我国商业银行信贷市场贷款定价理论研究

The Theoretical Research of Loan Price in the Credit Market of Chinese Commercial Bank

随着我国信贷市场利率市场化的发展,贷款定价已成为商业银行市场竞争的关键性策略。西方商业银行的贷款定价模式主要有成本加成定价模式、基准利率加点定价模式和客户盈利分析模式。本研究在贷款定价现状分析、利率市场化进程分析、贷款定价基础理论解析和贷款定价模式解析的基础上,指出我国商业银行贷款定价存在的主要问题是定价方式随意性较大、风险和收益之间缺乏匹配、贷款定价机制僵化、贷款定价的业务数据不足、贷款成本管理滞后和贷款定价机制缺乏,认为我国商业银行贷款定价的主要深化策略是确定内部资金转移价格、构建信贷风险评价体系、建立运营成本分摊系统、构建贷款定价信息系统、构建科学的贷款定价激励机制。我国商业银行贷款定价机制的构建不仅需要立足于本国信贷市场的具体环境,也要充分借鉴西方商业银行的贷款定价经验,才能逐步达到预期的目标。

With the development of credit market of the marketization of interest rate in china,loan price has become a key strategy for commercial bank in market competition.Western commercial bank loan price model mainly contains the cost-plus pricing model,the benchmark interest rate plus pricing model and the customer profitability analysis model.In this paper,on the basis of the analysis of loan price status,interest rate marketization process,basic theory of loan price and loan price model,the authors pointed out that the main problems of Chinese commercial bank loan price are pricing randomness,lack of matching between risk and revenue,rigid loan price mechanism,insufficient business data of loan price,lagged loan cost management and lack of loan price mechanism,and found out that the main deepening strategies of domestic commercial bank loan price include determining internal funds transfer pricing,constructing credit risk assessment system,establishing operation cost sharing system,constructing information system of loan price and constructing scientific incentive mechanism of loan price.In general,in order to gradually achieve the expected goal,the construction of pricing mechanism of Chinese commercial bank loan needs not only the specific environment based on the domestic credit market,but also to fully learn loan pricing experience of western commercial bank.