本文選題：消費信貸 + 貸款定價　； 參考：《東北農(nóng)業(yè)大學》2012年碩士論文

【摘要】：消費信貸的合理定價是提高商業(yè)銀行消費信貸業(yè)務經(jīng)營效益和合理補償消費信貸業(yè)務風險的重要前提,也是適應利率市場化和實現(xiàn)銀行可持續(xù)發(fā)展的重要前提。因此,有必要改善我國傳統(tǒng)的定價機制,借鑒西方期權定價理論,完善商業(yè)銀行消費信貸定價的理論建設,完成消費信貸的深化發(fā)展。 本文以消費信貸的產(chǎn)生和發(fā)展過程為背景,結合我國商業(yè)銀行消費信貸定價的特點,運用Black-Scholes期權定價模型,對商業(yè)銀行消費信貸定價的影響因素進行了定量研究,在此基礎上,結合二叉樹定價模型,以汽車消費信貸定價為例,做了具體的實證研究。側重從實際操作的角度提出商業(yè)銀行消費信貸定價的對策建議。 首先,系統(tǒng)的闡述了消費信貸定價的基本理論,認為消費貸款定價是一個在動態(tài)環(huán)境下運行的系統(tǒng)工程,通過制定合理的定價機制對消費信貸業(yè)務進行科學定價,實現(xiàn)對消費信貸業(yè)務的風險覆蓋和消化。其次,從我國商業(yè)銀行消費信貸的基本現(xiàn)狀入手,分析了利率市場化條件下,消費信貸定價面臨在市場競爭和業(yè)務利潤之間求得均衡的窘境,并指出了我國消費信貸定價存在的問題。再次,本文將現(xiàn)代資本市場中的Black-Scholes期權定價原理引入到消費貸款的定價中,充分考慮到了到期期限、無風險利率、行業(yè)波動以及借款人的理性程度這四個因素與消費信貸定價之間的定量關系。然后,運用了實證分析的方法,以汽車消費信貸定價為例,通過構建二叉樹期權定價模型,運用風險中性定價法、倒推定價法,得出了在利率市場化條件下,汽車消費信貸定價的合理數(shù)值。最后,本文根據(jù)前文所作的研究和分析,結合我國實際情況,為我國商業(yè)銀行消費信貸定價的發(fā)展提出幾點可行性的對策建議,例如政府要建立合理的市場化利率體系,銀行要積極培養(yǎng)基層的自助定價能力,加強同國外的人才與信息的交流等。
[Abstract]:The reasonable pricing of consumer credit is an important premise to improve the efficiency of commercial bank's consumer credit business and to reasonably compensate the risk of consumption credit business. It is also an important premise to adapt to the marketization of interest rate and to realize the sustainable development of banks. Therefore, it is necessary to improve the traditional pricing mechanism of our country, draw lessons from the western option pricing theory, perfect the theoretical construction of consumer credit pricing in commercial banks, and complete the deepening development of consumer credit. Based on the background of the emergence and development of consumer credit and the characteristics of consumer credit pricing in China, this paper makes a quantitative study on the influencing factors of consumer credit pricing in commercial banks by using Black-Scholes option pricing model. Based on the binomial tree pricing model, this paper takes the pricing of automobile consumption credit as an example, and makes a concrete empirical study. This paper puts forward the countermeasures and suggestions of consumer credit pricing in commercial banks from the point of view of practical operation. First of all, the paper systematically expounds the basic theory of consumer credit pricing, and considers that consumer loan pricing is a systematic project running in dynamic environment, and makes a reasonable pricing mechanism to carry out scientific pricing of consumer credit business. To achieve consumer credit business risk coverage and digestion. Secondly, starting from the basic situation of consumer credit of commercial banks in China, the paper analyzes the dilemma of consumer credit pricing in the market competition and business profit under the condition of interest rate marketization. It also points out the problems existing in the pricing of consumer credit in China. Thirdly, this paper introduces the Black-Scholes option pricing principle in the modern capital market into the pricing of consumer loans, taking full account of the maturity, risk-free interest rate, The quantitative relationship between the four factors of industry volatility and the rationality of borrowers and the pricing of consumer credit. Then, by using the method of empirical analysis, taking the pricing of automobile consumption credit as an example, by constructing a binomial tree option pricing model, using the risk neutral pricing method and the backward pricing method, the paper draws the conclusion that under the condition of marketization of interest rate. The reasonable value of car consumption credit pricing. Finally, according to the previous research and analysis, combined with the actual situation in China, this paper puts forward some feasible countermeasures for the development of consumer credit pricing in China's commercial banks, such as the government should establish a reasonable market-oriented interest rate system. Banks should actively cultivate the self-pricing ability of grassroots and strengthen the exchange of talents and information with foreign countries.
【學位授予單位】：東北農(nóng)業(yè)大學
【學位級別】：碩士
【學位授予年份】：2012
【分類號】：F832.4;F224

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