A商业银行对公贷款定价模型及管理研究.docVIP

A商业银行对公贷款定价模型及管理研究 论 文 摘 要  2013年7月，基于当代背景下，中国银行彻底取消对贷款利率的管控，该决策一方面意味着商业银行自此具有贷款自主定价的权利，另一方面也意味着商业银行必须更加严格的要求自己，持续保持竞争优势，尤其是在自主定价层面。就目前来说，影响商业银行信贷业务的原因可归结为下述方面：第一，资本市场完善程度越来越高；其次，互联网金融发展规模不断增大；第三，影子银行规模的持续走高，上述三点对传统商业银行信贷业务造成了强有力的冲击，因为在此背景下的民营银行相继涌现，扩宽了企业、个人的投融资路径。另外，本年度下发的相关文件中明确强调，必须对商业银行的资本要求予以强化，深挖其与贷款利率之间的关联，进而采取可行性应对策略。总而言之，深层次地探究和剖析商业银行的贷款定价，将在增进竞争优势、确保定价合理性等方面有着十分重要的现实意义。 本文首先通过对大量文献资料进行搜集、整理、归纳和分析，详细阐述定价基础理论和传统定价模型，并对传统定价模型进行优缺点分析。然后，以A商业银行为研究对象，描述其具体定价模型，阐述实际操作中的利率定价方法，分析模型的构建及其各相关系数,解读和展示实际运用过程，在定价模型中引入经济资本、客户关系参数进行调整，并结合A商业银行对公贷款数据中具有代表性的对公客户贷款样本对定价模型进行验证和结果分析。最后，提出A商业银行在对公贷款定价管理上存在的问题和改进建议，包括加强对市场的预判和节奏控制、建立有效的贷款定价评估机制、健全的科学分级授权和差异化定价机制、建立合理精确的内部资金转移定价体系、加强定价分析和客户后评价。 关键词：商业银行，贷款定价，经济资本，客户关系 Abstract In July 2013, the People’s Bank of China fully liberalized the control of loan interest rate, and the commercial banks of our country obtained all the independent pricing power of loans, which put forward higher requirements for the independent pricing ability of commercial banks. At the same time, the credit business of commercial banks in China is facing more and more competitive pressures. Perfecting multi-level capital markets, expanding the scale of shadow banks and rapid development of Internet finance have replaced the loan business of commercial banks in functions. Private banks have been allowed to build and operate, and enterprises and individuals have increased their investment and financing channels. Adverse effects. In addition, China began to implement the Capital Management Measures of Commercial Banks (Trial Implementation) on January 1, 2013. The new Capital Management Measures have strengthened the capital requirements of commercial banks. Therefore, it is necessary to fully consider the impact of capital requirements on loan interest rates. To sum up, it is of great practical significance to strengthen the research on loan pricing of commercial banks in order to enhance the rationality, accuracy and competitiveness of commercial banks.