上海自由贸易区内某地方商业银行S银行贷款定价策略研究

发布时间：2018-01-12 15:16

本文关键词：上海自由贸易区内某地方商业银行S银行贷款定价策略研究　出处：《上海交通大学》2014年硕士论文　论文类型：学位论文

【摘要】：中国的利率市场化发展趋势不可避免，，中国（上海）自由贸易区的建立更为率先实现完全的利率市场化提供了条件。在央行指导定价的条件下，我国商业银行习惯采用的传统贷款定价方式已很难适应现代银行管理的要求，在逐步走向利率市场化的道路上，RAROC定价模型为商业银行提供了一个很好的选择。本文通过对中国设立自由贸易区等客观事实分析，引出最主要的假设条件－中国（上海）自由贸易区内将会实施全面利率市场化。S银行于2013年11月18日在自由贸易区内设立分行，完全利率市场化的竞争环境需要更能适应市场的贷款定价模型。文章介绍了RAROC贷款定价模型的理论和应用推导，使用该贷款模型根据S银行的真实数据进行定价测算，将结果与S银行实际贷款定价进行比较，并就其中差异进行了合理的分析。 RAROC贷款定价模型能较为准确地衡量贷款风险并给出合理的利率,增加贷款的灵活性和主动权,提高银行贷款的质量和效率，可以更好的帮助S银行建立更符合市场的定价机制。
[Abstract]:The trend of interest rate marketization in China is inevitable, and the establishment of China (Shanghai) Free Trade area provides the conditions for realizing the complete interest rate marketization, under the condition of the central bank guiding the pricing. The traditional loan pricing method used by commercial banks in China has been difficult to adapt to the requirements of modern bank management and is gradually moving towards the road of interest rate marketization. RAROC pricing model provides a good choice for commercial banks. This paper analyzes the objective facts such as the establishment of free trade zone in China. Leading to the most important hypothetical conditions-China (Shanghai) Free Trade area will implement the overall interest rate marketization. S Bank in November 18th 2013 in the Free Trade area branch. The competitive environment of complete interest rate marketization needs a loan pricing model that can better adapt to the market. This paper introduces the theory and application of RAROC loan pricing model. According to the real data of S Bank, the loan model is used to calculate the pricing, and the results are compared with the actual loan pricing of S Bank, and the differences between them are analyzed reasonably. RAROC loan pricing model can accurately measure the loan risk and give a reasonable interest rate, increase the flexibility and initiative of loans, improve the quality and efficiency of bank loans. Can better help S Bank to establish more in line with the market pricing mechanism.
【学位授予单位】：上海交通大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F752.8;F832.4

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