【摘要】：隨著利率市場化的不斷推進(jìn),國內(nèi)金融市場管制的逐步放開,我國商業(yè)銀行在存貸款定價(jià)方面將會(huì)獲得更大的自主權(quán)。由于我國信貸市場之前長期處于利率管制狀態(tài),商業(yè)銀行的自主定價(jià)能力不足,利率市場化的推進(jìn)將對商業(yè)銀行貸款定價(jià)能力提出更高的要求。但是目前我國商業(yè)銀行普遍采用的貸款定價(jià)模式效率較低,不能很好的適應(yīng)開放的金融市場,商業(yè)銀行想要維持較高的利差收入必須要提升自身貸款定價(jià)能力提高存貸款定價(jià)效率,因此,利率市場化的推進(jìn)和金融市場的開放對商業(yè)銀行而言既是機(jī)遇又是挑戰(zhàn)。結(jié)合我國信貸市場內(nèi)銀行間競爭的日益加劇的實(shí)際情況,商業(yè)銀行要想維持其客戶資源和市場份額,除了需要不斷的調(diào)整業(yè)務(wù)結(jié)構(gòu)和加強(qiáng)金融服務(wù)創(chuàng)新之外,也必須提高自身的存貸款定價(jià)效率,使其在信貸市場更加具有競爭性。 因此,本文在分析銀企關(guān)系對商業(yè)銀行貸款定價(jià)的影響時(shí),首先分析了我國信貸市場的現(xiàn)狀,表明了目前銀行間競爭不斷加劇但企業(yè)的融資需求并不減退的現(xiàn)狀,結(jié)合分析了利率市場化可能對商業(yè)銀行帶來的影響；然后對比西方先進(jìn)的貸款定價(jià)模型,同時(shí)簡要陳述了我國商業(yè)銀行傳統(tǒng)的貸款定價(jià)模式,并指出其缺陷所在。分析認(rèn)為,面對當(dāng)前信貸市場的情況,商業(yè)銀行想要更好的維護(hù)優(yōu)質(zhì)客戶資源和市場份額,有效的解決方式就是對不同企業(yè)的貸款實(shí)行差別定價(jià),而銀企關(guān)系是商業(yè)銀行進(jìn)行差別定價(jià)最重要的考慮因素。為了驗(yàn)證銀企關(guān)系在貸款定價(jià)過程中的影響作用,本文收集了不同企業(yè)的貸款數(shù)據(jù),建立了多元線性回歸模型以檢驗(yàn)銀企關(guān)系對商業(yè)銀行貸款定價(jià)的影響。結(jié)果表明,銀企關(guān)系的深度和規(guī)模的大小更應(yīng)該作為影響商業(yè)銀行定價(jià)的因素,銀企關(guān)系的時(shí)間長短與貸款定價(jià)之間并沒有顯著的相關(guān)關(guān)系。最后,本文結(jié)合實(shí)證分析的結(jié)果討論了商業(yè)銀行應(yīng)該如何其優(yōu)化貸款定價(jià)模型以應(yīng)對利率市場化,也對企業(yè)如何處理與銀行之間的關(guān)系提出了建議。通過全文分析認(rèn)為,在利率市場化的背景下,銀企關(guān)系對商業(yè)銀行貸款定價(jià)的影響作用更大,銀行必須把握好利率市場化的契機(jī),不斷完善自己的貸款定價(jià)模型,制定更具有競爭力的貸款價(jià)格。 本文主要分為六個(gè)章節(jié),第一章到第四章為理論介紹分析,第一章介紹本文研究的相關(guān)背景、意義、方法及創(chuàng)新不足；第二章為文獻(xiàn)綜述,分析了目前關(guān)于銀企關(guān)系和貸款定價(jià)相關(guān)研究的方法結(jié)果及存在的不足；第三章主要分析了我國信貸市場的現(xiàn)狀,指出商業(yè)銀行所面臨的市場情況；第四章分別介紹了西方國家和我國商業(yè)銀行采用的貸款定價(jià)模式,進(jìn)行對比之后了解到我國商業(yè)銀行目前所采用的貸款定價(jià)機(jī)制存在的問題；本文的第五章為實(shí)證分析,采用大量的企業(yè)貸款數(shù)據(jù),建立了多元線性回歸模型驗(yàn)證銀企關(guān)系對貸款定價(jià)的影響作用,并根據(jù)得到的實(shí)證結(jié)果進(jìn)行了分析；本文最后一章針對之前的實(shí)證結(jié)論以及當(dāng)前的研究背景,分別對商業(yè)銀行和企業(yè)如果面對利率市場化和當(dāng)前的信貸形勢提出了相關(guān)建議。
[Abstract]:With the continuous advancement of interest rate marketization and the gradual liberalization of domestic financial market regulation, commercial banks in China will have greater autonomy in the pricing of deposits and loans. However, the loan pricing model commonly adopted by commercial banks in China is inefficient and can not adapt well to the open financial market. To maintain a higher interest margin income, commercial banks must improve their own loan pricing ability and improve the efficiency of deposit and loan pricing. Therefore, the promotion of interest rate marketization and The opening of the financial market is both an opportunity and a challenge for commercial banks. In order to maintain their customer resources and market share, commercial banks must not only adjust their business structure and strengthen the innovation of financial services, but also increase their own deposits and loans, in view of the increasing competition among banks in China's credit market. The pricing efficiency makes it more competitive in the credit market.
Therefore, in the analysis of the impact of bank-enterprise relationship on loan pricing of commercial banks, this paper first analyzes the current situation of China's credit market, shows that the current situation of intensifying inter-bank competition but the financing demand of enterprises does not decline, combined with the analysis of the possible impact of interest rate marketization on commercial banks; The analysis shows that in the face of the current situation of the credit market, commercial banks want to better maintain high-quality customer resources and market share, the effective solution is to implement differential pricing for loans of different enterprises. In order to verify the influence of bank-enterprise relationship on loan pricing process, this paper collects loan data from different enterprises and establishes a multiple linear regression model to test the influence of bank-enterprise relationship on loan pricing of commercial banks. The depth and scale of the relationship between banks and enterprises have no significant correlation with the loan pricing. Finally, this paper discusses how commercial banks should optimize the loan pricing model to deal with the interest rate marketization, and how to deal with enterprises. Based on the analysis of the relationship between banks and banks, it is concluded that under the background of interest rate liberalization, the relationship between banks and enterprises plays a more important role in the loan pricing of commercial banks.
This paper is divided into six chapters, the first chapter to the fourth chapter is the theoretical introduction and analysis, the first chapter introduces the relevant background, significance, methods and innovation deficiencies of this study; the second chapter is a literature review, analysis of the current bank-enterprise relationship and loan pricing related research methods and results and shortcomings; the third chapter mainly analyzes China's main analysis The fourth chapter introduces the loan pricing models adopted by western countries and Chinese commercial banks respectively, and then compares them to find out the problems existing in the loan pricing mechanism adopted by Chinese commercial banks. The fifth chapter is empirical analysis, using a large number of methods. Based on the data of enterprise loan, this paper establishes a multiple linear regression model to verify the effect of bank-enterprise relationship on loan pricing, and analyzes the empirical results. The last chapter of this paper, according to the previous empirical conclusions and the current research background, respectively, commercial banks and enterprises in the face of interest rate marketization and the current letter. The loan situation put forward relevant suggestions.
【學(xué)位授予單位】：山東大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.4;F832.51

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