商业银行小企业贷款定价方法研究——以A银行南京分行为例

I商业银行小企业贷款定价方法研究——以A银行南京分行为例摘要近年来小微企业在我国经济中的地位和作用不断上升，然而由于信息不对称等问题的存在，面临的融资压力却是越来越大在相关政策的指引下，各类金融机构给予了小微企业业务更多的重视和关注。农村商业银行是我国农村金融机构中的主力军，面向的企业大多为县域、村镇的小微企业，如何在货款中制定合理、科学的价格，达到既能满足安全性、盈利性的银行货款需求，又能提供更完善的金融服务进而推动小微企业的发展的双重目的，就成为了广大农商行面临的重要挑战.然而目前农商行货款定价时，大多直接应用大型商业银行的货款定价模型而忽略了彼此数据积累、经营状况等方面的差异，货款利率制定方式单一、依据简单、考虑因素不全、主观性强。因此，制定一套符合农商行经营特质的小微企业货款定价方法就成为了当前农商行巫需解决的问题。本文在梳理国内外货款定价理论和各类货款定价方法的基础上，结合我国农商行数据积累、经营管理水平和外部竞争情况，经过比较，得出RAROC模型在农村金融机构对小微企业货款定价方面具有很多的契合之处，有广阔的应用前景。伴随着利率市场化进程的推进和巴塞尔协议工II在我国的逐步实施，农商行将逐步满足RAROC模型应用所需要的条件，所以本文以RAROC模型为基拙探寻农商行对小微企业进行货款定价的方法。研究从理论出发，首先介绍了RAROC模型的优点及对农商行定价的适用性，然后基于模型原理推导出货款利率的制定公式，分析了各部分主要变量的计算方法。随后采用第三方评级机构掌握的江苏11家县域的小微企业数据，结合信用评级转移矩阵，利用因子分析、聚类分析等方法确定货款违约率。最后以某农商行的货款数据进行模型应用，通过比较模型利率与实际利率之间的差异，得出RAROC是适合农商行小微企业货款定价的模型。关键词：商业银行小微企业；贷款定价方法；RAROC模型IIABSTRACTInrecentyears,andtheroleofSmallandmicrobusinessesinChina'seconomicstatusisrising,however,duetoasymmetricinformationandotherreasons,thefinancingpressureisfacingmoreandmoreundertheguidanceoftherelevantpolicies,variousfinancialinstitutionstogiveSmallandmicrobusinessesbusinessmoreattentionandconcern.RuralcommercialbankisthemainforceofChina'sruralfinancialinstitutions,Smallandmicrobusinessesorientedenterprisesaremostlycounties,townsandvillages,howtoestablishareasonableandscientificinthepaymentoftheprice,cannotonlymeetthesafetyandprofitabilityofthebankloandemand,thedualpurposeandcanprovidebetterfinancialservicesandpromotethedevelopmentoftheSmallandmicrobusinesses,hasbecomeanimportantchallengeforcommercialbank.However,ruralcommercialbankloanpricing,loanpricingmodelsareapplieddirectlytolargecommercialbankswhileignoringthedifferencesofdataaccumulation,operatingconditionsandotheraspectsoftheloaninterestratesettingsingleway,basedonsimpleconsiderations,notall,strongsubjectivity.Therefore,thedevelopmentofasetofsmallandmicroenterprisesinaccordancewiththecharacteristicsofagriculturalbusinessesinthepurchasepriceofgoodshasbecomethecurrentissueoftheneedtosolvetheproblemofagriculturalbusinesses.Basedontheanalysisofdomesticandforeignloanpricingtheoryandallkindsofloanpricingmethods,combinedwithChina'scommercialbankdataaccumulation,managementlevelandexternalcompetitionsituation,bycomparison,hasalotofsimilaritiesthatRAROCmodelintheruralfinancialinstitutionstosmallandmicroenterprisesloanpricing,hasbroadapplicationprospects.AlongwiththegradualimplementationoftheliberalizationofinterestrateandBaselXieyigongIIinChina,agriculturalfirmswillgraduallymeettheneedsoftheapplicationoftheRAROCmodel,sothispaperusesRAROCmodeltoexplorethebasicmethodofagriculturalfirmsSmallandmicrobusinessespurchasepricing.Theresearchfromthetheory,firstintroducedtheRAROCmodelandtheapplicabilityofagriculturalfirmspricing,andthenbasedontheestablishedformulaIIImodelderivedfromtheprincipleoftheloanrate,analyzedthecalculationmethodofthemainvariablesofeachpart.ThenusethethirdpartyratingagenciestograspthesmallandmicroenterprisesinJiangsu11counties,combinedwiththecreditratingtransfermatrix,usingfactoranalysis,clusteringanalysisandothermethodstodeterminetheloandefaultrate.Finally,themodelisappliedtotheloandataofanagriculturalfirm,andbycomparingthedifferencebetweenthemodelandtherealinterestrate,itisconcludedthattheRAROCissuitableforsmallandmicroenterprisesinagriculturalfirms.Keywords:commercialbankssmallandmicroenterprises;loanpricingmethod;RAROCmodelIV目录摘要.................................................................................................................................IABSTRACT..................................................................................................................II第1章绪论..................................................................................................................11.1研究背景和意义..............................................................................................11.1.1研究背景...............................................................................................11.1.2研究意义...............................................................................................21.2国内外研究综述..............................................................................................31.2.1国外研究综述.......................................................................................31.2.2国内研究综述.......................................................................................41.3研究目标与研究内容......................................................................................71.3.1研究目标...............................................................................................71.3.2研究内容...............................................................................................71.4研究方法与技术路线图..................................................................................81.4.1研究方法..............................................................................................81.4.2技术路线图..........................................................................................91.5可能的创新与不足.......................................................