【摘要】：利率市場化的推進(jìn)，客觀上要求同步推進(jìn)金融機構(gòu)利率定價機制建設(shè)，以實現(xiàn)自主定價、市場形成、調(diào)控靈活、傳導(dǎo)通暢的市場利率機制，以及理性、有序、充分競爭的市場利率體系。我國利率市場化改革以1996年放開銀行間同業(yè)拆借市場利率為邏輯起點，逐步放開了債券市場利率、外幣貸款利率和大額存款利率，逐步擴大貸款利率浮動范圍、簡化利率檔次，實現(xiàn)了“存款利率管上限、貸款利率管下限”的階段性改革目標(biāo)。當(dāng)前，中國利率市場化改革已進(jìn)入攻堅階段，作為市場微觀主體的各金融機構(gòu)，其利率定價能力的高低成為影響下階段利率市場化改革取得突破性進(jìn)展的關(guān)鍵性因素。根據(jù)金融機構(gòu)利率定價能力的差異給予差別化的自主定價權(quán)限是下階段利率市場化的重要可行性路徑。在利率市場化改革進(jìn)一步深化背景下，如何科學(xué)、客觀、全面地評估金融機構(gòu)利率定價能力，是當(dāng)前金融管理部門亟待破解的新課題，目前國內(nèi)評估、界定金融機構(gòu)利率定價能力的研究基本處于空白，探索構(gòu)建金融機構(gòu)特別是中小法人金融機構(gòu)利率定價能力評估體系并通過評估推動金融機構(gòu)定價能力的提升具有重要的現(xiàn)實指導(dǎo)意義。 本論文選取中小金融機構(gòu)為評估對象，從當(dāng)前中小金融機構(gòu)利率定價機制建設(shè)實際出發(fā)，結(jié)合我國進(jìn)一步推進(jìn)利率市場化改革的要求，綜合考慮被評機構(gòu)利率定價機制建設(shè)、利率實際執(zhí)行、影響利率定價能力的基礎(chǔ)條件等多方因素，探索建立了中小金融機構(gòu)利率定價能力評估指標(biāo)體系，并采用專家打分和層次分析方法確定評估指標(biāo)權(quán)重。運用構(gòu)建的評估體系對湖南省轄內(nèi)24家樣本法人金融機構(gòu)開展評估并對評估結(jié)果進(jìn)行統(tǒng)計聚類分析，進(jìn)而提出相關(guān)建議，以推動中小金融機構(gòu)加強利率定價機制建設(shè)，提升利率定價能力，并以期為深入推進(jìn)我國利率市場化改革提供有益參考。從湖南省抽樣的法人金融機構(gòu)利率定價能力試評估結(jié)果分析，本文所構(gòu)建的利率定價評估體系架構(gòu)較為合理，指標(biāo)選取基本得當(dāng)，評估結(jié)果與市場分析大體吻合。但客觀來看，本文構(gòu)建的中小金融機構(gòu)利率定價能力評估體系在指標(biāo)設(shè)置、實際操作等方面均存在一定欠缺有待完善，還需在日后的實踐中對本文評估體系作進(jìn)一步的探索和完善，，以期創(chuàng)建符合我國實際、具有現(xiàn)實指導(dǎo)意義的中小金融機構(gòu)利率定價能力評估體系。
[Abstract]:The promotion of interest rate marketization objectively requires the simultaneous promotion of the interest rate pricing mechanism of financial institutions in order to realize independent pricing, market formation, flexible control and smooth transmission of market interest rate mechanism, as well as rational and orderly market interest rate mechanism. A fully competitive market interest rate system. China's interest rate marketization reform took the 1996 market interest rate as the logical starting point, gradually liberalized the bond market interest rate, foreign currency loan interest rate and large deposit interest rate, gradually expanded the floating range of loan interest rate and simplified the interest rate grade. Realized the "deposit interest rate management upper limit, loan interest rate management lower limit" stage reform goal. At present, the reform of interest rate marketization in China has entered a critical stage. The interest rate pricing ability of various financial institutions, as the microcosmic main body of the market, has become the key factor influencing the breakthrough progress of the interest rate marketization reform in the next stage. According to the difference of interest rate pricing ability of financial institutions, giving differential independent pricing authority is an important feasible path for the next stage of interest rate marketization. Under the background of further deepening the reform of interest rate marketization, how to evaluate the interest rate pricing ability of financial institutions scientifically, objectively and comprehensively is a new topic to be solved by the current financial management departments. The research of defining the interest rate pricing ability of financial institutions is basically blank. It is of great practical significance to explore and construct the evaluation system of interest rate pricing ability of financial institutions, especially those of small and medium-sized legal persons, and to promote the improvement of pricing ability of financial institutions through evaluation. This paper selects the small and medium-sized financial institutions as the evaluation object, starting from the actual construction of interest rate pricing mechanism of the small and medium-sized financial institutions at present, considering the requirements of further promoting the interest rate marketization reform in our country, synthetically considering the construction of the interest rate pricing mechanism of the assessed institutions. This paper explores and establishes the evaluation index system of interest rate pricing ability of medium and small financial institutions, and adopts the method of expert scoring and analytic hierarchy process to determine the weight of the evaluation index, which is based on various factors, such as the actual implementation of interest rate and the basic conditions affecting the pricing ability of interest rate. The evaluation system is used to evaluate 24 sample corporate financial institutions in Hunan province, and statistical cluster analysis of the evaluation results is carried out, and relevant suggestions are put forward in order to promote the construction of interest rate pricing mechanism in small and medium-sized financial institutions. To improve the interest rate pricing ability, and to provide a useful reference for the further promotion of China's interest rate marketization reform. Based on the analysis of the results of the trial evaluation of interest rate pricing ability of the legal person financial institutions in Hunan province, the structure of the interest rate pricing evaluation system constructed in this paper is reasonable, and the index selection is basically appropriate, and the evaluation results are basically consistent with the market analysis. But objectively, the evaluation system of interest rate pricing ability of small and medium-sized financial institutions in this paper has some deficiencies to be improved in the aspects of index setting, actual operation and so on. It is also necessary to further explore and perfect the evaluation system in the future in order to establish an evaluation system of interest rate pricing ability of small and medium-sized financial institutions in accordance with the reality of our country.
【學(xué)位授予單位】：湖南大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2012
【分類號】：F832.39

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