基于同业竞争的中小企业贷款定价模式设计

Loan Pring Model Based on Horizontal Competition

利率市场化改革条件下,本文站在银行的角度建立一个适合中小企业的贷款定价模型,以此帮助银行更好地为中小企业融资服务。本文首先基三种贷款定价模式的比较研究,归纳提出了适合区域性商业银行特征的中小企业贷款定价理念———"基于同业竞争的贷款定价法";其次,探讨了影响商业银行贷款定价机制的微观因素,如资金成本、违约风险、预期收益等;第三,综合市场结构和风险度量两个主要因素,利用审断回归分析建立同业竞争贷款定价模型;最后,采用某区域性商业银行的数据来进行实证检验,从而说明使用这种基于同业竞争的贷款定价模型是解决目前中小企业融资难问题的一条可行的道路。

On the condition of the marketization of interest rate, this article established a loan pricing model that suitable for SMEs from the standpoint of banks, in order to help banks to make better financial services for SMEs. This article proposed loan pricing models of SMEs that suitable for regional commercial banks, namely ＂horizontal competition pricing loans＂, based on comparative research on three types of loan pricing models of commercial banks,that is, to introduce loan pricing of market-oriented factors into the cost-oriented pricing model and the model method. Secondly, the article analyzed the influencial parameters of interest rate, such as contribution of funds, default risk, expected revenue, ect. Thirdly, the article adopted one regional commercial bank＇s data to made empirical test, to explain it is a viable method to use that loan pricing models to solve the problem of financing difficult of SMEs.