本文選題：貸款定價(jià)　切入點(diǎn)：成本加成法　出處：《南京農(nóng)業(yè)大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：我國(guó)的利率市場(chǎng)化進(jìn)程催生農(nóng)村商業(yè)銀行進(jìn)行利率定價(jià)方法研究和改進(jìn)的需求。本文通過(guò)梳理目前國(guó)內(nèi)外商業(yè)銀行理論和實(shí)務(wù)界常用的貸款定價(jià)方法,結(jié)合我國(guó)目前的銀行業(yè)市場(chǎng)競(jìng)爭(zhēng)情況和農(nóng)村商業(yè)銀行的經(jīng)營(yíng)管理水平、數(shù)據(jù)積累情況,提出考慮客戶關(guān)系的成本加成法,即貸款利率=資金成本率+運(yùn)營(yíng)費(fèi)用率+預(yù)期損失率+利潤(rùn)率-基于客戶關(guān)系的利率折讓；并進(jìn)一步給出了定價(jià)模型各組成部分的測(cè)算方法。然后,把該農(nóng)村商業(yè)銀行的其它相關(guān)數(shù)據(jù)代入模型求出樣本客戶貸款的模型利率,并對(duì)模型利率與實(shí)際利率進(jìn)行了對(duì)比分析。分析結(jié)果認(rèn)為本文提出的定價(jià)模型具有一定的科學(xué)性和現(xiàn)實(shí)適用性,為利率市場(chǎng)化背景下農(nóng)村商業(yè)銀行貸款利率的科學(xué)合理定價(jià)提供了一種借鑒方法。但由于樣本數(shù)據(jù)偏少及作者的水平所限,本文對(duì)于違約概率PD的測(cè)算結(jié)果仍然不盡如人意,使得本文所提出的貸款定價(jià)模型目前尚不能直接應(yīng)用到農(nóng)商行的經(jīng)營(yíng)管理實(shí)踐中。在以后的研究中,本文仍將著重加強(qiáng)這方面的工作,力求能夠把研究成果做到可以應(yīng)用的水平。
[Abstract]:The process of interest rate marketization in our country gives rise to the need for rural commercial banks to study and improve their interest rate pricing methods. According to the current situation of banking market competition in China and the management level and data accumulation of rural commercial banks, the cost addition method considering customer relationship is put forward. That is, loan interest rate = capital cost rate, operating cost rate, expected loss rate, profit margin, interest rate discount based on customer relationship, and further gives the calculation method of each component of pricing model. The other relevant data from the rural commercial bank are added to the model to find out the model interest rate of the sample customer loan. The model interest rate is compared with the real interest rate. The results show that the pricing model proposed in this paper is scientific and practical. This paper provides a reference method for the scientific and reasonable pricing of loan interest rate of rural commercial banks under the background of market-oriented interest rate. However, due to the limited sample data and the author's level, the calculation results of the probability of default PD in this paper are still not satisfactory. Therefore, the loan pricing model proposed in this paper can not be directly applied to the management practice of agricultural and commercial banks at present. In the future research, this paper will still focus on strengthening the work in this area. Strive to be able to do research results can be applied to the level.
【學(xué)位授予單位】：南京農(nóng)業(yè)大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2013
【分類號(hào)】：F832.4

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本文編號(hào)：1638285