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论文编号：	1108
作者编号：	2220070549
上传时间：	2009/6/8 22:15:06
中文题目：	中国农业发展银行贷款利率定价问
英文题目：	The study of loan rate pricing
指导老师：	李莉
中文关键字：	政策性金融;农业发展银行;贷款利
英文关键字：	Policy finance;The Agricultura
中文摘要：	近几年，伴随着市场经济环境的变化和国家对“三农”支持力度的不断加强，农业发展银行（简称农发行）在业务范围、客户结构以及风险来源等方面都发生了改变。为了适应新的形势要求，农发行引入并加强了商业性业务，正在实现从传统意义上的政策性银行，向现代农业政策性银行的战略转型。 转型期，与打造“现代农业政策性银行”的要求相比，农发行运用现代银行手段履行政策性银行职能仍处在探索阶段。特别是在贷款利率定价管理方面，农发行起步较晚。从实践看，目前全部政策性贷款和绝大部分商业性贷款仍执行人民银行基准利率，在定价方法的使用上只是简单的采用基准利率加点法，利率浮动主要依据客户在农发行的内部信用等级来确定，很大程度上依赖经验分析和主观判断，贷款价格是否能够弥补成本、全面覆盖风险，即贷款自身的价格底线不清楚。计算方法缺少对风险成本的量化指标，客户给银行带来的综合收益考虑不足。显然，这种相对简单的贷款利率定价方法已不适应新时期农发行信贷业务发展和信用风险防范的需要。 本文总结概括了贷款利率定价相关理论并对国内外商业银行贷款利率定价方法进行了比较研究。在此基础上，从转型期农发行的业务特点出发，借鉴和运用现代银行先进的贷款利率定价手段，设计了一套较为科学全面的贷款利率定价方案。方案中，尝试性地根据农发行政策性业务和商业性业务的不同特点分别设计两种贷款利率定价方法，以求改变目前政策性贷款价格底线不清和商业性贷款定价方法过于简单的局面。在计算方法上，选用内部资金转移价格确定资金成本、作业成本法确定经营成本、内部评级法确定风险成本，同时按照农业政策性银行的特点设计利率调整值。论文最后，按照农发行现行贷款种类，利用新方法分别进行了案例分析，并得出以下主要结论：一是农发行政策性贷款不能一味执行人民银行基准利率，应该明确自身的价格底线；二是商业性贷款要讲求成本与效益核算，准确的成本计量可以提升贷款的价格优势；三是风险成本是贷款价格的重要因素，需要确定具体的量化指标；四是贷款利率定价方法的顺利实施需要强有力的信息支撑平台，必须加强内部评级系统、数据采集与处理系统等方面建设。
英文摘要：	In recent several years, As the changing of the environment of market economy and the continuous strengthen support for “three dimensional rural issues”, Agricultural Development Bank of China(ADBC) have changed in the scope of business, customer structure , as well as sources of risk . In order to adapt to current situation, the bank have introduced and strengthened the commercial operations, realized the restructuring strategy from the traditional sense of the policy banks to the modern agricultural policy bank. Compared with creating modern agricultural policy bank, it’s still a exploration stage in which run the functions of policy banks by means of modern bank’s methods，especially in loan rate pricing－the bank started later. Practically, current all policy of loan and part of commercial loans are according to the standard interest, the pricing method is a simple increase in the benchmark interest rate method. Floating interest rates are based on customer’s credit, to a large extent, dependent on the experience of analysis and subjective judgments, it’s not sure whether or not to make of the cost of risk. Method of calculating the cost lack of quantitative indicators of risk cost, lack of the consideration about comprehensive income from customers. Obviously, this relatively simple method of lending rate is not suited to current environment’s demand about loan operation development and loan risk resisting. This article summed up the theory of loan rate pricing and searched in internal and foreign commercial bank. On this basis, from the characteristics of ADBC, using the advanced management about loan interest pricing, has designed a scientific program of loan rate pricing. In the program, we have designed the two different methods in accordance with political and commercial operations, in order to change the current pricing of policy-based loan is not clear and commercial loan pricing method is too simple. In the calculation method, to determine the cost of capital by transferring the internal funds, cost of operating by ABC, cost of risk by internal risk ratings, meanwhile designing adjustment value in accordance with the characteristics of ADBC’s. At the end of the article, use new method to explain case in accordance with the type of bank loan. And come to the conclusions: First, ADBC’s policy loans can not be simply the implementation of the People's Bank of benchmark interest rates, the price should be made clear its own bottom line; Second, commercial loans have to be cost-effective accounting, accurate cost measurement can improve the price advantage loans; Third, risk cost is an important factor in pricing loans, and enhance advantage in loan pricing; Finally, loan rate pricing smoothly function need information-supporting. It’s necessary that strengthen internal rating systems, data collection and processing systems.
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