本文關(guān)鍵詞：興業(yè)銀行太原分行小微企業(yè)貸款定價(jià)機(jī)制研究　出處：《太原理工大學(xué)》2014年碩士論文　論文類型：學(xué)位論文

  更多相關(guān)文章： 興業(yè)銀行 小微企業(yè) 貸款定價(jià)機(jī)制 成本導(dǎo)向定價(jià) 定價(jià)模型

【摘要】：貸款業(yè)務(wù)是商業(yè)銀行的核心業(yè)務(wù),貸款產(chǎn)品價(jià)格從微觀角度看,會(huì)影響商業(yè)銀行客戶結(jié)構(gòu),風(fēng)險(xiǎn)程度和盈利規(guī)模；從宏觀講,它對(duì)于資源配置起著舉足輕重的作用,而且對(duì)經(jīng)濟(jì)發(fā)展有著廣泛而深刻的影響。如何提高商業(yè)銀行貸款定價(jià)能力尤其是針對(duì)小微企業(yè)的貸款定價(jià)能力已然成為中國銀行業(yè)普遍面臨的重大理論和實(shí)踐問題。 本文對(duì)興業(yè)銀行太原分行小微企業(yè)貸款定價(jià)問題進(jìn)行了研究,首先對(duì)相關(guān)概念進(jìn)行了界定,其次對(duì)貸款定價(jià)的信息不對(duì)稱理論、信用風(fēng)險(xiǎn)管理理論、價(jià)格學(xué)說進(jìn)行了分析。對(duì)利率決定理論中的古典利率理論、凱恩斯流動(dòng)性偏好理論、可貸資金理論、一般均衡利率論進(jìn)行了闡述。并對(duì)小微企業(yè)貸款定價(jià)機(jī)制的國內(nèi)外研究現(xiàn)狀進(jìn)行了綜述。其次,本文對(duì)興業(yè)銀行太原分行小微企業(yè)貸款定價(jià)的現(xiàn)狀及問題進(jìn)行了分析,認(rèn)為興業(yè)銀行太原分行小微企業(yè)貸款定價(jià)中存在著基礎(chǔ)系統(tǒng)不完善、貸款定價(jià)模型設(shè)計(jì)不合理、貸款定價(jià)相關(guān)部門缺乏密切合作等。 在以上分析的基礎(chǔ)上,本文提出了興業(yè)銀行太原分行小微企業(yè)貸款定價(jià)的模型設(shè)計(jì)策略。在對(duì)成本導(dǎo)向型定價(jià)、市場(chǎng)導(dǎo)向型定價(jià)、客戶導(dǎo)向型定價(jià)進(jìn)行分析后,本文認(rèn)為成本導(dǎo)向型定價(jià)比較適合當(dāng)前興業(yè)銀行太原分行小微企業(yè)貸款的定價(jià)機(jī)制。對(duì)此機(jī)制中需要確定的貸款基礎(chǔ)成本(包括資金成本、運(yùn)營成本、稅金成本)、貸款目標(biāo)利潤、風(fēng)險(xiǎn)溢價(jià)成本(包括期限風(fēng)險(xiǎn)溢價(jià)和違約風(fēng)險(xiǎn)溢價(jià))、模型調(diào)整因素(包括信貸政策調(diào)整因素、客戶貢獻(xiàn)調(diào)整因素、市場(chǎng)調(diào)整因素)進(jìn)行了詳細(xì)闡述。并以案例分析的形式對(duì)所設(shè)計(jì)的模型與現(xiàn)行使用的定價(jià)機(jī)制進(jìn)行了比較分析。 最后,論文提出了興業(yè)銀行太原分行小微企業(yè)貸款定價(jià)模型的實(shí)施要求及保障因素。實(shí)施要求包括：信息搜集與分析；建立信息管理系統(tǒng)；風(fēng)險(xiǎn)評(píng)級(jí)與合理評(píng)估；會(huì)計(jì)分帳獨(dú)立核算；健全的激勵(lì)約束機(jī)制。小微企業(yè)定價(jià)模型實(shí)施的保障措施包括：構(gòu)建貸款定價(jià)管理制度,強(qiáng)化各部門間的緊密合作,強(qiáng)化經(jīng)營風(fēng)險(xiǎn)管控體系,提升貸款定價(jià)的主動(dòng)性,加強(qiáng)貸款定價(jià)人才隊(duì)伍的培養(yǎng)與儲(chǔ)備等。
[Abstract]:Loan business is the core business of commercial banks. The price of loan products will affect the customer structure, risk and profit scale of commercial banks. From the macro point of view, it plays an important role in the allocation of resources. How to improve the loan pricing ability of commercial banks, especially for small and micro enterprises, has become a major theoretical and practical question facing the Chinese banking industry. Title. This paper studies the pricing of loans for small and micro enterprises in Taiyuan Branch of Industrial Bank. Firstly, it defines the related concepts, secondly, it defines the information asymmetry theory of loan pricing and the theory of credit risk management. The classical interest rate theory, Keynesian liquidity preference theory and loanable fund theory are analyzed. The general equilibrium interest rate theory is expounded, and the domestic and foreign research status of small and micro enterprise loan pricing mechanism is summarized. Secondly. This paper analyzes the current situation and problems of the pricing of loans for small and micro enterprises in Taiyuan Branch of Industrial Bank, and points out that the basic system is not perfect in the pricing of loans for small and micro enterprises in Taiyuan Branch of Industrial Bank of China. Loan pricing model design is unreasonable, loan pricing related departments lack of close cooperation. On the basis of the above analysis, this paper puts forward the model design strategy of loan pricing for small and micro enterprises in Taiyuan Branch of Industrial Bank of China. Customer oriented pricing is analyzed. This paper holds that the cost-oriented pricing is more suitable for the current pricing mechanism of the small and micro enterprise loan in Taiyuan Branch of Industrial Bank of China. The loan base cost (including capital cost and operating cost) needed to be determined in this mechanism. Tax cost, loan target profit, risk premium cost (including term risk premium and default risk premium), model adjustment factor (including credit policy adjustment factor, customer contribution adjustment factor). The market adjustment factors are described in detail, and the model is compared with the current pricing mechanism in the form of case study. Finally, the paper puts forward the implementation requirements and guarantee factors of the pricing model of small and micro enterprises in Taiyuan Branch of Industrial Bank. The implementation requirements include: information collection and analysis; Establishing information management system; Risk rating and reasonable assessment; Separate accounting; Sound incentive and restraint mechanism. Small and micro enterprise pricing model implementation of security measures include: construction of loan pricing management system, strengthen the close cooperation between the various departments, strengthen the management of risk management system. Promote the initiative of loan pricing, strengthen the loan pricing personnel training and reserves.
【學(xué)位授予單位】：太原理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.33

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