商业银行小微企业贷款定价模式研究

发布时间：2018-01-01 01:35

本文关键词：商业银行小微企业贷款定价模式研究　出处：《安徽大学》2013年硕士论文　论文类型：学位论文

【摘要】：在现代市场经济的任何一个时期,小微企业都是一支不可忽视的生力军。小微企业在我国国民经济中占有举足轻重的地位,有效地带动了GDP、税收和就业的增长,在转变发展方式、改善民生、促进经济结构战略性调整等多个方面发挥着不可替代的作用。随着小微企业的逐步发展,对资金的需求也越来越旺盛。然而由于小微企业资产规模小、经营管理不规范、财务制度不健全、经营风险大等等种种自身原因,商业银行在对小微企业贷款时往往心存顾虑,小微企业的融资需求远未得到满足,这在很大程度上制约了小微企业的发展。另一方面,随着利率市场化的不断深入,直接融资市场的快速发展和所谓的金融脱媒现象的出现,大企业不再像以往那样依赖银行贷款,商业银行在同大客户的对话中不再处于议价的有利地位,传统业务收益水平日趋下降,商业银行主要依靠大客户的经营模式面临着巨大的挑战,商业银行纷纷寻找新的利润增长点。面对日益激烈的市场竞争,面对国外银行的进入,如何分得小微企业市场的大块蛋糕,如何创新贷款定价模式,是商业银行需要思考的问题。本文从贷款定价的基础理论出发,简要介绍了利率决定理论、信息不对理论以及信贷风险理论,概述了小微企业和贷款定价机制基本涵义,针对小微信贷的现状和贷款定价机制存在的一些问题,试图构建适合小微企业的贷款定价模式。贷款定价的基本模式主要有成本导向型定价、市场导向型定价、客户导向型定价和基于RAROC的定价,经过对这几种定价模式的比较分析,结合小微企业的实际情况,本文提出以成本导向型定价为主、兼顾其他贷款定价方法的贷款定价模式,新的贷款定价模式综合考虑了贷款基础成本率、目标利润、风险溢价以及调整因素,随后用案例证明了其可行性,为商业银行贷款定价提供了一个现实选择。商业银行在对贷款定价时不能一成不变,应当充分考虑客户、市场和自身的实际情况,并随着贷款相关因子的变化而加以调整。科学有效的贷款定价模式对银企双方来说都有利,一方面,在降低风险的前提下为商业银行带来了利润；另一方面,在贷款价格可以接受的前提下为小微企业带来了资金,从而推动了经济的增长。构建一个科学的贷款定价模式不仅仅要确立贷款定价方法,还需要做很多配套工作。在本文的结尾,笔者针对我国贷款定价机制存在的问题提出了几条建议：完善内部成本管理体系,建立责任会计管理制度和精确、合理的内部资金转移定价系统；建立客户综合效益评价体系和完善的客户信息系统；建立科学的风险管理体系；建立以客户为中心的服务理念；大力引进高素质专业金融人才,加强员工的培训和储备以及加强金融监管,创建贷款定价的公平竞争环境。
[Abstract]:In any period of modern market economy, small and micro enterprises are a new force that can not be ignored. Small and micro enterprises play an important role in the national economy of our country, and effectively drive the GDP. The growth of tax and employment plays an irreplaceable role in changing the mode of development, improving people's livelihood, promoting strategic adjustment of economic structure, etc. With the gradual development of small and micro enterprises. The demand for capital is more and more vigorous. However, due to the small scale of small and micro enterprises, the management is not standardized, the financial system is not perfect, the management risk is large and so on. Commercial banks often have concerns when lending to small and micro enterprises, the financing needs of small and micro enterprises are far from being satisfied, which restricts the development of small and micro enterprises to a great extent. On the other hand. With the deepening of interest rate marketization, the rapid development of direct financing market and the emergence of so-called financial disintermediation, large enterprises no longer rely on bank loans as before. Commercial banks are no longer in the favorable position of bargaining in the dialogue with big customers. The traditional business income level is declining day by day. Commercial banks mainly rely on the business model of big customers is facing a huge challenge. Commercial banks are looking for new profit growth points. In the face of increasingly fierce market competition, facing the entry of foreign banks, how to share the market cake of small and micro enterprises, how to innovate loan pricing model. It is a problem that commercial banks need to think about. Based on the basic theory of loan pricing, this paper briefly introduces the theory of interest rate decision, the theory of information mismatch and the theory of credit risk, and summarizes the basic meaning of small and micro enterprises and loan pricing mechanism. In view of the current situation of micro-credit and some problems in loan pricing mechanism, this paper tries to construct a loan pricing model suitable for small and micro enterprises. The basic models of loan pricing are mainly cost-oriented pricing, market-oriented pricing. Customer oriented pricing and pricing based on RAROC, through the comparative analysis of these pricing models, combined with the actual situation of small and micro enterprises, this paper puts forward the cost-oriented pricing. Considering other loan pricing methods, the new loan pricing model takes into account the loan base cost rate, target profit, risk premium and adjustment factors, and then proves its feasibility by case study. It provides a realistic choice for loan pricing of commercial banks. Commercial banks can not be fixed in the pricing of loans, should fully consider customers, markets and their own actual situation. The scientific and effective loan pricing model is beneficial to both banks and enterprises. On the one hand, it brings profits to commercial banks on the premise of reducing risk. On the other hand, financing for small-and-micro businesses at acceptable loan prices has boosted economic growth. To construct a scientific loan pricing model, we not only need to establish the loan pricing method, but also need to do a lot of supporting work. The author puts forward several suggestions in view of the problems existing in the loan pricing mechanism of our country: perfecting the internal cost management system, establishing the responsibility accounting management system and the accurate and reasonable internal fund transfer pricing system; Establish customer comprehensive benefit evaluation system and perfect customer information system; Establishing a scientific risk management system; Establish a customer-centric service concept; We should make great efforts to introduce high-quality professional financial talents, strengthen staff training and reserve, strengthen financial supervision, and create a fair competitive environment for loan pricing.
【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】：F832.4

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