我国中小商业银行贷款定价模式研究

发布时间：2018-01-04 13:23

本文关键词：我国中小商业银行贷款定价模式研究　出处：《郑州大学》2017年硕士论文　论文类型：学位论文

【摘要】：2013年我国贷款利率市场化正式完成,标志着我国市场经济建设迈入了一个新的层级。贷款利率的放开能够给予商业银行定价自主权,但是,也对银行的贷款定价能力提出了挑战。中小商业银行是我国金融市场的重要组成部分,对我国金融市场的健康稳定发展起着关键性的作用,通过对我国中小商业银行贷款定价发展历程的研究,由于我国先前严格的利率政策,我国中小商业银行的贷款利率一直是参照官定利率,在官定利率的规定范围内对贷款进行定价,定价能力与自主定价积极性都不强,随后的贷款定价探索过程中,虽然利率管制相对放宽,但是由于经济发展环境的影响和中小商业银行自身所处的发展阶段,在取得贷款定价进步的同时,我国中小商业银行所采用的贷款定价方式也存在着一些问题,在定价权放开的背景下,如何提升中小商业银行的定价能力是一个亟待解决的问题。通过对西方发达商业银行定价模式的研究,其主要使用的定价模型为成本加成模型、基准利率加成模型、客户贡献度模型以及RAROC定价模型,通过对几种定价模型的研究,发现其有各自的优缺点和贷款定价倾向。其中,使用最为广泛,定价准确性最高的是RAROC定价模型。通过对我国利率市场化进程和银行自身状况的分析,我国中小商业银行具备使用RAROC定价模型的客观基础。客观考察RAROC定价模型,其计算公式中并没有关于银企关系的因素,这严重脱离了现阶段商业银行业务的实际情况,在使用计量方法确定了RAROC模型各要素的计算公式后,对原有模型进行修改,加入了客户贡献要素,使模型能够根据客户对中小商业银行的贡献对利率做出动态调整。通过实证,改进后的RAROC定价模型能够照顾到非预期风险,符合新资本协议的要求;并能根据客户为银行提供的收益给出优惠利率,满足银行更深层次挖掘存量客户的需要。这对于中小商业银行降低贷款风险,提高定价能力和竞争力有着积极的作用。
[Abstract]:In 2013, the marketization of loan interest rate in our country was formally completed, marking that the construction of market economy of our country has entered a new level. The liberalization of loan interest rate can give commercial banks pricing autonomy, but. Small and medium-sized commercial banks are an important part of our financial market and play a key role in the healthy and stable development of our financial market. Through the study of the development of loan pricing of small and medium-sized commercial banks in China, because of the strict interest rate policy, the loan interest rate of small and medium-sized commercial banks in China has always been the reference rate. Pricing of loans within the scope of government interest rates, pricing ability and independent pricing enthusiasm are not strong, later in the loan pricing exploration process, although the interest rate control is relatively relaxed. However, due to the impact of the economic development environment and the development stage of the small and medium-sized commercial banks themselves, while making progress in loan pricing, there are some problems in the loan pricing methods adopted by the small and medium-sized commercial banks in China. In the context of the liberalization of pricing power, how to improve the pricing ability of small and medium-sized commercial banks is a problem to be solved urgently. The main pricing models are cost addition model, benchmark interest rate addition model, customer contribution model and RAROC pricing model, through the study of several pricing models. It is found that it has its own advantages and disadvantages and loan pricing tendency. Among them, the most widely used and the most accurate pricing model is the RAROC pricing model. Through the analysis of the interest rate marketization process and the bank's own situation in China. China's small and medium-sized commercial banks have an objective basis for using the RAROC pricing model. When the RAROC pricing model is objectively investigated, there are no factors related to the relationship between banks and enterprises in its calculation formula. This seriously deviates from the actual situation of commercial bank business at the present stage. After the calculation formula of each element of RAROC model is determined by using the measurement method, the original model is modified and the customer contribution factor is added. The model can dynamically adjust the interest rate according to the customer's contribution to the small and medium-sized commercial banks. The improved RAROC pricing model can accommodate the unexpected risks and meet the requirements of the new capital agreement. And can give preferential interest rate according to the income that the customer provides for the bank, satisfy the need of the bank to dig the stock customer deeper level, this reduces the loan risk for the small and medium-sized commercial bank. Improving pricing power and competitiveness has a positive effect.
【学位授予单位】：郑州大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4

【相似文献】