商业银行基于LPR的内外部定价管理机制优化探讨

The Optimization of Internal and External Pricing Mechanism Based on LPR for Commercial Banks

LPR改革加快推进利率市场化进程,加大流动性风险及银行账簿利率风险,给商业银行息差管理、资产负债管理及风险定价能力带来巨大挑战。该文基于商业银行内外部定价角度,从降低社会融资成本的初衷出发,探讨如何通过科学合理的管理机制设计,发挥内外部价格工具在提高配置效率、稳定息差及收益、传导司库风险管理策略等方面的作用。

The LPR reform has accelerated the process of interest rate liberalization,which increases the liquidity risk and interest rate risk of banks,and brings significant challenges to the interest margin management,balance sheet management and risk pricing capabilities of banks.Starting from the original intention of reducing the social financing cost,and from the perspective of internal and external pricing management of commercial banks,this article discusses how to design a scientific and rational management mechanism to make the internal and external price instruments play a full role in improving allocation efficiency,stabilizing interest margins and income,and conducting risk management strategies.