【摘要】：利率市場(chǎng)化的推進(jìn)，客觀上要求同步推進(jìn)金融機(jī)構(gòu)利率定價(jià)機(jī)制建設(shè)，以實(shí)現(xiàn)自主定價(jià)、市場(chǎng)形成、調(diào)控靈活、傳導(dǎo)通暢的市場(chǎng)利率機(jī)制，以及理性、有序、充分競(jìng)爭(zhēng)的市場(chǎng)利率體系。我國(guó)利率市場(chǎng)化改革以1996年放開銀行間同業(yè)拆借市場(chǎng)利率為邏輯起點(diǎn)，逐步放開了債券市場(chǎng)利率、外幣貸款利率和大額存款利率，逐步擴(kuò)大貸款利率浮動(dòng)范圍、簡(jiǎn)化利率檔次，實(shí)現(xiàn)了“存款利率管上限、貸款利率管下限”的階段性改革目標(biāo)。當(dāng)前，中國(guó)利率市場(chǎng)化改革已進(jìn)入攻堅(jiān)階段，作為市場(chǎng)微觀主體的各金融機(jī)構(gòu)，其利率定價(jià)能力的高低成為影響下階段利率市場(chǎng)化改革取得突破性進(jìn)展的關(guān)鍵性因素。根據(jù)金融機(jī)構(gòu)利率定價(jià)能力的差異給予差別化的自主定價(jià)權(quán)限是下階段利率市場(chǎng)化的重要可行性路徑。在利率市場(chǎng)化改革進(jìn)一步深化背景下，如何科學(xué)、客觀、全面地評(píng)估金融機(jī)構(gòu)利率定價(jià)能力，是當(dāng)前金融管理部門亟待破解的新課題，目前國(guó)內(nèi)評(píng)估、界定金融機(jī)構(gòu)利率定價(jià)能力的研究基本處于空白，探索構(gòu)建金融機(jī)構(gòu)特別是中小法人金融機(jī)構(gòu)利率定價(jià)能力評(píng)估體系并通過(guò)評(píng)估推動(dòng)金融機(jī)構(gòu)定價(jià)能力的提升具有重要的現(xiàn)實(shí)指導(dǎo)意義。 本論文選取中小金融機(jī)構(gòu)為評(píng)估對(duì)象，從當(dāng)前中小金融機(jī)構(gòu)利率定價(jià)機(jī)制建設(shè)實(shí)際出發(fā)，結(jié)合我國(guó)進(jìn)一步推進(jìn)利率市場(chǎng)化改革的要求，綜合考慮被評(píng)機(jī)構(gòu)利率定價(jià)機(jī)制建設(shè)、利率實(shí)際執(zhí)行、影響利率定價(jià)能力的基礎(chǔ)條件等多方因素，探索建立了中小金融機(jī)構(gòu)利率定價(jià)能力評(píng)估指標(biāo)體系，并采用專家打分和層次分析方法確定評(píng)估指標(biāo)權(quán)重。運(yùn)用構(gòu)建的評(píng)估體系對(duì)湖南省轄內(nèi)24家樣本法人金融機(jī)構(gòu)開展評(píng)估并對(duì)評(píng)估結(jié)果進(jìn)行統(tǒng)計(jì)聚類分析，進(jìn)而提出相關(guān)建議，以推動(dòng)中小金融機(jī)構(gòu)加強(qiáng)利率定價(jià)機(jī)制建設(shè)，提升利率定價(jià)能力，并以期為深入推進(jìn)我國(guó)利率市場(chǎng)化改革提供有益參考。從湖南省抽樣的法人金融機(jī)構(gòu)利率定價(jià)能力試評(píng)估結(jié)果分析，本文所構(gòu)建的利率定價(jià)評(píng)估體系架構(gòu)較為合理，指標(biāo)選取基本得當(dāng)，評(píng)估結(jié)果與市場(chǎng)分析大體吻合。但客觀來(lái)看，本文構(gòu)建的中小金融機(jī)構(gòu)利率定價(jià)能力評(píng)估體系在指標(biāo)設(shè)置、實(shí)際操作等方面均存在一定欠缺有待完善，還需在日后的實(shí)踐中對(duì)本文評(píng)估體系作進(jìn)一步的探索和完善，，以期創(chuàng)建符合我國(guó)實(shí)際、具有現(xiàn)實(shí)指導(dǎo)意義的中小金融機(jī)構(gòu)利率定價(jià)能力評(píng)估體系。
[Abstract]:The promotion of interest rate marketization objectively requires the simultaneous promotion of the interest rate pricing mechanism of financial institutions in order to realize independent pricing, market formation, flexible control and smooth transmission of market interest rate mechanism, as well as rational and orderly market interest rate mechanism. A fully competitive market interest rate system. China's interest rate marketization reform took the 1996 market interest rate as the logical starting point, gradually liberalized the bond market interest rate, foreign currency loan interest rate and large deposit interest rate, gradually expanded the floating range of loan interest rate and simplified the interest rate grade. Realized the "deposit interest rate management upper limit, loan interest rate management lower limit" stage reform goal. At present, the reform of interest rate marketization in China has entered a critical stage. The interest rate pricing ability of various financial institutions, as the microcosmic main body of the market, has become the key factor influencing the breakthrough progress of the interest rate marketization reform in the next stage. According to the difference of interest rate pricing ability of financial institutions, giving differential independent pricing authority is an important feasible path for the next stage of interest rate marketization. Under the background of further deepening the reform of interest rate marketization, how to evaluate the interest rate pricing ability of financial institutions scientifically, objectively and comprehensively is a new topic to be solved by the current financial management departments. The research of defining the interest rate pricing ability of financial institutions is basically blank. It is of great practical significance to explore and construct the evaluation system of interest rate pricing ability of financial institutions, especially those of small and medium-sized legal persons, and to promote the improvement of pricing ability of financial institutions through evaluation. This paper selects the small and medium-sized financial institutions as the evaluation object, starting from the actual construction of interest rate pricing mechanism of the small and medium-sized financial institutions at present, considering the requirements of further promoting the interest rate marketization reform in our country, synthetically considering the construction of the interest rate pricing mechanism of the assessed institutions. This paper explores and establishes the evaluation index system of interest rate pricing ability of medium and small financial institutions, and adopts the method of expert scoring and analytic hierarchy process to determine the weight of the evaluation index, which is based on various factors, such as the actual implementation of interest rate and the basic conditions affecting the pricing ability of interest rate. The evaluation system is used to evaluate 24 sample corporate financial institutions in Hunan province, and statistical cluster analysis of the evaluation results is carried out, and relevant suggestions are put forward in order to promote the construction of interest rate pricing mechanism in small and medium-sized financial institutions. To improve the interest rate pricing ability, and to provide a useful reference for the further promotion of China's interest rate marketization reform. Based on the analysis of the results of the trial evaluation of interest rate pricing ability of the legal person financial institutions in Hunan province, the structure of the interest rate pricing evaluation system constructed in this paper is reasonable, and the index selection is basically appropriate, and the evaluation results are basically consistent with the market analysis. But objectively, the evaluation system of interest rate pricing ability of small and medium-sized financial institutions in this paper has some deficiencies to be improved in the aspects of index setting, actual operation and so on. It is also necessary to further explore and perfect the evaluation system in the future in order to establish an evaluation system of interest rate pricing ability of small and medium-sized financial institutions in accordance with the reality of our country.
【學(xué)位授予單位】：湖南大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2012
【分類號(hào)】：F832.39

