商业银行贷款定价策略和模型设计

建立完善贷款定价体系对商业银行适应利率市场化、增强抵御利率风险具有重大意义。本文从贷款定价理论及其对商业银行重要意义入手,分析我国商业银行贷款定价的现状和难点。作者参照西方发达国家商业银行贷款定价模式,提出了我国商业银行建立完善贷款定价体系的策略和测算模型,即要综合考虑客户的信用风险、综合收益、筹资成本和营运成本以及货币信贷市场变化等因素,从而建立以成本精算、风险量化为基础的价格领导定价测算模型,最后依据客户综合贡献度、计结息周期和利率浮动周期进行修正,最终建立起以市场为导向,以弥补成本为前提,以客户盈利能力为参数的贷款定价机制。

Loan Pricing Strategy and Model Design by Commercial Banks

Establishing a sound loan pricing system is of paramount importance for commercial banks to adapt to the marketization of interest rate and enhance their power to ward off interest rate risks. In this paper, the theory of loan pricing and its impact on commercial banks are dealt with, followed by an analysis of the reality and difficulty faced by our commercial banks in pricing loans. Against the pricing model used by commercial banks in developed western countries, a strategy for establishing a sound loan pricing system and a corresponding calculating model are proposed for our commercial banks. Specifically, customers' credit risk, comprehensive return, cost of financing, operational cost and fluctuations in monetary and credit market must be considered before a leading pricing and calculating model based on acturial cost and risk quantification is built. Finally, for the purpose of setting up a loan pricing regime which is market-oriented, cost mark-up and profitable, parameters such as customers' comprehensive contribution, interest rate cycle and interest rate floating cycle should be modified.