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论文编号：	3433
作者编号：	2220090837
上传时间：	2011/6/12 10:28:46
中文题目：	基于数据包络二分法的我国商业银行贷款项目定价方法研究
英文题目：	The Study on DEA dichotomy loan project pricing method of Commercial Banks’ Loan Project
指导老师：	黄福广
中文关键字：	数据包络分析法;贷款项目定价;DEA二分法;商业银行
英文关键字：	data envelopment analysis;loan project pricing;dichotomy;commercial bank
中文摘要：	银行是一个国家的经济体系中的非常重要部分。无论银行的经营效率是高还是低，不仅直接关系到银行体系本身的健康运作和发展，而且对整个国家的宏观经济运行产生深刻的影响。但在中国存在着商业银行包括竞争力低下，银行经营管理水平不高，缺乏金融创新，太多的不良贷款，越来越大的商业银行风险等等很多问题。为了解决这些问题，商业银行的运作效率应该得到发展。 商业银行贷款项目如何合理的定价一直是长期以来颇感困扰的问题。定价过高会促使客户从事高风险的经济活动，以应付贷款项目定价过高带来的沉重的经济财务债务负担，或有借款需求的客户，会抑制他们的贷款行为，起到抑制自身银行贷款的作用，因此转向其他银行或者通过公开市场直接筹资；价格太低，商业银行无法实现盈利目标，甚至偿还银行付出的成本和承担的风险都不能满足。随着金融监管在许多国家越来越多地放宽贷款，在日趋激烈的贷款市场竞争下，对贷款进行科学定价比以往更加重要了。 本论文通过对国内外的相关研究进行了统计考察，对国内外文献进行了回顾后，发现数据包络分析法（DEA）是目前研究贷款项目定价比较适合的方法，通过用二分法求解DEA最优效率时对应的输出参数的方法来确定贷款利率，建立了基于数据包络分析法DEA二分法的贷款项目定价模型。数据包络分析法DEA二分法的创新和特点如下：第一，相应的贷款利率确定的效率指数z= 1是通过DEA二分法确立的，为贷款利率达到最佳效率提供了保障。同时，这种模式解决了在数据包络分析模型最优效率时，确定贷款效率的问题，为贷款项目定价提供了新方法。其次，效率指数z=1时的输出参数是确立在数据包络分析法DEA两分法的基础上，它提供了一种逆向解决DEA的方法。因此，该模型改变了已知输入和输出作为唯一条件下单纯评价银行贷款项目定价的情况。
英文摘要：	Bank is a country's economic system, a very important part. Regardless of the operating efficiency of banks is high or low, not only directly related to the operation of the banking system and development of their own health, but also for the whole country have a profound impact macroeconomic performance. However, there are banks in China, including the low competitiveness, low level of bank management, lack of financial innovation, too many bad loans, increasing the risk of commercial banks so many problems the bank. In order to solve these problems, the operational efficiency of banks should be developed. How reasonable the pricing of bank loans has been a persistent problem in quite a long time. Pricing too high will encourage customers to engage in high-risk economic activities, to meet the loan project pricing is too high to bring the heavy financial burden of financial debt, or borrowing needs of customers, would curb their lending behavior, restrain its bank loans Effect, so turn to other banks or directly through the open market financing; price is too low, banks can not achieve profitability targets, even to pay the costs and repayment of bank risk are not satisfied. With the financial regulators in many countries to relax more and more loans, the loans in the increasingly fierce market competition, the pricing of loans for science more important than ever. This thesis research at home and abroad through a statistical study, conducted a review of the literature, we found the data envelopment analysis (DEA) is more suitable for the present study the method of loan project pricing, the best by DEA with Bisection Method efficiency of the corresponding output parameters to determine the interest rate established based on DEA data envelopment analysis of loan project pricing model dichotomy. Data Envelopment Analysis DEA dichotomy of innovation and features are as follows: first, the corresponding interest rate index to determine the efficiency of the z = 1 is the dichotomy established by DEA, the interest rate for loans provided a guarantee to achieve the best efficiency. At the same time, this model solves the data envelopment analysis model in the optimal efficiency, to determine the efficiency of the problem loans, to provide a new method of loan project pricing. Second, the efficiency index z = 1 when output parameters are established in the DEA data envelopment analysis based on the dichotomy, it provides a reverse solution DEA. So the model changes the condition that the efficiency is estimated only with the known input and output.
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