我国商业银行对公贷款定价上、下限探究

发布时间：2018-04-06 00:28

本文选题：商业银行　切入点：贷款定价　出处：《东北师范大学》2013年硕士论文

【摘要】：利率市场化为商业银行自主定价准备了条件，也对其定价水平提出了较高的要求。贷款定价是商业银行信贷业务中至关重要的环节，关系到银行的资产质量和盈利水平。贷款定价上、下限的确定对于实现银行的安全性和盈利性目标、保证银行可持续经营和应对市场竞争具有重要意义。确定贷款价格的上、下限能够为我国商业银行提供一个可以接受的贷款价格区间，银行在此区间中确定一个能够达到银行利润目标的理想价格，以此来与重要的借款人和竞争对手进行谈判，从而既保证覆盖贷款风险和成本，又完成利润目标；贷款价格上下限的确定使得银行面对竞争对手的反应更加迅速，并且不会判断失误。同时，贷款定价上限还可以防范定价过高出现逆向选择和道德风险；通过对贷款价格下限和市场价格的比较还能够帮助商业银行努力降低自身成本，迎接市场竞争的挑战。目前国内关于商业银行贷款定价方面的研究集中在定价模式和模型方面，在贷款定价的上下限问题的研究上还鲜有研究，偶见描述，，也都是一笔带过。本文的主要内容就是从贷款定价上下限的视角来对我国商业银行对公贷款定价进行探究。本文框架如下：第一章是引言，包括相关概念的解释说明、研究背景和意义、相关文献综述和本文创新点和不足点；第二章是相关理论回顾；第三章研究了我国商业银行对公贷款定价的现状、现行的定价方法、存在的问题及原因以及确定贷款定价上下限对我国商业银行的重要意义；第四章对我国商业银行对公贷款定价上下限进行了理论探讨及适用性分析；第五章对于确定我国商业银行对公贷款定价上下限的难点进行了研究，并给出结合了贷款定价上下限的我国商业银行对公贷款定价的一般流程，最后以两个案例进行分析。第六章给出了本文的一些结论及建议。
[Abstract]:Interest rate marketization provides conditions for commercial banks to set their own prices and puts forward higher requirements for their pricing level.Loan pricing is a crucial link in the credit business of commercial banks, which is related to the quality of assets and profitability of banks.On the loan pricing, the determination of the lower limit is of great significance to realize the security and profitability of the bank, to ensure the sustainable operation of the bank and to cope with the market competition.Determining the upper and lower limits of the loan price can provide an acceptable loan price range for the commercial banks of our country, in which the bank determines an ideal price that can reach the bank's profit target.In order to negotiate with key borrowers and competitors to cover both the risks and costs of the loan and to meet the profit target, the determination of the upper and lower limits of the loan price makes the bank react more quickly to its competitors.And no mistakes in judgment.At the same time, the upper limit of loan pricing can prevent adverse selection and moral hazard, and the comparison between the lower limit of loan price and market price can help commercial banks to reduce their own costs and meet the challenge of market competition.At present, domestic research on loan pricing of commercial banks focuses on pricing models and models, but there are few studies on the upper and lower limits of loan pricing.The main content of this paper is to explore the pricing of public loans by Chinese commercial banks from the perspective of the upper and lower limits of loan pricing.The framework of this paper is as follows: the first chapter is the introduction, including the explanation of related concepts, the background and significance of the research, the review of relevant literature, the innovation and deficiency of this paper, the second chapter is a review of relevant theories;The third chapter studies the current situation of the pricing of public loans by commercial banks in China, the current pricing methods, existing problems and reasons, as well as the significance of determining the upper and lower limits of loan pricing for Chinese commercial banks.Chapter four makes a theoretical discussion and applicability analysis on the upper and lower limits of the pricing of public loans by commercial banks in China, and the fifth chapter studies the difficulties of determining the upper and lower limits of pricing of public loans by commercial banks in China.The general process of the public loan pricing of Chinese commercial banks combined with the upper and lower limit of loan pricing is given. Finally, two cases are analyzed.In chapter 6, some conclusions and suggestions are given.
【学位授予单位】：东北师范大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F832.4

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