Research On Loan Pricing Of Commercial Bank In Marketization Of Interest Rate

With marketization of interest rate going deeper step by step in China, the power to make a loan price for commercial banks has gradually been transferred to each of the commercial banks themselves, and then commercial banks become main bodies of loan-price-making.It seems very urgent for the commercial banks how to combine internal with external changes to make the prices of the financial products which they run themselves. This dissertation is based on the elementary theories of both finance and economics with the current situation of the Chinese marketization of interest rate integrated. Through comparatively analysing the ways adopted by international and domestic commercial banks to make a loan price, the dissertation firstly points out both macroscopic and microcosmic factors which Chinese commercial banks should think over when they make a loan price under the present objective environment. Secondly, according to the Chinese commercial banks' target of asset managing, it provides the models to make the prices of the local and foreign currencies in China under the condition of marketization of interest rate. Finally, aiming at the present situation of loan-price-making in China, it produces the reasonable assumption for Chinese commercial banks tomake prices accurately. The emphasis of this dissertation is that through analysing the Chinese current situation of loan-price-making announced by related authorities,it works out the present characteristic of loan-price-making of Chinese commercial banks, and deeply studies its causes of formation;Through analysing the merits as well as defects of the common external and internal models of loan-price-making, and considering noninterest cost as well as the discrepancies of individual credit risks, the dissertation uses mathematic methods to make factor-analysing models of loan-price-making of Chinese local and foreign currencies.