利率市场化条件下贷款定价方法在银行信贷风险管理中的应用研究-工商管理专业论文.docxVIP

II II 本文的创新之处就是根据巴塞尔新资本协议要求，结合我国商业银行的具体情 况，提出了适合我国商业银行的贷款定价模型，该模型对我国商业银行的具体情况 具有一定的指导意义。按照先进性、实用性原则，着重对贷款定价模型中几大基本 要素：风险溢价、资金成本、营业成本和目标回报的确定方法逐一作了研究。本文 提出利用贷款五级分类的历史数据推导出违约率的思路，运用内部资金转移价格来 确定资金成本，利用作业成本法核算客户贷款成本的方法，为利率市场化趋势下我 国商业银行的贷款定价作了一定的研究工作。 关键词：利率市场化，贷款定价，信贷风险管理，商业银行 III III ABSTRACT With the Chinese financial industry full opening to the foreigner, the completely marketization of interest rate is not far away．On the one hand this mean the financial institutions will have a bigger right to the pricing of the loan， they will be able to determine the interest rate according to the loan risk and to manage or prevent financial risk．On the other hand，once the interest rate completely lets loose，the commercial bank must independently make the loan price and also mean the commercial bank must undertake the risk of independently pricing．Now our country commercial banks haven’t prepared for it．Our commercial banks have already realized this question but have not resolve it．The main purpose of this article is to suggest a theoretical support for our banks to improve loan pricing．The structure of my paper is as follows： Having a better command of the history and current situation of loan pricing in China is very significant for us to find the proper way of pricing loans．So in the first chapter，I discuss the interest rate reform history，in other words，the history of loan pricing in China．Then l discuss the meaning of getting research into the topic． The second part introduces the basic content of loan pricing and the theoretic basis of loan pricing．Then the basic principle and influencing factors is analyzed，which is the theoretic basis of the following loan pricing in china．The third part of this paper focuses on the current situation of loan pricing．It analyzed our country commercial bank present loan price policy as well as the method，and conclude the progress and the question in the loan price． According to our country actual situation．the last part gives two pricing