【參考文獻(xiàn)】

相關(guān)期刊論文 前10條

1 陳燕玲;論利率市場(chǎng)化后的貸款定價(jià)模式選擇[J];安徽大學(xué)學(xué)報(bào);2002年03期

2 張亞欣;我國(guó)中小商業(yè)銀行發(fā)展中的制約因素及其對(duì)策[J];北方經(jīng)濟(jì);2003年12期

3 盧唐來(lái);EVA與銀行定價(jià)策略[J];商業(yè)研究;2005年07期

4 曹曉蘭;;論存款保險(xiǎn)制度下的風(fēng)險(xiǎn)防范[J];保險(xiǎn)研究;2009年12期

5 何韌;;銀企關(guān)系與銀行貸款定價(jià)的實(shí)證研究[J];財(cái)經(jīng)論叢;2010年01期

6 畢明強(qiáng);基于貢獻(xiàn)度分析和客戶關(guān)系的商業(yè)銀行貸款定價(jià)方法研究[J];金融論壇;2004年07期

7 莊新田,黃小原;基于信息不對(duì)稱的銀行貸款定價(jià)策略分析[J];系統(tǒng)工程;2002年03期

8 龍海明;鄧太杏;;基于信用評(píng)級(jí)的商業(yè)銀行貸款風(fēng)險(xiǎn)定價(jià)模型[J];湖南大學(xué)學(xué)報(bào)(自然科學(xué)版);2007年02期

9 張遠(yuǎn)為;;中國(guó)商業(yè)銀行利率風(fēng)險(xiǎn)的實(shí)證分析[J];經(jīng)濟(jì)與管理;2008年04期

10 谷秀娟;;我國(guó)商業(yè)銀行利率風(fēng)險(xiǎn)及其管理研究[J];經(jīng)濟(jì)經(jīng)緯;2008年01期

本文編號(hào)：2120163