treatment of intermediate business is not only a waste of resources, it is a violation of the principles and objectives of the market operating profit in June 26th.2003, "Interim Measures for the administration of commercial banking services pricing > promulgated, illustrates the rights for the commercial bank intermediate business fees. So, how to use the existing intermediate industry The power of pricing products to participate in market competition, seeking local advantages, and ultimately achieving the goal of management and profitability has become an important issue in China's commercial banks.
Before the study of intermediate business pricing works, has a high theoretical value, there are also some shortcomings. Many scholars are using the method of loan pricing for pricing and charging intermediate business products, while ignoring the characteristics of high added value; secondly, the existing research object does not distinguish between different intermediate business products, the lack of scientific. Under this background, on the basis of previous research, focusing on the more suitable for Intermediate Business Pricing of China's commercial bank, analyzed and put forward a comparatively perfect pricing model, using the research method of combining theory and practice, adopting the research method of empirical analysis combined with the case analysis, according to the following parts:
(1) from the principle of pricing objectives, the intermediary business of domestic commercial bank pricing system to describe the influencing factors, through the elastic research on non interest income and intermediate business income, analyzes some existing problems of intermediary business product pricing system at present stage of the domestic commercial bank.
(2) through the establishment of model analysis, banks are more efforts, the government social surplus maximization is more easy to achieve, and the commercial banks to maximize profits is more difficult to achieve, in order to prove the validity of the government guidance pricing, need bank independent pricing, and then puts forward the pricing of domestic commercial banks we should take a combination of both modes.
(3) this paper describes the pricing principle and theoretical basis of the three pricing models, analysis to determine the scope of the three models, and points out the defects of single model. The article from the market competition and the combination of products and other factors into consideration, the establishment of a comprehensive pricing model, analyzes the pricing scheme of integrated model. Finally, according to the situation of our country, the comprehensive model of the price adjustment.
(4) through the empirical analysis of credit card business, online banking business and several special intermediate business cases, several models are applied to get the conclusion that the pricing interval needs more precise conclusion in the actual pricing process.
(5) the conclusion part puts forward some suggestions for the shortage and defects of the intermediate business pricing of domestic commercial banks in the present stage, and establishes the cost accounting and sharing system of intermediate business products.

【学位授予单位】：安徽大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.33

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