农村商业银行贷款定价方法设计及其检验

发布时间：2018-03-20 08:29

本文选题：贷款定价　切入点：成本加成法　出处：《南京农业大学》2013年硕士论文　论文类型：学位论文

【摘要】：我国的利率市场化进程催生农村商业银行进行利率定价方法研究和改进的需求。本文通过梳理目前国内外商业银行理论和实务界常用的贷款定价方法,结合我国目前的银行业市场竞争情况和农村商业银行的经营管理水平、数据积累情况,提出考虑客户关系的成本加成法,即贷款利率=资金成本率+运营费用率+预期损失率+利润率-基于客户关系的利率折让；并进一步给出了定价模型各组成部分的测算方法。然后,把该农村商业银行的其它相关数据代入模型求出样本客户贷款的模型利率,并对模型利率与实际利率进行了对比分析。分析结果认为本文提出的定价模型具有一定的科学性和现实适用性,为利率市场化背景下农村商业银行贷款利率的科学合理定价提供了一种借鉴方法。但由于样本数据偏少及作者的水平所限,本文对于违约概率PD的测算结果仍然不尽如人意,使得本文所提出的贷款定价模型目前尚不能直接应用到农商行的经营管理实践中。在以后的研究中,本文仍将着重加强这方面的工作,力求能够把研究成果做到可以应用的水平。
[Abstract]:The process of interest rate marketization in our country gives rise to the need for rural commercial banks to study and improve their interest rate pricing methods. According to the current situation of banking market competition in China and the management level and data accumulation of rural commercial banks, the cost addition method considering customer relationship is put forward. That is, loan interest rate = capital cost rate, operating cost rate, expected loss rate, profit margin, interest rate discount based on customer relationship, and further gives the calculation method of each component of pricing model. The other relevant data from the rural commercial bank are added to the model to find out the model interest rate of the sample customer loan. The model interest rate is compared with the real interest rate. The results show that the pricing model proposed in this paper is scientific and practical. This paper provides a reference method for the scientific and reasonable pricing of loan interest rate of rural commercial banks under the background of market-oriented interest rate. However, due to the limited sample data and the author's level, the calculation results of the probability of default PD in this paper are still not satisfactory. Therefore, the loan pricing model proposed in this paper can not be directly applied to the management practice of agricultural and commercial banks at present. In the future research, this paper will still focus on strengthening the work in this area. Strive to be able to do research results can be applied to the level.
【学位授予单位】：南京农业大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4

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