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1、word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开展的双重目的，就成为了广阔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
2、方式单一、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。 本文在梳理国外货款定价理论和各类货款定价方法的根底上，结合我国农商行数据积累、经营管理水平和外部竞争情况，经过比拟，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展货款定价的方法。 研究从理论出发，首先介绍了RAROC模型的优点与对农商行定价的适用性，然后基
3、于模型原理推导出货款利率的制定公式，分析了各局部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。最后以某农商行的货款数据进展模型应用，通过比拟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, du
4、e 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 finan
5、cial 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 financ
6、ial 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 condit
7、ions 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 b
8、ee 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 external petition situation, by parison, ha
9、s 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 Xieyigong II in China, agricultural firms will gradually m
10、eet the needs of the application of the RAROC model, so this paper uses RAROC model to explore 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 th
11、en 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 m
12、atrix, 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 sm
13、all 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111233477781.4.1 研究方法81.4.2 技术路线图99910第2章 商业银行贷款定价相关概述与小企业贷款特性分析111111121313不同产业银行贷款定价现状13银行贷款定价现状14银行贷款定价现状1414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
14、商业银行主要贷款定价差异162.4小企业贷款特性分析172.4.1小企业的界定172.4.2小企业的特征182.4.3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22223.2地区小企业融资情况223.2.1地区小企业融资形式22233.3 A银行分行小企业业务开展情况与特点243.3.1A银行分行近年来小企业业务开展情况2425253.4 A银行分行小企业贷款定价情况263.4.1A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2828284.1.2 贷款定价主要目标284贷款定价实现途径292929333435第5章 贷款定价方式实证分析36363
15、8第6章 结论与建议404040参考文献41致44 / 第1章 绪论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；不合理的资金定价如此会扭曲资金的配置。贷款定价就是商业银行在分析信贷资金本钱、收益和风险的根底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人协商贷款利率、签订贷款协议的过程。而在表现如此是商业银行依据每笔贷款的收益和风险进展动态匹配的过程。贷款定价是我国商业银行贷款业务的核心所在，它不仅要考虑到宏观
16、经济环境、行业环境以与银行同业竞争等因素，更要考虑借款人的资质状况，准确度量贷款资金的本钱以与面临的各种风险。假如商业银行贷款定价过低，一方面可能会造成信贷市场上资金的供不应求，过多的资金需求使商业银行不能对借款人进展准确的资质考量。另一方面会导致信贷资金收益不能覆盖其资金本钱和风险。而过高的定价将导致商业银行优质客户的流失，对银行的竞争力带来负面影响。因此，合理的信贷资金定价是商业银行持续经营和保持竞争优势的关键要素。 利率市场化改革是推动银行贷款定价的关键外在因素。所谓利率市场化就是形成以市场资金供求为根底、中央银行基准利率为调控核心、由市场主体自主决定贷款资金价格的机制。我国利率市场化改革的总体思路是先放开货币市场利率
