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1、-商业银行小企业贷款定价方法研究以A银行*分行为例摘要近年来小微企业在我国经济中的地位和作用不断上升，然而由于信息不对称等问题的存在，面临的融资压力却是越来越大在相关政策的指引下，各类金融机构给予了小微企业业务更多的重视和关注。农村商业银行是我国农村金融机构中的主力军，面向的企业大多为县域、村镇的小微企业，如何在货款中制定合理、科学的价格，达到既能满足安全性、盈利性的银行货款需求，又能提供更完善的金融服务进而推动小微企业的发展的双重目的，就成为了广大农商行面临的重要挑战.然而目前农商行货款定价时，大多直接应用大型商业银行的货款定价模型而忽略了彼此数据积累、经营状况等方面的差异，货款利率制定方式
2、单一、依据简单、考虑因素不全、主观性强。因此，制定一套符合农商行经营特质的小微企业货款定价方法就成为了当前农商行巫需解决的问题。本文在梳理国内外货款定价理论和各类货款定价方法的基础上，结合我国农商行数据积累、经营管理水平和外部竞争情况，经过比较，得出RAROC模型在农村金融机构对小微企业货款定价方面具有很多的契合之处，有广阔的应用前景。伴随着利率市场化进程的推进和巴塞尔协议工II在我国的逐步实施，农商行将逐步满足RAROC模型应用所需要的条件，所以本文以RAROC模型为基拙探寻农商行对小微企业进行货款定价的方法。研究从理论出发，首先介绍了RAROC模型的优点及对农商行定价的适用性，然后基于模型
3、原理推导出货款利率的制定公式，分析了各部分主要变量的计算方法。随后采用第三方评级机构掌握的*11家县域的小微企业数据，结合信用评级转移矩阵，利用因子分析、聚类分析等方法确定货款违约率。最后以*农商行的货款数据进行模型应用，通过比较模型利率与实际利率之间的差异，得出RAROC是适合农商行小微企业货款定价的模型。关键词：商业银行小微企业；贷款定价方法；RAROC模型ABSTRACTIn recent years, and the role of Small and micro businesses in Chinas economic status is rising, however, due
4、to asymmetric information and other reasons, the financing pressure is facing more and more under the guidance of the relevant policies, various financial institutions to give Small and micro businesses business more attention and concern. Rural mercial bank is the main force of Chinas rural financi
5、al institutions, Small and micro businesses oriented enterprises are mostly counties, towns and villages, how to establish a reasonable and scientific in the payment of the price, can not only meet the safety and profitability of the bank loan demand, the dual purpose and can provide better financia
6、l services and promote the development of the Small and micro businesses, has bee an important challenge for mercial bank. However, rural mercial bank loan pricing, loan pricing models are applied directly to large mercial banks while ignoring the differences of data accumulation, operating conditio
7、ns and other aspects of the loan interest rate setting single way, based on simple considerations, not all, strong subjectivity. Therefore, the development of a set of small and micro enterprises in accordance with the characteristics of agricultural businesses in the purchase price of goods has bee
8、 the current issue of the need to solve the problem of agricultural businesses.Based on the analysis of domestic and foreign loan pricing theory and all kinds of loan pricing methods, bined with Chinas mercial bank data accumulation, management level and e*ternal petition situation, by parison, has
9、a lot of similarities that RAROC model in the rural financial institutions to small and micro enterprises loan pricing, has broad application prospects. Along with the gradual implementation of the liberalization of interest rate and Basel *ieyigong II in China, agricultural firms will gradually mee
10、t the needs of the application of the RAROC model, so this paper uses RAROC model to e*plore the basic method of agricultural firms Small and micro businesses purchase pricing.The research from the theory, first introduced the RAROC model and the applicability of agricultural firms pricing, and then
11、 based on the established formula model derived from the principle of the loan rate, analyzed the calculation method of the main variables of each part. Then use the third party rating agencies to grasp the small and micro enterprises in Jiangsu 11 counties, bined with the credit rating transfer mat
12、ri*, using factor analysis, clustering analysis and other methods to determine the loan default rate. Finally, the model is applied to the loan data of an agricultural firm, and by paring the difference between the model and the real interest rate, it is concluded that the RAROC is suitable for smal
13、l and micro enterprises in agricultural firms.Key words: mercial banks small and micro enterprises; loan pricing method; RAROC model目录摘要IABSTRACTII第1章绪论11.1研究背景和意义1研究背景1研究意义21.2国内外研究综述3国外研究综述3国内研究综述41.3研究目标与研究内容7研究目标7研究内容71.4研究方法与技术路线图81.4.1 研究方法81.4.2 技术路线图91.5可能的创新与不足9可能的创新9可能的不足10第2章商业银行贷款定价相关概述及
14、小企业贷款特性分析112.1商业银行贷款现状11我国商业银行贷款现状11*省商业银行贷款现状12*市商业银行贷款现状132.2商业银行贷款定价现状13不同产业银行贷款定价现状13不同规模银行贷款定价现状14不同属性企业银行贷款定价现状142.3商业银行贷款定价模型14国际通用商业银行贷款定价模型14我国商业银行主要贷款定价政策16*省商业银行主要贷款定价差异162.4小企业贷款特性分析17小企业的界定17小企业的特征18小企业贷款定价现状19第3章 A银行*分行小企业贷款定价情况分析223.1*市微小企业发展状况223.2*地区小企业融资情况22*地区小企业融资形式22*市小微企业融资渠道23
15、3.3 A银行*分行小企业业务发展情况及特点243.3.1 A银行*分行近年来小企业业务发展情况243.3.2 A银行*分行近年来小企业业务特点253.3.3 A银行*分行小企业贷款定价方法中存在的问题253.4 A银行*分行小企业贷款定价情况263.4.1 A银行*分行小企业贷款利率水平26第4章 A银行*分行小企业贷款定价方法设计284.1贷款定价的基本原则及目标28贷款定价应遵循的基本原则284.1.2 贷款定价主要目标28贷款定价实现途径294.2贷款定价基本模型选择分析29贷款定价基本模型设计思路29影响贷款定价的其他因素33客户综合收益水平的确定34综合后的贷款定价方式35第5章贷款定价方式实证分析365.1贷款定价实际案例测算365.2贷款定价实际案例比较分析38第6章结论与建议406.1结论406.2建议40参考文献41致谢44. z.-第1章绪论1.1研究背景和意义研究背景信贷资金作为信贷市场交易客体，其价格如同商品市场或要素市场上商品价格或要素价格一样起到配置资源的作用。合理的贷款定价会起到优化资金配置的作用；不合理的资金定价则会扭曲资金的配置。贷款定价就是商业银行在分析信贷资金成本、收益和风险的基础上根据借款人的不同信用状况等因素收取的不同水平的利息，来实现商业银行经营的安全性、盈利性和流动性。贷款定价的外在表现即是商业银行与借款
