【摘要】：在我國資本市場建設(shè)過程中,利率市場化是不可或缺組成部分,自1996年我國放開了銀行間同業(yè)拆借市場開始,利率改革不斷推進,2013年10月,央行宣布了貸款基礎(chǔ)利率(即LPR)集中報價和發(fā)布機制投入運行,意味著利率改革進程又邁出了一大步。銀行作為利率市場的主要參與者,其經(jīng)營環(huán)境也面臨著越來越多的挑戰(zhàn)和沖擊。一直以來,我國的貸款利率都受到嚴(yán)格管制,各商業(yè)銀行在貸款定價研究方面投入相對不足,缺乏動力,定價方法通常過于簡單,而在利率市場化下,利率管制將逐漸放松乃至是解除,這就給商業(yè)銀行帶來了更大定價自主權(quán),但同時也考驗著各商業(yè)銀行的自主定價能力。在此背景下,我國商業(yè)銀行提高自身的貸款定價能力將變得十分重要。D銀行是國內(nèi)一家大型商業(yè)銀行,一直以來,我國“兩基一支”等重點領(lǐng)域的建設(shè)和發(fā)展提供了巨大的金融支持,然后由于其業(yè)務(wù)的特殊性,其在貸款定價管理方面存在某些不足,因此本文選取我國某大型商業(yè)銀行——D銀行為研究對象,通過對其貸款定價過程中存在問題進行分析,結(jié)合國內(nèi)外對貸款定價的理論研究,提出了一些構(gòu)建綜合定價模型的思路。首先,本文總結(jié)貸款定價的基本理論和國外常見定價模型并進行了對比分析,確定了貸款定價的影響因素;其次,本文選取國內(nèi)的一家大型商業(yè)銀行D銀行,闡述了當(dāng)前現(xiàn)狀和機制,揭示其中存在的問題,并做了較為詳細的分析;再次,結(jié)合本人對貸款定價理論的了解以及在D行實習(xí)的工作經(jīng)驗,通過分析,構(gòu)建了一套綜合定價的基本思路,并通過推算確定了其中的參數(shù),并為完善D行貸款定價機制提出了一些意見;最后針對模型中存在的不足給出了今后的研究展望。整體而言,利率市場化為D銀行帶來了機遇和挑戰(zhàn),D銀行需要不斷探索適合自身的貸款定價模型,從而在為國家和地方的開發(fā)建設(shè)提供金融服務(wù)的同時,不斷提高自身的經(jīng)營業(yè)績。
[Abstract]:In the process of capital market construction in China, interest rate marketization is an indispensable part. Since 1996, our country has liberalized the interbank lending market, the interest rate reform has been advancing continuously, in October 2013, The central bank's announcement of a centralized pricing and publishing mechanism for the lending base rate, or LPR, is another big step forward in the interest rate reform process. As the main participants in interest rate market, banks are facing more and more challenges and impacts. All along, the loan interest rate of our country is under strict control, the commercial banks are relatively insufficient in the research of loan pricing, lack of motivation, the pricing method is usually too simple, and under the interest rate marketization, Interest rate control will be gradually relaxed or even lifted, which will bring greater pricing autonomy to commercial banks, but also test the independent pricing ability of commercial banks. In this context, it will become very important for our commercial banks to improve their loan pricing ability. Bank D is a large commercial bank in China. The construction and development of China's "two bases, one branch" and other key areas have provided enormous financial support. Then, due to the particularity of its business, there are some shortcomings in the management of loan pricing. In this paper, a large commercial bank in China, D Bank, is selected as the object of study, through the analysis of the existing problems in the process of loan pricing, combined with the theoretical research on loan pricing at home and abroad. Some ideas of constructing a comprehensive pricing model are put forward. First of all, this paper summarizes the basic theory of loan pricing and foreign common pricing models and makes a comparative analysis to determine the factors affecting loan pricing. Secondly, this paper selects a large domestic commercial bank D bank. This paper expounds the current situation and mechanism, reveals the existing problems, and makes a more detailed analysis. Thirdly, combined with my understanding of the loan pricing theory and the experience in practice in line D, through the analysis, This paper constructs a set of basic ideas of comprehensive pricing, determines the parameters through calculation, and puts forward some suggestions for perfecting the pricing mechanism of D line loans. Finally, the future research prospect is given in view of the shortcomings of the model. On the whole, interest rate marketization has brought opportunities and challenges to D Bank. Bank D needs to explore its own loan pricing model constantly, so as to provide financial services for national and local development and construction. Constantly improve their own business performance.
【學(xué)位授予單位】：華中科技大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F832.4

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