本文關鍵詞： 中信銀行 貸款定價 RAROC　出處：《青島大學》2017年碩士論文　論文類型：學位論文

【摘要】：貸款業(yè)務是商業(yè)銀行獲取利潤的主要來源,是商業(yè)銀行生存的基礎。當前,貸款定價是利率市場化環(huán)境下商業(yè)銀行的核心業(yè)務,貸款定價是否合理,既關系到銀行自身盈利大小,也涉及到我國實體經(jīng)濟能否順利轉型的問題。就中信銀行而言,貸款的利息收入占全行利潤來源的70%左右,風險評估和貸款定價能力強弱,直接影響銀行的持續(xù)經(jīng)營和獲利能力。在分行層面,貸款定價的合理與否直接影響著銀行的收益水平和客戶關系,定價過高或過低都會(銀行)成不良影響,貸款定價研究具有現(xiàn)實意義。本文計劃通過文獻研究、案例分析、調查研究等方法,(青島分行的貸款定價進行深入細致的研究與梳理,預期在相(準確的風險計量的基礎上,推(分行的)RAROC為基礎的貸款定價體系完善,挖掘存量授信的利潤空間,在總行指導范圍內實現(xiàn)資源的精準配置,增進銀企的合作關系。研究內容主要分為四部分:一是梳理分析貸款定價的影響因素,定價方法及其(比。二是分析中信銀行青島分行貸款定價現(xiàn)狀和存在的問題,深入分析了其優(yōu)化貸款定價方式的必要性。三是在明確中信銀行青島分行優(yōu)化貸款定價方式的目標后,利用相關方法和數(shù)據(jù),全面建立中信銀行青島分行RAROC貸款定價模型,并利用某公司進行驗證分析。四是提出實施中信銀行青島分行RAROC貸款定價模式的相關保障措施。通過本文研究,一是建立了中信銀行青島分行RAROC貸款定價模型,并(其進行了實證分析,二是提出了完善商業(yè)銀行信貸管理信息系統(tǒng)、優(yōu)化貸款價格審批流倡、優(yōu)化貸款價格審批流倡、實現(xiàn)部門間的通力合作、建立科學、有效的激勵機制、建立健全科學的教育培訓體系、建設銀行核心文化等保障措施,為銀行貸款定價模式的實施提供了保障。
[Abstract]:Loan business is the main source of commercial banks' profits and the basis of commercial banks' survival. At present, loan pricing is the core business of commercial banks in the interest rate market-oriented environment, and whether the loan pricing is reasonable or not. As far as CITIC Bank is concerned, the interest income of the loan accounts for about 70% of the whole bank's profit source. The strength of risk assessment and loan pricing ability directly affect the continuing operation and profitability of banks. At the branch level, whether the loan pricing is reasonable or not has a direct impact on the bank's income level and customer relationship. Too high or too low pricing will have a negative impact, loan pricing research is of practical significance. This paper plans to use literature research, case analysis, investigation and other methods. (Qingdao Branch of the loan pricing in-depth and detailed research and combing, based on the expected phase (accurate risk measurement, push) (branch of the ROC as the basis of the loan pricing system) perfect. Excavate the profit space of stock credit, realize the accurate allocation of resources within the guidance scope of the head office, enhance the cooperation relationship of the bank and enterprise. The research content is mainly divided into four parts: first, combing and analyzing the influencing factors of loan pricing. Pricing method and its (ratio. 2) the analysis of CITIC Bank Qingdao Branch loan pricing status and existing problems. After analyzing the necessity of optimizing loan pricing mode, the third is to make clear the target of optimizing loan pricing method in Qingdao Branch of CITIC Bank, and make use of relevant methods and data. The pricing model of RAROC loan in Qingdao Branch of CITIC Bank is established. And the use of a company to verify the analysis. Fourth, put forward the implementation of CITIC Bank Qingdao Branch of RAROC loan pricing model related safeguards. Through this study. The first is to establish the RAROC loan pricing model of CITIC Bank Qingdao Branch, and (2) to improve the credit management information system of commercial banks and optimize the loan price approval flow. We should optimize the loan price approval flow, realize the cooperation among the departments, establish scientific and effective incentive mechanism, establish and perfect the scientific education and training system, and construct the core culture of the bank. It provides guarantee for the implementation of bank loan pricing model.
【學位授予單位】：青島大學
【學位級別】：碩士
【學位授予年份】：2017
【分類號】：F832.4

【參考文獻】

相關期刊論文 前10條

1 胡斌;胡艷萍;;基于RAROC的貸款保險定價研究[J];管理評論;2017年01期

2 黃翠玲;林昕;;利率市場化對海南省各金融機構存貸款利率定價的影響分析[J];中外企業(yè)家;2017年01期

3 艾罡;張?zhí)忑?張同建;;國有商業(yè)銀行風險貸款定價的關鍵影響因素分析[J];湖州職業(yè)技術學院學報;2015年04期

4 王彬;;關于商業(yè)銀行貸款定價的文獻綜述[J];時代金融;2014年24期

5 李昌齊;;商業(yè)銀行貸款定價現(xiàn)狀、問題及對策[J];西南金融;2013年04期

6 張?zhí)忑?張同建;馬國建;;中國工商銀行貸款定價影響因素對貸款績效的實證檢驗[J];金融理論與實踐;2013年01期

7 人民銀行�？谥行闹姓n題組;向志容;;新資本協(xié)議對我國商業(yè)銀行貸款定價行為影響研究[J];金融與經(jīng)濟;2012年09期

8 彭建剛;梁國棟;張麗寒;黃向陽;;基于經(jīng)濟資本管理系統(tǒng)的商業(yè)銀行貸款決策方法研究[J];湖南大學學報(社會科學版);2010年02期

9 邊俊杰;馮蓮娜;劉立剛;;國有商業(yè)銀行RAROC貸款定價模型及應用[J];改革與戰(zhàn)略;2008年12期

10 彭建剛;呂志華;張麗寒;屠海波;;基于RAROC銀行貸款定價的比較優(yōu)勢原理及數(shù)學證明[J];湖南大學學報(自然科學版);2007年12期

相關碩士學位論文 前5條

1 宋婷;新形勢下商業(yè)銀行貸款風險影響因素分析及防范對策[D];山東財經(jīng)大學;2016年

2 徐冰;基于RAROC模型的小企業(yè)貸款定價[D];蘇州大學;2016年

3 馮麗;基于RAROC模型的行業(yè)貸款定價研究[D];浙江工商大學;2014年

4 方利丹;基于風險相關性的商業(yè)銀行經(jīng)濟資本聯(lián)合計量研究[D];哈爾濱工程大學;2011年

5 劉新軍;基于RAROC的我國商業(yè)銀行貸款定價研究[D];湖南大學;2009年

，

本文編號：1453014