【作者】 刘海涛；

【导师】 王新军；

【作者基本信息】 山东大学 ， 项目管理， 2011， 硕士

【摘要】 自2008年国际金融危机爆发以后,结合国内外形势及先前的实践经验,中国金融界进行了深度思考。随着十二五的到来,中国银行业的改革进一步深化,利率市场化程度日益深入。银行的利率定价水平对银行资金的运用及资源的配置有着重要的作用。作为中国金融界的一支重要力量,我国区域性中小银行机构在改进自身的经营管理,提高金融产品定价水平方面的需求日益迫切。现实是,区域性中小金融机构发展面临着诸多的问题,如治理结构、人员素质、经营区域、利润空间、管理水平等。例如农村信用社,由于历史的原因,它有着独特的特点。在政策上,它主要服务于三农、服务于中小企业,经营区域固定；在模式上,它经营方式灵活,以小额、短期贷款为主,但也面临着成本偏高、产品单一的问题；在历史上,它与经营区域内的群众共发展,有着较高的认可度,同时也承受着不良贷款比例大,历史包袱沉重,经营范围狭窄,客户选择度低等问题。在管理上、技术上,它发展较晚、投入较少与大银行不可同日而语。本文基于这样的情况,展开对中小银行贷款利率定价问题的研究。在利率市场化的形势下,如何对信贷产品进行合理定价是困扰银行经营的问题。如果信贷产品定价过高,会抑制优质客户的借款需求,使优质客户转向其它银行及其它融资渠道,并驱使客户从事高风险的经济活动以应对沉重的债务负担；如果定价过低,银行甚至不能补偿付出的成本和承担的风险,无法实现盈利目标。随着信贷市场的竞争日趋激烈,细分客户群体,以优质产品引导业务发展成为主要的营销模式,贷款产品的科学定价较以往更为重要。由于经营的规模与水平所限,中小银行的定价水平亟待提高。本文对多种贷款利率定价理论模型及我国银行贷款利率定价的现状进行了系统分析,并选取了一家区域性中小银行进行了个案剖析。希望结合中小银行目前的现状,通过对贷款产品定价问题的探讨构建起中小银行利率定价的系统流程,并建立一种综合银行经营成本、目标利润及信用风险等因素的贷款利率定价模型。本文通过实证分析,运用信贷配给理论及仿真实验的方法检验相关因素对于贷款产品定价的实际影响,对建立的贷款利率定价模型进行了检验,并对进一步完善银行的产品定价机制提出对策。最后,希望通过相关的研究带动对中小银行信贷产品利率定价问题的思考,建立更加合理的贷款利率定价模式,服务于日常的定价工作中,提高中小银行的经营水平与服务水平。更多还原

【Abstract】 After the outbreak of the international financial crisis since 2008,China’s financial circles on the depth of thinkingcombined with the practice of the situation at home and abroad and the previous experience. Whit the arrival of the 12th five-year plan,China’s banking reform will deepen further,also including interest rate magnetization.Bank interest rates on bank capital pricing level plays an important role in resource allocation.As an important force of China’s financial circles,regional bank institutions of small and medium-sized demand imperatively to improvement of their own management and financial product pricing levels.But in fact,small and medium-sized regional bank institutions facing many problems,such as governance structure, personnel quality, management area profit,space management level,and so on.Take rural credit cooperative as an example,for historical reasons,it has unique characteristics.In policy,it services countryside,agriculture and farmers,also small and medium-sized enterprises,the business services regional is fixed;In mode,it operates flexible to prove small short-term loans,but also face problems of higher costs and single products;In history, it high approved by the people of its business area, but problems of high proportion of bad loans,the narrow business scopes,and low degree of customer choose are serious day after day;In management and technology, it develops later,and has a big gap compared with big banks. In this background,this paper discusses the Pricing System in small and medium-sized banks.In the interest rate marketization situation,how to reasonable pricing for loan products is a bending problem for bank management.If the loan pricing too high, it will restrain loan request of high quality customers,and force them to turn to other financing channels,which lead customs to bear high economy risks and heavy debt burden. If the loan pricing too low,the bank can not to pay the compensation cost and risk-taking,unable to realize profits targets.Loan market competition becomes increasingly fierce,subdividing client group and guiding for business development by high quality products become the main marking pattern, loan products pricing scientific is more important than even before. Because of the scale and level of management limited,the level of small and medium-sized banks pricing must be boost.In this paper,we discuss loan pricing theory model and the current situation of pricing system,and elect a small and medium-sized regional bank for case analysis. Through to the loan pricing combine with the current situation of small and medium-sized regional bank to study the process flow of pricing system,then establishing a comprehensive loan pricing mode combined with bank management cost,target profit and credit risk.Through empirical analysis,we use credit rationing theory and simulation method to inspect the effect between related factors and loan pricing,and improve the countermeasures of product pricing mechanism.Finally, building a more reasonable pricing model to service the daily pricing services,also highlight the management level and service level of small and medium-sized banks.更多还原