我国商业银行消费信贷定价分析.pdfVIP

Analysis on The Price of Consumption Credit Loan of Our Country Commercial Bank Abstract Consumer credit reasonable pricing is all important premise to the increase of operating e伍ciency in consumption credit and reasonable compensation of consumer credit risk，also adapt the interest rate marketization and the bank to achieve the sustainable development．Therefore，it is necessary to improve our traditional pricing mechanism，draw lessons from western option pricing theory,perfect theory construction of consumer credit pricing，completion deepen development· This paper use the process of consumption credit’S emergence and development as tne backP，ound，unifies the feature of consumer credit pricing in our commercial bank,with the Black-Scholes option pricing model，studied the influence factors of consumer credit pncmg，0n the basis of this．combined with the binomial tree pricing model，take the automobile consumption credit pricing as an example，make specific empirical research．Focusing on the practical aspect, present some countermeasures of commercial bank consumer credit pncmg· First of all。introduced the basic theory of consumer credit pricing，consumer credit pricing IS a system engineering under dynamic environment operation，formulating reasonable pncmg mechanism for scientific pricing of consumer credit business，realizes the covered and digestion to consumer credit business risk．Secondly,from the basic actuality of consumer credit，analyses under the interest rate marketization conditions，coIisumer credit pricing’s advantages and disadvantages， opportunities and threats，obtained equilibrium between the market competition and business pro址 锄d pointed the problems in our consumer credit pricing．Thirdly,introduce modem capital market’s Black．Scholes option pricing principle to pricing consumer credit，fully considerate the quantitative relationship the risk free interest rate，time limit，industry fluctuation and borrowees rational degree and consumer credit pricing．Then，us