国有商业银行贷款定价模型构建分析——以中国农业银行云南省分行为例

Analysis of the Loan Pricing Model Construction of State-owned Commercial Banks——The Example of Agricultural Bank of China,Yunnan Branch

从中国农业银行云南省分行贷款定价(法人客户)的管理现状和定价模式分析出发,按照国内外商业银行贷款定价一般方法,结合成本主导和差异化贷款定价策略,建立一个成本主导的供需均衡贷款定价理论模型,由此模型推导出均衡贷款利率公式,即银行发放贷款时的最低利率。公式表明:贷款期限越长、银行的期望回报率越高、操作和税收等成本越高、存款利率越高、违约损失率越高、银行的资本要求越高、贷款违约率越高,则贷款利率越高,并结合农业银行云南省分行的实际情况提出如何改进贷款定价的建议。

Beginning from the management situation and pricing mode of loan pricing（legal client） of Agricultural Bank of China,Yunnan branch,and according to the general method of loan pricing of commercial banks at home and abroad,the authors construct a cost-leading supply and demand equilibrium theoretical model of loan pricing based on cost-leading and differentiated loan pricing strategy.Based on the model,an equation of equilibrium loan interest rate is induced,that is,the lowest interest rate of banks when granting loans.The equation shows that loan interest rate is higher when loan maturity is longer,or factors like the expected return of banks,operation and tax costs,deposit rate,loss given default,capital requirement of banks,and the loan default rate are higher.Some suggestions are given on how to improve the loan pricing of the Agricultural Bank of China in Yunnan Province according to its own situation.