中信银行青岛分行基于RAROC的贷款定价实证研究

发布时间：2018-01-22 00:23

本文关键词： 中信银行贷款定价 RAROC　出处：《青岛大学》2017年硕士论文　论文类型：学位论文

【摘要】：贷款业务是商业银行获取利润的主要来源,是商业银行生存的基础。当前,贷款定价是利率市场化环境下商业银行的核心业务,贷款定价是否合理,既关系到银行自身盈利大小,也涉及到我国实体经济能否顺利转型的问题。就中信银行而言,贷款的利息收入占全行利润来源的70%左右,风险评估和贷款定价能力强弱,直接影响银行的持续经营和获利能力。在分行层面,贷款定价的合理与否直接影响着银行的收益水平和客户关系,定价过高或过低都会(银行)成不良影响,贷款定价研究具有现实意义。本文计划通过文献研究、案例分析、调查研究等方法,(青岛分行的贷款定价进行深入细致的研究与梳理,预期在相(准确的风险计量的基础上,推(分行的)RAROC为基础的贷款定价体系完善,挖掘存量授信的利润空间,在总行指导范围内实现资源的精准配置,增进银企的合作关系。研究内容主要分为四部分:一是梳理分析贷款定价的影响因素,定价方法及其(比。二是分析中信银行青岛分行贷款定价现状和存在的问题,深入分析了其优化贷款定价方式的必要性。三是在明确中信银行青岛分行优化贷款定价方式的目标后,利用相关方法和数据,全面建立中信银行青岛分行RAROC贷款定价模型,并利用某公司进行验证分析。四是提出实施中信银行青岛分行RAROC贷款定价模式的相关保障措施。通过本文研究,一是建立了中信银行青岛分行RAROC贷款定价模型,并(其进行了实证分析,二是提出了完善商业银行信贷管理信息系统、优化贷款价格审批流倡、优化贷款价格审批流倡、实现部门间的通力合作、建立科学、有效的激励机制、建立健全科学的教育培训体系、建设银行核心文化等保障措施,为银行贷款定价模式的实施提供了保障。
[Abstract]:Loan business is the main source of commercial banks' profits and the basis of commercial banks' survival. At present, loan pricing is the core business of commercial banks in the interest rate market-oriented environment, and whether the loan pricing is reasonable or not. As far as CITIC Bank is concerned, the interest income of the loan accounts for about 70% of the whole bank's profit source. The strength of risk assessment and loan pricing ability directly affect the continuing operation and profitability of banks. At the branch level, whether the loan pricing is reasonable or not has a direct impact on the bank's income level and customer relationship. Too high or too low pricing will have a negative impact, loan pricing research is of practical significance. This paper plans to use literature research, case analysis, investigation and other methods. (Qingdao Branch of the loan pricing in-depth and detailed research and combing, based on the expected phase (accurate risk measurement, push) (branch of the ROC as the basis of the loan pricing system) perfect. Excavate the profit space of stock credit, realize the accurate allocation of resources within the guidance scope of the head office, enhance the cooperation relationship of the bank and enterprise. The research content is mainly divided into four parts: first, combing and analyzing the influencing factors of loan pricing. Pricing method and its (ratio. 2) the analysis of CITIC Bank Qingdao Branch loan pricing status and existing problems. After analyzing the necessity of optimizing loan pricing mode, the third is to make clear the target of optimizing loan pricing method in Qingdao Branch of CITIC Bank, and make use of relevant methods and data. The pricing model of RAROC loan in Qingdao Branch of CITIC Bank is established. And the use of a company to verify the analysis. Fourth, put forward the implementation of CITIC Bank Qingdao Branch of RAROC loan pricing model related safeguards. Through this study. The first is to establish the RAROC loan pricing model of CITIC Bank Qingdao Branch, and (2) to improve the credit management information system of commercial banks and optimize the loan price approval flow. We should optimize the loan price approval flow, realize the cooperation among the departments, establish scientific and effective incentive mechanism, establish and perfect the scientific education and training system, and construct the core culture of the bank. It provides guarantee for the implementation of bank loan pricing model.
【学位授予单位】：青岛大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4

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