【作者】 王丹；

【导师】 高清霞；

【作者基本信息】 对外经济贸易大学 ， 金融学， 2016， 硕士

【摘要】 随着利率市场化浪潮的临近,我国金融机构的存贷款定价方式也受到了不小的冲击。财务公司作为金融市场的一个重要参与者,在这场金融战役中也要发挥其自身的功效,为其他行业和领域起到一个积极的引领作用。利率市场化的深入,让财务公司获得自主定价权的同时,也对其经营管理能力提出了更高的要求。如何制定出一套行之有效的存贷款定价模型成为了财务公司及各个金融机构面临的一个重要课题。本文以利率市场化为背景,着重研究分析财务公司的存贷款利率定价模型和方法的确定,以及为该模型的确定所要预先准备的各项前提条件。第一章内容介绍了财务公司存贷款定价的历史背景和重要意义,点明了本文的写作意义。第二章以批判的角度阐述了几种利率理论和现代较为前瞻性的存贷款利率定价模式。第三章讲述了我国利率市场化进程的现状与特点,为后文中财务公司研究定价模型的必要性进行铺垫。第四章和第五章是本文的重点内容。第四章研究的是财务公司在利率市场化定价过程中所面临的现状和问题。它为全文中的最重要第五章财务公司在利率市场化改革中的利率确定模式做好了衔接工作。第五章节分别从贷款和存款、欧美国家的定价模式与财务公司定价模式等几个角度着重研究了财务公司的存贷款模型。在结尾处,本文也指出了所确立模型的欠缺之处,提出了相应的改善方法和对策建议。更多还原

【Abstract】 With the approaching of the marketization of interest rate,financial institutions deposit and loan pricing in China have taken a beating.At the same time,finance company,as an important participant in financial market,plays an important role in this financial battle,which will take a leading role in other industries and business scope.Based on a deeper marketization of interest rate,finance companies can access the pricing power on their own.Meanwhile,the companies have to enhance their ability of operating management,which could meet higher requirements.Hence,how to formulate a set of deposit and loan pricing model effectively will become an important issue for the finance companies and financial institutions.According to the marketization of interest rate,this paper will focus on an analysis on determining the deposit and loan interest rate pricing model and method of the finance company.Moreover,it will analyze some preconditions on the process of determining the pricing model.The first chapter will introduce the historical background and significance of loan pricing model of finance company,which points out the purpose of writing this paper.In the second chapter,the paper will expound several modern histories of interest and prospective model on pricing loan interest rate critically.The third chapter will describe the current situation and characteristics of the marketization of interest rate,which provides the basis of studying on the pricing model in finance companies.The fourth and the fifth chapter are the main content of this paper.In the fourth chapter,it will study the current situation and problems of the marketization of interest rate,which are facing by finance companies in the pricing process.Furthermore,the fourth chapter performs a cohesive function with the fifth chapter.The fifth chapter will analyze the pricing model from three perspectives,loans and deposits,the pricing model in the United States and Europe,and the pricing model in the finance companies.Meanwhile,the last part will point out that the shortcomings on establishing the pricing model and put forward the corresponding measures and suggestions.更多还原