山东省农村信用社贷款定价模型研究

发布时间：2018-07-08 15:39

  本文选题：农村信用社 + 贷款定价　； 参考：《河北工业大学》2014年硕士论文

【摘要】：本文以山东省农村信用社现有的贷款定价模型和许多学者的研究成果为基础，，通过对商业银行的贷款定价理论和模型进行分析，把商业银行贷款定价的一般理论应用到农村信用社贷款定价研究中，同时结合山东省农村信用社的贷款定价现状和影响贷款定价的特殊因素，在介绍山东省农村信用社贷款定价现状后，针对当前贷款定价存在的问题，在原有贷款定价模型的基础上对其进行改进，分企业和个人客户重点分析客户信用违约率、担保方式、客户综合贡献度对贷款价格的影响，形成新的定价模型，即建立一个“在人民银行基准利率的基础上，综合考虑客户风险度、担保方式和客户综合贡献度，然后考虑市场竞争程度进行议价，最终确定贷款利率”的定价模型，提出将成本核算、市场竞争程度者两项统一为目标利润率，作为外生变量进行控制，将客户违约率作为贷款定价的主要因素进行分析，同时进一步将信用等级、规模、所处行业、担保方式等转化为违约率指标，采用回归分析的方法确定贷款价格与违约率的对应关系，最后通过客户综合贡献度进行调整，最终确定贷款价格。最后，本文对实施新的贷款定价模型提出的工作建议。
[Abstract]:Based on the existing loan pricing model of Shandong Rural Credit Cooperative and the research results of many scholars, this paper analyzes the loan pricing theory and model of commercial banks. This paper applies the general theory of loan pricing of commercial banks to the study of loan pricing of rural credit cooperatives, and combines the present situation of loan pricing of rural credit cooperatives in Shandong Province and the special factors affecting the pricing of loans. After introducing the current situation of loan pricing of rural credit cooperatives in Shandong province, this paper improves the loan pricing model based on the original loan pricing model, and analyzes the credit default rate of customers by enterprises and individual customers. A new pricing model is established, which is based on the benchmark interest rate of the people's Bank of China, considering the risk degree of customer, the way of guarantee and the comprehensive contribution degree of customer. Then consider the degree of market competition to negotiate, finally determine the loan interest rate "pricing model, the cost accounting, market competition degree of the two unified as the target profit margin, as an exogenous variable to control, The customer default rate is regarded as the main factor of loan pricing. At the same time, the credit rating, scale, industry, guarantee method and so on are transformed into default rate indicators. The relationship between loan price and default rate is determined by regression analysis. Finally, the loan price is determined by adjusting the customer's comprehensive contribution. Finally, the paper puts forward some suggestions to implement the new loan pricing model.
【学位授予单位】：河北工业大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4

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