【作者】 魏静；

【导师】 钟永红；

【作者基本信息】 华南理工大学 ， 管理科学与工程， 2018， 硕士

【摘要】 随着利率市场化改革的完成,商业银行的市场竞争力和盈利水平取决于定价能力的高低,商业银行的生存和发展依赖于价格的管理,因此银行必须将管理的重心逐步转向净利差的精细化管理,以提升其科学定价能力和产品定价管理水平,适应向价值最大化管理目标的转变。我国大型国有和全国股份制商业银行对贷款定价方法和模型的探索起步较早,目前几乎都构建起了较为科学合理、适合本行实际情况的贷款定价体系。城市商业银行由于缺乏完整的历史和市场统计数据以及相应的研究人才,定价机制还不完善、定价手段相对落后,因此如何提升城市商业银行的贷款定价能力是一个亟待解决的问题。本文首先介绍了商业银行贷款定价相关理论,包括利率理论、定价方法和定价原则,为贷款定价的研究提供了理论基础。其次分析了我国利率市场化对城市商业银行的影响,并指出城市商业银行目前贷款定价中存在的六大问题,为贷款定价的研究提供了现实基础。随后对商业银行贷款定价策略进行了研究,结合上市银行财务报表分析了影响贷款定价的因素,包括资金成本、运营成本、风险成本、资本成本、目标回报、客户贡献度,通过对比分析常用贷款定价模型优劣势,构建了适合城市商业银行的客户关系贷款定价模型,并以广州某城市商业银行为例进行了实证分析。最后根据上述研究对城市商业银行贷款定价提出了相关配套措施建议。更多还原

【Abstract】 With the completion of market-oriented interest rate reform,the market competitiveness and profitability of commercial Banks depends on the size of the pricing power,the survival and development of commercial Banks depends on the price management,so Banks must put the focus of management gradually shift to net interest margin of fine management,in order to enhance the scientific pricing ability and management level,product pricing the shift to the value maximization goal management.Large state and national joint-stock commercial Banks in China on loan pricing method and model to explore started earlier,now almost all build up a more scientific and reasonable,suitable for the actual situation of bank loan pricing sy stem.City commercial banks because of the lack of a complete history and market statistics and the corresponding research talent and pricing mechanism is not perfect,the pricing method is relatively backward,so how to improve city commercial bank’s pricing power is a problem to be solved。This paper first introduces the theory of commercial bank loan pricing,including interest rate theory,pricing method and pricing principle,and provides methodology for the research of loan pricing.Secondly analyzes the influence of interest rate marketization of urban commercial Banks in China,and it is pointed out that at present,the six major problems that exist in the loan pricing,provides realistic foundation for the research of loan pricing.Then studied the commercial bank loan pricing strategy,combining with the listed bank,financial statement analysis of the influence factors of loan pricing,including capital costs,operating costs,risks,costs,the cost of capital contribution,target returns,customers,through the analysis of common loan pricing model,the advantages and disadvantages which is suitable for city commercial Banks to build customer relationship loan pricing model,and a city commercial bank in guangzhou as an example for empirical analysis.Finally,according to the above research,the paper puts forward some Suggestions on the loan pricing of urban commercial Banks.更多还原