【摘要】：隨著我國貸款利率市場化的全面展開，銀行對(duì)貸款利率有了完全自主的定價(jià)權(quán)，，可以依據(jù)自身經(jīng)營特點(diǎn)，目標(biāo)利潤，資金成本，客戶信譽(yù)及經(jīng)營情況等因素確定貸款利率，這種方式增強(qiáng)了銀行貸款利率的靈活性與競爭力，對(duì)客戶的吸引力將會(huì)更大。但另一方面完全自主化的貸款定價(jià)模式也必然會(huì)加劇銀行之間的競爭，加大銀行貸款定價(jià)的難度。若銀行貸款利率定價(jià)過高，重要客戶可能會(huì)流失，銀行的潛在收益將減少；若定價(jià)過低，又會(huì)增加銀行的信貸風(fēng)險(xiǎn)，影響其長遠(yuǎn)發(fā)展，所以如何制定一套合理科學(xué)的貸款定價(jià)方法成為了很多銀行必須思考的問題。進(jìn)賢縣聯(lián)社由于存在著歷史包袱沉重，信貸管理模式不規(guī)范，不良貸款較多等問題，在與商業(yè)銀行的競爭中處于弱勢(shì)地位，所以在利率市場化進(jìn)程中，將會(huì)面對(duì)更多的機(jī)遇和挑戰(zhàn)。因此改變現(xiàn)有經(jīng)營理念，樹立信貸風(fēng)險(xiǎn)管理意識(shí)，建立一套符合自身發(fā)展特點(diǎn)的貸款定價(jià)方法是進(jìn)賢聯(lián)社提升競爭實(shí)力的重要途徑。 本文首先回顧了國內(nèi)外學(xué)者關(guān)于貸款定價(jià)的研究內(nèi)容，包括貸款定價(jià)理論基礎(chǔ)、貸款定價(jià)影響因素、貸款定價(jià)方法，并對(duì)這些內(nèi)容進(jìn)行了綜述。然后對(duì)進(jìn)賢縣聯(lián)社現(xiàn)有貸款定價(jià)方法進(jìn)行了介紹及評(píng)述，指出現(xiàn)有貸款定價(jià)方法存在的不足及對(duì)進(jìn)賢縣聯(lián)社今后發(fā)展的不利影響。然后在借鑒國內(nèi)外學(xué)者研究的基礎(chǔ)上提出了符合貸款利率市場化的RAROC貸款定價(jià)方法，再分別對(duì)RAROC貸款定價(jià)方法中各個(gè)因素的確定方法進(jìn)行了簡介，還將RAROC貸款定價(jià)方法與傳統(tǒng)定價(jià)方法進(jìn)行比較，說明其對(duì)進(jìn)賢縣聯(lián)社的適用性。之后運(yùn)用定量分析的方法，采用RAROC貸款定價(jià)方法對(duì)進(jìn)賢聯(lián)社某一貸款客戶的貸款利率進(jìn)行定價(jià)，并與原有貸款利率進(jìn)行比較，說明兩種定價(jià)方法的區(qū)別以及RAROC貸款定價(jià)方法的優(yōu)越性。文章最后對(duì)進(jìn)賢聯(lián)社運(yùn)用RAROC貸款定價(jià)方法提出了改進(jìn)意見，包括樹立以風(fēng)險(xiǎn)管理為中心的經(jīng)營理念，完善信用等級(jí)評(píng)價(jià)體系，完善內(nèi)部資金轉(zhuǎn)移定價(jià)系統(tǒng)，這些都是建立RAROC貸款定價(jià)體系的基礎(chǔ)，是保證進(jìn)賢聯(lián)社長期穩(wěn)定發(fā)展的必要條件。
[Abstract]:With the development of the marketization of the loan interest rate in China, the bank has completely independent pricing right to the loan interest rate, which can determine the loan interest rate according to the characteristics of its own operation, the target profit, the cost of capital, the reputation of the customers and the operation condition, and so on. This approach increases the flexibility and competitiveness of bank lending rates and will be more attractive to customers. But on the other hand, the fully autonomous loan pricing mode will also aggravate the competition between banks and increase the difficulty of bank loan pricing. If the interest rate of the bank loan is too high, the important customers may lose, and the potential income of the bank will be reduced; If the pricing is too low, it will increase the bank's credit risk and affect its long-term development. Therefore, how to formulate a reasonable and scientific loan pricing method has become a question that many banks must think about. Due to the heavy historical burden, the irregular credit management mode and the large number of non-performing loans, Jinxian County Union is in a weak position in the competition with commercial banks, so it is in the process of interest rate marketization. Will face more opportunities and challenges. Therefore, changing the existing business philosophy, establishing credit risk management awareness, and establishing a set of loan pricing methods in line with their own development characteristics is an important way to improve the competitive strength of Jinxian Union. Firstly, this paper reviews the research contents of loan pricing from domestic and foreign scholars, including the theoretical basis of loan pricing, the influencing factors of loan pricing, and the loan pricing methods, and summarizes these contents. Then the paper introduces and comments on the existing loan pricing methods of Jinxian County Co., Ltd., and points out the shortcomings of the existing loan pricing methods and its adverse impact on the future development of Jinxian County Co-operative Association. Then on the basis of the research of domestic and foreign scholars, this paper puts forward the RAROC loan pricing method which accords with the marketization of loan interest rate, and then gives a brief introduction to the determination method of each factor in the RAROC loan pricing method. The RAROC loan pricing method is compared with the traditional pricing method to illustrate its applicability to Jinxian County Union. Then using the quantitative analysis method, using the RAROC loan pricing method to price the loan interest rate of a certain loan customer of Jinxian Co., Ltd., and comparing the loan rate with the original loan rate. Explain the difference between the two pricing methods and the advantages of RAROC loan pricing method. At the end of the paper, the author puts forward some suggestions on how to use RAROC loan pricing method, including establishing the management idea of risk management, perfecting the credit rating evaluation system and perfecting the internal capital transfer pricing system. These are the foundation of the RAROC loan pricing system and the necessary conditions to ensure the long-term stable development of Jinxian Union.
【學(xué)位授予單位】：南昌大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F832.35;F832.4

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