商业银行分支机构内部资金转移定价策略研究精编.doc

商业银行分支机构内部资金转移定价策略研究 作者：管奇志（招商银行兰州分行副行长） 卢会明（工商管理硕士，现供职于招商银行兰州分行计划资金部，电话0931-8729856） 地址： 兰州市庆阳路9号招银大厦 中文摘要 在目前商业银行尚未开发出FTP系统以及利率市场化尚不完善的情况下，实施商业银行分支机构内部资金转移定价无疑是较为理想的重要的资产负债管理举措之一。在金融改革逐步深入、金融全球化将要到来的今天，为了优化商业银行资金配置，促进 “质量、规模与效益协调发展”，尤其是通过完善客户经理考核来实现部门收益与全行整体收益共同最大化目的，必须及早实施商业银行分支机构内部资金转移定价。实施商业银行分支机构内部资金转移定价，有利于商业银行强化利率风险管理，对不同机构和产品合理定价、提高整体资金收益率，健全和完善绩效考评，强化“资本约束”意识、缓解资本不足压力等作用。本文在此背景下研究探讨商业银行分支机构内部资金转移定价策略，在对建立模型的意义、作用和原则、定价方法、假定条件以及必须具备的相关系统支持等方面进行论述的基础上，设计了商业银行分支机构内部资金转移定价模型。对本模型中诸如“转移溢价率δ” 、资本充足率、资本回报率以及存贷款营销费用列支科目设置等策略问题进行了专题研讨。最后本文以兰州地区末商业银行为例进行实例分析，分析本定价模型在商业银行实际资金运作过程中的效用。 关键词： 资金配置； 内部资金定价模型；策略研究 ABSTRACT Because of the not yet developed interest rate market, in the present, the commercial bank branch internal capital shift pricing model is an important and necessary way for Chinese commercial banks’ asset-liability management. In order to optimize the commercial bank fund disposition, promote the coordinated and efficient development of the quality, scale and benefit of the commercial bank, and realize the maximum profit of each executive department and the whole set-up, the pricing model of internal capital shift must be carried out as soon as possible. The implementation of this commercial bank branch internal capital shift pricing model, is advantageous to the commercial bank strengthens the interest rate risk management and enhances the return on asset. Under this background, this article studies commercial bank branch internal capital shift pricing model, and fully demonstrates the necessity of the pricing model. And in this article the author also provides several related theories which were discussed widely in this kind of pricing model research scope. Finally this author analyses an example of Lanzhou Branch Dashaping Sub-branch of Lanzhou city some commercial bank to explain the actual operation effectiveness of this pricing model. KeyWords：fund disposition; Internal capital fixed price mod ; strategy research 一、引