中国农信社贷款利率定价模式探讨

发布时间：2018-01-14 16:39

本文关键词：中国农信社贷款利率定价模式探讨　出处：《广东财经大学》2013年硕士论文　论文类型：学位论文

【摘要】：目前，农信社的利率定价普遍采取基准利率加点模式，该模式未考虑农信社的经营成本、目标利润率、税负水平以及竞争等要素，风险加点也过为简单，因而难以科学合理地量化信贷中的潜在风险，实践中“人情利率”、利率浮动“一刀切”及“一浮到顶”等现象较为普遍。随着利率市场化进程加快，农信社现有的利率定价模式不仅制约了“三农”经济的发展,也成为了农信社自身发展的瓶颈。为此，构建科学合理的农信社定价模式显得尤为迫切。在本文中，笔者首先对贷款利率定价的主要理论及方法进行综述，并运用分析比较的方法对目前国外常用的利率定价模式进行了优缺点分析，接着对我国商业银行目前利率定价过程中面临的问题进行了综合分析，然后再对农信社贷款利率定价背景、现状及存在问题进行详细剖析，发现农信社的定价模式定价时考虑的因素较少，，没有完全体现风险与收益相匹配、区别对待等原则。基于上述分析，笔者提出了构建农信社贷款利率定价模式时需遵循便利性、可操作性、合理性、效益性、市场性和差异化等六条原则。接着，在综合成本加成模式和基准利率加点模式的基础上，本文构建了新的农信社的贷款利率定价模式。该模式的基本思路是农信社利率应该包含基本利率以及风险补偿价格两部分，主要特点是：模式除了体现农信社的资金成本、经营成本、目标利润率、税负水平等主要要素对利率的影响外，还通过合理设置限制条件，体现了在利率市场化的背景下同一地区银行机构的贷款业务竞争因素以及贷款客户差异化定价因素。最后的实证结果显示，本文所构建的贷款利率定价模式所确定的农信社贷款利率符合理论预期，与农信社实际利率也有一定的接近性。
[Abstract]:At present, the interest rate pricing of RCCs generally adopts the model of benchmark interest rate addition, which does not take into account the operating cost, target profit rate, tax burden level and competition factors of RCCs, and the risk increase is too simple. Therefore, it is difficult to scientifically and reasonably quantify the potential risks in credit. In practice, the phenomena of "human interest rate", "one-size-fits-all" interest rate floating and "floating to the top" are relatively common. The current interest rate pricing model of RCCs not only restricts the development of the economy of agriculture, rural areas and farmers, but also becomes the bottleneck of the development of RCCs. Therefore, it is particularly urgent to construct a scientific and reasonable pricing model of RCCs. In this paper, the author first summarizes the main theories and methods of loan interest rate pricing, and analyzes the advantages and disadvantages of interest rate pricing models commonly used abroad by means of analysis and comparison. Then the paper makes a comprehensive analysis of the problems faced by commercial banks in the process of interest rate pricing, and then makes a detailed analysis of the background, current situation and existing problems of the interest rate pricing of RCCs. It is found that the pricing model of RCCs takes less factors into consideration, and does not fully reflect the principles of matching risk and income, differential treatment, etc. Based on the above analysis. The author puts forward six principles of convenience, maneuverability, rationality, efficiency, marketability and differentiation when constructing the pricing mode of interest rate of rural credit cooperatives. On the basis of the cost plus model and the base interest rate plus point model. This paper constructs a new pricing model of loan interest rate for RCCs. The basic idea of this model is that the RCCs interest rate should consist of two parts: the basic interest rate and the risk compensation price. The main characteristics of the model are: in addition to reflect the rural credit cooperatives' capital cost, operating costs, target profit rate, tax burden level and other main elements of the impact on the interest rate, but also through the reasonable setting of restrictions. Under the background of interest rate marketization, it reflects the competitive factors of loan business and the differential pricing factors of loan customers in the same region. Finally, the empirical results show that. The pricing model of the loan interest rate established in this paper accords with the theoretical expectation and is close to the real interest rate of the rural credit cooperative.
【学位授予单位】：广东财经大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4

【参考文献】