本文關(guān)鍵詞： 中信銀行 貸款定價(jià) RAROC　出處：《青島大學(xué)》2017年碩士論文　論文類型：學(xué)位論文

【摘要】：貸款業(yè)務(wù)是商業(yè)銀行獲取利潤的主要來源,是商業(yè)銀行生存的基礎(chǔ)。當(dāng)前,貸款定價(jià)是利率市場(chǎng)化環(huán)境下商業(yè)銀行的核心業(yè)務(wù),貸款定價(jià)是否合理,既關(guān)系到銀行自身盈利大小,也涉及到我國實(shí)體經(jīng)濟(jì)能否順利轉(zhuǎn)型的問題。就中信銀行而言,貸款的利息收入占全行利潤來源的70%左右,風(fēng)險(xiǎn)評(píng)估和貸款定價(jià)能力強(qiáng)弱,直接影響銀行的持續(xù)經(jīng)營和獲利能力。在分行層面,貸款定價(jià)的合理與否直接影響著銀行的收益水平和客戶關(guān)系,定價(jià)過高或過低都會(huì)(銀行)成不良影響,貸款定價(jià)研究具有現(xiàn)實(shí)意義。本文計(jì)劃通過文獻(xiàn)研究、案例分析、調(diào)查研究等方法,(青島分行的貸款定價(jià)進(jìn)行深入細(xì)致的研究與梳理,預(yù)期在相(準(zhǔn)確的風(fēng)險(xiǎn)計(jì)量的基礎(chǔ)上,推(分行的)RAROC為基礎(chǔ)的貸款定價(jià)體系完善,挖掘存量授信的利潤空間,在總行指導(dǎo)范圍內(nèi)實(shí)現(xiàn)資源的精準(zhǔn)配置,增進(jìn)銀企的合作關(guān)系。研究?jī)?nèi)容主要分為四部分:一是梳理分析貸款定價(jià)的影響因素,定價(jià)方法及其(比。二是分析中信銀行青島分行貸款定價(jià)現(xiàn)狀和存在的問題,深入分析了其優(yōu)化貸款定價(jià)方式的必要性。三是在明確中信銀行青島分行優(yōu)化貸款定價(jià)方式的目標(biāo)后,利用相關(guān)方法和數(shù)據(jù),全面建立中信銀行青島分行RAROC貸款定價(jià)模型,并利用某公司進(jìn)行驗(yàn)證分析。四是提出實(shí)施中信銀行青島分行RAROC貸款定價(jià)模式的相關(guān)保障措施。通過本文研究,一是建立了中信銀行青島分行RAROC貸款定價(jià)模型,并(其進(jìn)行了實(shí)證分析,二是提出了完善商業(yè)銀行信貸管理信息系統(tǒng)、優(yōu)化貸款價(jià)格審批流倡、優(yōu)化貸款價(jià)格審批流倡、實(shí)現(xiàn)部門間的通力合作、建立科學(xué)、有效的激勵(lì)機(jī)制、建立健全科學(xué)的教育培訓(xùn)體系、建設(shè)銀行核心文化等保障措施,為銀行貸款定價(jià)模式的實(shí)施提供了保障。
[Abstract]:Loan business is the main source of commercial banks' profits and the basis of commercial banks' survival. At present, loan pricing is the core business of commercial banks in the interest rate market-oriented environment, and whether the loan pricing is reasonable or not. As far as CITIC Bank is concerned, the interest income of the loan accounts for about 70% of the whole bank's profit source. The strength of risk assessment and loan pricing ability directly affect the continuing operation and profitability of banks. At the branch level, whether the loan pricing is reasonable or not has a direct impact on the bank's income level and customer relationship. Too high or too low pricing will have a negative impact, loan pricing research is of practical significance. This paper plans to use literature research, case analysis, investigation and other methods. (Qingdao Branch of the loan pricing in-depth and detailed research and combing, based on the expected phase (accurate risk measurement, push) (branch of the ROC as the basis of the loan pricing system) perfect. Excavate the profit space of stock credit, realize the accurate allocation of resources within the guidance scope of the head office, enhance the cooperation relationship of the bank and enterprise. The research content is mainly divided into four parts: first, combing and analyzing the influencing factors of loan pricing. Pricing method and its (ratio. 2) the analysis of CITIC Bank Qingdao Branch loan pricing status and existing problems. After analyzing the necessity of optimizing loan pricing mode, the third is to make clear the target of optimizing loan pricing method in Qingdao Branch of CITIC Bank, and make use of relevant methods and data. The pricing model of RAROC loan in Qingdao Branch of CITIC Bank is established. And the use of a company to verify the analysis. Fourth, put forward the implementation of CITIC Bank Qingdao Branch of RAROC loan pricing model related safeguards. Through this study. The first is to establish the RAROC loan pricing model of CITIC Bank Qingdao Branch, and (2) to improve the credit management information system of commercial banks and optimize the loan price approval flow. We should optimize the loan price approval flow, realize the cooperation among the departments, establish scientific and effective incentive mechanism, establish and perfect the scientific education and training system, and construct the core culture of the bank. It provides guarantee for the implementation of bank loan pricing model.
【學(xué)位授予單位】：青島大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2017
【分類號(hào)】：F832.4

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