D银行贷款综合定价优化研究

发布时间：2018-08-03 13:07

【摘要】：在我国资本市场建设过程中,利率市场化是不可或缺组成部分,自1996年我国放开了银行间同业拆借市场开始,利率改革不断推进,2013年10月,央行宣布了贷款基础利率(即LPR)集中报价和发布机制投入运行,意味着利率改革进程又迈出了一大步。银行作为利率市场的主要参与者,其经营环境也面临着越来越多的挑战和冲击。一直以来,我国的贷款利率都受到严格管制,各商业银行在贷款定价研究方面投入相对不足,缺乏动力,定价方法通常过于简单,而在利率市场化下,利率管制将逐渐放松乃至是解除,这就给商业银行带来了更大定价自主权,但同时也考验着各商业银行的自主定价能力。在此背景下,我国商业银行提高自身的贷款定价能力将变得十分重要。D银行是国内一家大型商业银行,一直以来,我国“两基一支”等重点领域的建设和发展提供了巨大的金融支持,然后由于其业务的特殊性,其在贷款定价管理方面存在某些不足,因此本文选取我国某大型商业银行——D银行为研究对象,通过对其贷款定价过程中存在问题进行分析,结合国内外对贷款定价的理论研究,提出了一些构建综合定价模型的思路。首先,本文总结贷款定价的基本理论和国外常见定价模型并进行了对比分析,确定了贷款定价的影响因素;其次,本文选取国内的一家大型商业银行D银行,阐述了当前现状和机制,揭示其中存在的问题,并做了较为详细的分析;再次,结合本人对贷款定价理论的了解以及在D行实习的工作经验,通过分析,构建了一套综合定价的基本思路,并通过推算确定了其中的参数,并为完善D行贷款定价机制提出了一些意见;最后针对模型中存在的不足给出了今后的研究展望。整体而言,利率市场化为D银行带来了机遇和挑战,D银行需要不断探索适合自身的贷款定价模型,从而在为国家和地方的开发建设提供金融服务的同时,不断提高自身的经营业绩。
[Abstract]:In the process of capital market construction in China, interest rate marketization is an indispensable part. Since 1996, our country has liberalized the interbank lending market, the interest rate reform has been advancing continuously, in October 2013, The central bank's announcement of a centralized pricing and publishing mechanism for the lending base rate, or LPR, is another big step forward in the interest rate reform process. As the main participants in interest rate market, banks are facing more and more challenges and impacts. All along, the loan interest rate of our country is under strict control, the commercial banks are relatively insufficient in the research of loan pricing, lack of motivation, the pricing method is usually too simple, and under the interest rate marketization, Interest rate control will be gradually relaxed or even lifted, which will bring greater pricing autonomy to commercial banks, but also test the independent pricing ability of commercial banks. In this context, it will become very important for our commercial banks to improve their loan pricing ability. Bank D is a large commercial bank in China. The construction and development of China's "two bases, one branch" and other key areas have provided enormous financial support. Then, due to the particularity of its business, there are some shortcomings in the management of loan pricing. In this paper, a large commercial bank in China, D Bank, is selected as the object of study, through the analysis of the existing problems in the process of loan pricing, combined with the theoretical research on loan pricing at home and abroad. Some ideas of constructing a comprehensive pricing model are put forward. First of all, this paper summarizes the basic theory of loan pricing and foreign common pricing models and makes a comparative analysis to determine the factors affecting loan pricing. Secondly, this paper selects a large domestic commercial bank D bank. This paper expounds the current situation and mechanism, reveals the existing problems, and makes a more detailed analysis. Thirdly, combined with my understanding of the loan pricing theory and the experience in practice in line D, through the analysis, This paper constructs a set of basic ideas of comprehensive pricing, determines the parameters through calculation, and puts forward some suggestions for perfecting the pricing mechanism of D line loans. Finally, the future research prospect is given in view of the shortcomings of the model. On the whole, interest rate marketization has brought opportunities and challenges to D Bank. Bank D needs to explore its own loan pricing model constantly, so as to provide financial services for national and local development and construction. Constantly improve their own business performance.
【学位授予单位】：华中科技大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4

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