基于RAROC的进贤联社信贷利率定价机制研究
发布时间：2019-04-26 07:42
【摘要】：随着我国贷款利率市场化的全面展开，银行对贷款利率有了完全自主的定价权，，可以依据自身经营特点，目标利润，资金成本，客户信誉及经营情况等因素确定贷款利率，这种方式增强了银行贷款利率的灵活性与竞争力，对客户的吸引力将会更大。但另一方面完全自主化的贷款定价模式也必然会加剧银行之间的竞争，加大银行贷款定价的难度。若银行贷款利率定价过高，重要客户可能会流失，银行的潜在收益将减少；若定价过低，又会增加银行的信贷风险，影响其长远发展，所以如何制定一套合理科学的贷款定价方法成为了很多银行必须思考的问题。进贤县联社由于存在着历史包袱沉重，信贷管理模式不规范，不良贷款较多等问题，在与商业银行的竞争中处于弱势地位，所以在利率市场化进程中，将会面对更多的机遇和挑战。因此改变现有经营理念，树立信贷风险管理意识，建立一套符合自身发展特点的贷款定价方法是进贤联社提升竞争实力的重要途径。 本文首先回顾了国内外学者关于贷款定价的研究内容，包括贷款定价理论基础、贷款定价影响因素、贷款定价方法，并对这些内容进行了综述。然后对进贤县联社现有贷款定价方法进行了介绍及评述，指出现有贷款定价方法存在的不足及对进贤县联社今后发展的不利影响。然后在借鉴国内外学者研究的基础上提出了符合贷款利率市场化的RAROC贷款定价方法，再分别对RAROC贷款定价方法中各个因素的确定方法进行了简介，还将RAROC贷款定价方法与传统定价方法进行比较，说明其对进贤县联社的适用性。之后运用定量分析的方法，采用RAROC贷款定价方法对进贤联社某一贷款客户的贷款利率进行定价，并与原有贷款利率进行比较，说明两种定价方法的区别以及RAROC贷款定价方法的优越性。文章最后对进贤联社运用RAROC贷款定价方法提出了改进意见，包括树立以风险管理为中心的经营理念，完善信用等级评价体系，完善内部资金转移定价系统，这些都是建立RAROC贷款定价体系的基础，是保证进贤联社长期稳定发展的必要条件。
[Abstract]:With the development of the marketization of the loan interest rate in China, the bank has completely independent pricing right to the loan interest rate, which can determine the loan interest rate according to the characteristics of its own operation, the target profit, the cost of capital, the reputation of the customers and the operation condition, and so on. This approach increases the flexibility and competitiveness of bank lending rates and will be more attractive to customers. But on the other hand, the fully autonomous loan pricing mode will also aggravate the competition between banks and increase the difficulty of bank loan pricing. If the interest rate of the bank loan is too high, the important customers may lose, and the potential income of the bank will be reduced; If the pricing is too low, it will increase the bank's credit risk and affect its long-term development. Therefore, how to formulate a reasonable and scientific loan pricing method has become a question that many banks must think about. Due to the heavy historical burden, the irregular credit management mode and the large number of non-performing loans, Jinxian County Union is in a weak position in the competition with commercial banks, so it is in the process of interest rate marketization. Will face more opportunities and challenges. Therefore, changing the existing business philosophy, establishing credit risk management awareness, and establishing a set of loan pricing methods in line with their own development characteristics is an important way to improve the competitive strength of Jinxian Union. Firstly, this paper reviews the research contents of loan pricing from domestic and foreign scholars, including the theoretical basis of loan pricing, the influencing factors of loan pricing, and the loan pricing methods, and summarizes these contents. Then the paper introduces and comments on the existing loan pricing methods of Jinxian County Co., Ltd., and points out the shortcomings of the existing loan pricing methods and its adverse impact on the future development of Jinxian County Co-operative Association. Then on the basis of the research of domestic and foreign scholars, this paper puts forward the RAROC loan pricing method which accords with the marketization of loan interest rate, and then gives a brief introduction to the determination method of each factor in the RAROC loan pricing method. The RAROC loan pricing method is compared with the traditional pricing method to illustrate its applicability to Jinxian County Union. Then using the quantitative analysis method, using the RAROC loan pricing method to price the loan interest rate of a certain loan customer of Jinxian Co., Ltd., and comparing the loan rate with the original loan rate. Explain the difference between the two pricing methods and the advantages of RAROC loan pricing method. At the end of the paper, the author puts forward some suggestions on how to use RAROC loan pricing method, including establishing the management idea of risk management, perfecting the credit rating evaluation system and perfecting the internal capital transfer pricing system. These are the foundation of the RAROC loan pricing system and the necessary conditions to ensure the long-term stable development of Jinxian Union.
【学位授予单位】：南昌大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.35;F832.4
本文编号：2465876
[Abstract]:With the development of the marketization of the loan interest rate in China, the bank has completely independent pricing right to the loan interest rate, which can determine the loan interest rate according to the characteristics of its own operation, the target profit, the cost of capital, the reputation of the customers and the operation condition, and so on. This approach increases the flexibility and competitiveness of bank lending rates and will be more attractive to customers. But on the other hand, the fully autonomous loan pricing mode will also aggravate the competition between banks and increase the difficulty of bank loan pricing. If the interest rate of the bank loan is too high, the important customers may lose, and the potential income of the bank will be reduced; If the pricing is too low, it will increase the bank's credit risk and affect its long-term development. Therefore, how to formulate a reasonable and scientific loan pricing method has become a question that many banks must think about. Due to the heavy historical burden, the irregular credit management mode and the large number of non-performing loans, Jinxian County Union is in a weak position in the competition with commercial banks, so it is in the process of interest rate marketization. Will face more opportunities and challenges. Therefore, changing the existing business philosophy, establishing credit risk management awareness, and establishing a set of loan pricing methods in line with their own development characteristics is an important way to improve the competitive strength of Jinxian Union. Firstly, this paper reviews the research contents of loan pricing from domestic and foreign scholars, including the theoretical basis of loan pricing, the influencing factors of loan pricing, and the loan pricing methods, and summarizes these contents. Then the paper introduces and comments on the existing loan pricing methods of Jinxian County Co., Ltd., and points out the shortcomings of the existing loan pricing methods and its adverse impact on the future development of Jinxian County Co-operative Association. Then on the basis of the research of domestic and foreign scholars, this paper puts forward the RAROC loan pricing method which accords with the marketization of loan interest rate, and then gives a brief introduction to the determination method of each factor in the RAROC loan pricing method. The RAROC loan pricing method is compared with the traditional pricing method to illustrate its applicability to Jinxian County Union. Then using the quantitative analysis method, using the RAROC loan pricing method to price the loan interest rate of a certain loan customer of Jinxian Co., Ltd., and comparing the loan rate with the original loan rate. Explain the difference between the two pricing methods and the advantages of RAROC loan pricing method. At the end of the paper, the author puts forward some suggestions on how to use RAROC loan pricing method, including establishing the management idea of risk management, perfecting the credit rating evaluation system and perfecting the internal capital transfer pricing system. These are the foundation of the RAROC loan pricing system and the necessary conditions to ensure the long-term stable development of Jinxian Union.
【学位授予单位】：南昌大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.35;F832.4
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