国有商业风险贷款定价内部机制实证研究

The Empirical Studies of The State-owned Commercial Risk Loan Pricing Mechanism

贷款定价是利率市场化环境下国有商业银行的核心业务。由于长期的利率管制影响,国有商业银行普遍缺少利率市场化的经验和技能,也缺乏贷款定价内部机制的深入探讨。国有商业银行贷款定价绩效受到多种因素的影响,而对这些因素功能的解析是提高贷款定价效率的有效策略。基于国有商业银行贷款定价的数据调查,借助于多元回归分析,在理论阐析的前提下,可以构建并实现对贷款定价绩效模型的检验,从而提出国有商业银行贷款定价的改进性策略,进而促进国有商业银行贷款定价能力的增长。

The loan pricing is the core business of the state-owned commercial banks in the mar- ket-oriented interest rate environment. Due to the impact of long-term interest rate control, the state-owned commercial banks are short of experience and skills of interest rate market, and are short of deep research of internal mechanism of loan pricing. The loan pricing performance of the state-owned commercial bank is affected by a variety of factors of which function analysis is an effec- tive strategy to improve the efficiency of loan pricing. Based on a survey of loan pricing data of state-owned commercial banks, and by means of multivariate regression analysis, and on the premise of theoretical analyses, the paper builds and tests the loan pricing model, and may put forward the im- provement strategies of loan pricing to promote the growth of loan pricing ability of state-owned commercial banks.