联系我们

论文查询结果	返回搜索

论文编号：	10341
作者编号：	2120163179
上传时间：	2018/12/6 1:44:04
中文题目：	H银行贷款定价方法的应用研究
英文题目：	Research on the application of Loan Pricing in H Bank
指导老师：	姚颐
中文关键字：	贷款定价；利率市场化；风险定价
英文关键字：	Loan pricing;Interest rate liberalization;Risk pricing
中文摘要：	我国长期管制利率政策使得商业银行缺少贷款自主定价的方法、人才以及系统，但随着利率市场化的改革完成以及商业银行经营环境的日趋严峻，如何构建一套行之有效的银行贷款业务定价方法体系已经成为各类商业银行共同面临的问题。 本文首先介绍了我国利率市场化改革的整体思路与贷款利率浮动水平管理改革的进程，2012年我国开始了存款利率浮动上限管理的改革，2015年在央行政策层面已经不再对存款利率上限进行控制，可以认为在名义上利率市场化改革已经完成。在综合阅读吸收国内外相关研究成果的基础上，结合H银行案例，尝试构建一种适合我国商业银行的贷款业务利率定价方法，首先介绍了四种基本定价模型，包括以成本为中心的成本加成模型、以基准利率为基础按照差异化维度加点调整的基准利率加点定价模型、KMV期权定价模型、以风险调整收益为目标的RAROC定价模型，分析了各个定价模型的优势以及不足，指出单个定价模型无法解决商业银行日益复杂的贷款业务定价需要，必须综合各类定价方法的优势，充分考虑商业银行的业务特殊性，才能构建出科学、好用的贷款业务定价方法，引出了本文的贷款定价方法、概念与原理。 在国内外现有文献研究基础上，结合H银行实践经验，详细阐述了H银行行构建贷款定价方法所使用的方法、参数以及量化方案，包括定价模型构建、成本分析、实际数据验证，期望通过本文的介绍能够帮助商业银行在50贷款定价细节上真正做到落地应用，而非只停留在理论研究上。通过H银行实际贷款定价的数据分析结果可以看出该行的贷款定价方法能够比较好的指导贷款定价。最后结合H银行模型构建的应用案例，提出贷款定价的优势以及在使用过程中需要注意的问题及解决方案，指出银行贷款业务利率定价管理体系构建决不能期望一劳永逸，应该将其当做商业银行的核心竞争能力，在资金、人才、系统等方面持续不断投入与改进。 图8幅，表16个，参考文献42篇。 关键词：贷款定价；利率市场化；风险定价
英文摘要：	Long-term control makes the commercial bank interest rate policy in our country lacks independent loan pricing method, talents, and system, however, as the interest rate marketization reform is done as well as the commercial bank management environment has become increasingly serious, how to build an effective system has become our country commercial bank loan pricing method of collective problems. This paper introduces the ideas of interest rate liberalization reform and loan pricing reform in China. In 2012, China began to reform the upper limit of deposit interest rate. In 2015, the upper limit of deposit interest rate was liberalized.In order to build a set of applicable to our country commercial bank loan pricing method, this paper fully absorbs the domestic and foreign existing research achievements for reference, detailed introduces the cost-plus pricing model, the benchmark interest rate pricing model with, KMV options pricing model, the RAROC pricing model, the basic principle of four common pricing methods, studied their respective strengths and weaknesses in detail, points out that the four methods used alone cannot fully adapt to the needs of the current commercial bank loan pricing, commercial bank loan pricing method to balance cost, argues relationship, policy influence factors, such as led to the basic principle of loan pricing method is introduced. On the basis of existing literature research at home and abroad, combined with the H bank practice experience, elaborated on the bank to build loan pricing method used by the support system as well as the specific parameter measurement scheme, including customer contribution analysis, loan cost analysis, actual data validation, with the introduction of this article to help the commercial bank loan pricing details really landing on the application, rather than only on the theoretical research. According to the data analysis results of the actual loan pricing of H Banks, the loan pricing method of the bank can better guide the loan pricing.Finally combining with H bank in the process of application problems, puts forward a method to build loan pricing need to be aware of problems and suggested solutions, points out that the loan pricing management system construction must not expect once and for all, should be as the core competitive ability of commercial Banks, in terms of funds, talents, and system continuous investment and improvement. Figure 8,Table 16,References 42. Keywords: Loan pricing;Interest rate liberalization;Risk pricing
查看全文：	预览  下载(下载需要进行登录)