宁夏N银行贷款定价研究

发布时间：2018-05-01 05:15

本文选题：贷款定价 + 利率市场化　；参考：《宁夏大学》2017年硕士论文

【摘要】：宁夏N银行总收入近60%来自贷款业务,贷款定价的合理性,将直接决定宁夏N银行的收入水平、盈利能力和市场竞争力。本文运用文献研究法和实证分析法,研究了宁夏N银行现有的贷款定价体系,发现了风险定价趋势不合理、定价过程缺乏数据支撑、定价模型不合理、定价流程过长、分支机构缺少议价动力等问题。通过对市场通用的四种定价模型进行分析,选定了 RAROC贷款定价模型,以2016年部分中小企业贷款数据为样本进行实证分析,得到RAROC贷款定价模型体现风险因素,利率随风险变动趋势合理,能够兼顾差异化与效益性的结论。基于现状分析以及以上结论,提出宁夏N银行贷款定价机制优化设计方案。在管理机制流程方面,建议完善专门的信贷业务定价制度,运用定价管理信息系统辅助管理、高效定价,建立贷款定价监控、反馈和评价机制,区分非零售、零售产品设置不同的定价流程。在管理框架方面,建议保留利率定价小组工作机制,提升利率定价小组组长级别,增加贷款定价监控职能,强化总行业务管理部门利率管理职能。最后,基于提出的贷款定价机制和模型以及银行现状,就推广新机制提出了完善制度建设、强化管理能力,提升基础信息技术支撑能力,培养数据分析、定价专业人才等建议。
[Abstract]:Nearly 60% of the total revenue of Ningxia N Bank comes from loan business. The rationality of loan pricing will directly determine the income level, profitability and market competitiveness of Ningxia N Bank. This paper studies the existing loan pricing system of Ningxia N Bank by using literature research and empirical analysis, and finds that the risk pricing trend is unreasonable, the pricing process lacks of data support, the pricing model is unreasonable, and the pricing process is too long. Branches lack bargaining power and other issues. Based on the analysis of four common pricing models in the market, the RAROC loan pricing model is selected. Taking some SME loan data as a sample for empirical analysis in 2016, it is concluded that the RAROC loan pricing model reflects the risk factors. The interest rate is reasonable with the change trend of risk, and can give consideration to the conclusion of differentiation and benefit. Based on the analysis of the present situation and the above conclusions, the optimal design scheme of loan pricing mechanism of Ningxia N Bank is put forward. In the process of management mechanism, it is suggested to perfect the special pricing system of credit business, to use pricing management information system to assist management, to set up efficient pricing, to establish loan pricing monitoring, feedback and evaluation mechanism, and to distinguish non-retail. Retail products set different pricing processes. In the aspect of management framework, it is suggested that the working mechanism of interest rate pricing group should be retained, the level of interest rate pricing team leader should be raised, the monitoring function of loan pricing should be increased, and the interest rate management function of head office business management department should be strengthened. Finally, based on the proposed loan pricing mechanism and model and the current situation of the bank, the paper puts forward some suggestions for popularizing the new mechanism, such as perfecting the system construction, strengthening the management ability, enhancing the basic information technology supporting ability, training the data analysis, pricing professionals and so on.
【学位授予单位】：宁夏大学
【学位级别】：硕士
【学位授予年份】：2017
【分类号】：F832.4

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