兴业银行太原分行小微企业贷款定价机制研究

发布时间：2018-01-02 01:20

本文关键词：兴业银行太原分行小微企业贷款定价机制研究　出处：《太原理工大学》2014年硕士论文　论文类型：学位论文

【摘要】：贷款业务是商业银行的核心业务,贷款产品价格从微观角度看,会影响商业银行客户结构,风险程度和盈利规模；从宏观讲,它对于资源配置起着举足轻重的作用,而且对经济发展有着广泛而深刻的影响。如何提高商业银行贷款定价能力尤其是针对小微企业的贷款定价能力已然成为中国银行业普遍面临的重大理论和实践问题。本文对兴业银行太原分行小微企业贷款定价问题进行了研究,首先对相关概念进行了界定,其次对贷款定价的信息不对称理论、信用风险管理理论、价格学说进行了分析。对利率决定理论中的古典利率理论、凯恩斯流动性偏好理论、可贷资金理论、一般均衡利率论进行了阐述。并对小微企业贷款定价机制的国内外研究现状进行了综述。其次,本文对兴业银行太原分行小微企业贷款定价的现状及问题进行了分析,认为兴业银行太原分行小微企业贷款定价中存在着基础系统不完善、贷款定价模型设计不合理、贷款定价相关部门缺乏密切合作等。在以上分析的基础上,本文提出了兴业银行太原分行小微企业贷款定价的模型设计策略。在对成本导向型定价、市场导向型定价、客户导向型定价进行分析后,本文认为成本导向型定价比较适合当前兴业银行太原分行小微企业贷款的定价机制。对此机制中需要确定的贷款基础成本(包括资金成本、运营成本、税金成本)、贷款目标利润、风险溢价成本(包括期限风险溢价和违约风险溢价)、模型调整因素(包括信贷政策调整因素、客户贡献调整因素、市场调整因素)进行了详细阐述。并以案例分析的形式对所设计的模型与现行使用的定价机制进行了比较分析。最后,论文提出了兴业银行太原分行小微企业贷款定价模型的实施要求及保障因素。实施要求包括：信息搜集与分析；建立信息管理系统；风险评级与合理评估；会计分帐独立核算；健全的激励约束机制。小微企业定价模型实施的保障措施包括：构建贷款定价管理制度,强化各部门间的紧密合作,强化经营风险管控体系,提升贷款定价的主动性,加强贷款定价人才队伍的培养与储备等。
[Abstract]:Loan business is the core business of commercial banks. The price of loan products will affect the customer structure, risk and profit scale of commercial banks. From the macro point of view, it plays an important role in the allocation of resources. How to improve the loan pricing ability of commercial banks, especially for small and micro enterprises, has become a major theoretical and practical question facing the Chinese banking industry. Title. This paper studies the pricing of loans for small and micro enterprises in Taiyuan Branch of Industrial Bank. Firstly, it defines the related concepts, secondly, it defines the information asymmetry theory of loan pricing and the theory of credit risk management. The classical interest rate theory, Keynesian liquidity preference theory and loanable fund theory are analyzed. The general equilibrium interest rate theory is expounded, and the domestic and foreign research status of small and micro enterprise loan pricing mechanism is summarized. Secondly. This paper analyzes the current situation and problems of the pricing of loans for small and micro enterprises in Taiyuan Branch of Industrial Bank, and points out that the basic system is not perfect in the pricing of loans for small and micro enterprises in Taiyuan Branch of Industrial Bank of China. Loan pricing model design is unreasonable, loan pricing related departments lack of close cooperation. On the basis of the above analysis, this paper puts forward the model design strategy of loan pricing for small and micro enterprises in Taiyuan Branch of Industrial Bank of China. Customer oriented pricing is analyzed. This paper holds that the cost-oriented pricing is more suitable for the current pricing mechanism of the small and micro enterprise loan in Taiyuan Branch of Industrial Bank of China. The loan base cost (including capital cost and operating cost) needed to be determined in this mechanism. Tax cost, loan target profit, risk premium cost (including term risk premium and default risk premium), model adjustment factor (including credit policy adjustment factor, customer contribution adjustment factor). The market adjustment factors are described in detail, and the model is compared with the current pricing mechanism in the form of case study. Finally, the paper puts forward the implementation requirements and guarantee factors of the pricing model of small and micro enterprises in Taiyuan Branch of Industrial Bank. The implementation requirements include: information collection and analysis; Establishing information management system; Risk rating and reasonable assessment; Separate accounting; Sound incentive and restraint mechanism. Small and micro enterprise pricing model implementation of security measures include: construction of loan pricing management system, strengthen the close cooperation between the various departments, strengthen the management of risk management system. Promote the initiative of loan pricing, strengthen the loan pricing personnel training and reserves.
【学位授予单位】：太原理工大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33

【参考文献】