Loan Pricing Of Our Commercial Bank In The Marketization Of Interest Rate

The marketization of interest rate is an important link of improving the market-oriented degree of finance of our country. As reform in other fields, the reform of interest rate marketization in finance and banking includes enormous opportunity and risk. The marketization of interest rate made the commercial bank gain pricing right of fund, put forward the new issue for the bank --Loan pricing at the same time.At first, in the thesis author analyze the market environment, and comment the significance of load pricing study of our commercial bank in the marketization of interest rate. Next, author carry out a comparative study of load pricing of domestic and foreign commercial banks. The study draw a conclusion that banks loans pricing model of foreign commercial is essentially against mature market economy and the interest rate is marketize, so it have restrictions on the use. The research of domestic scholars on load pricing is rather bits and pieces and lack systematic. Further more it did not analysis in-depth the meaning and applicability of the model parameters and empirical data did not considerate fully transition economy circumstance.In the light of the above, this thesis propose risk pricing model, conforming to the general trend of the marketization of interest rate and the full open to foreign banks and design identify ways of the three elements of risk pricing models. The there elements is risk-free interest rate, PD and RR.In the final of thesis, author put forward policy recommendations that Improve loans pricing mechanism of our commercial bank.