The Study Of Loan Pricing In Domestic Commercial Banks

The long-term interest rate control led to domestic commercial bank lack of the loan pricing experience. Interest rate marketability advancement and banking industry's opening to the outside world bring the huge challenge for domestic commercial bank. Facing this kind of challenge, domestic commercial bank must profit from the overseas advanced experience and unifies own actual situation, explores the establishment science, the appropriate loan pricing model positively. Based on above background, I hope to design the appropriate loan pricing model from the analysis of overseas loan pricing models, the domestic situation and other factors.The article firstly carries on the analysis to domestic commercial bank loan pricing present situation and the existent problems, showing the influence that interest rate marketability to domestic commercial bank .Then introduces and analyzes the overseas commercial bank loan pricing model, including traditional loan pricing models: Cost-Pius loan pricing model, price leadership loan pricing pattern, customer profit ability analysis loan pricing model and emerging loan pricing model: Based on RAROC loan pricing model and option loan pricing model. Finally, in the foundation of the above analyses, the article attempts to design the loan pricing model that bases on the customer credit risk, and carries on the adjustment according to the bank - - customer whole relations. In order to enable this loan pricing model to use effectively, this article also propose a series of policies suggested aiming at the present situation that domestic commercial bank exit, including establishing the scientific loan pricing policy frame, establishing scientific and effective internal credit risk system, setting up the management idea that the customer is on the priority and utilizing the appropriate loan pricing model flexibly.The article's characteristic is that it tries to design the simple formula to measure the credit risk. Of courses, because lack of the relative data and practice and so on, there are many problems in the actual utilization absolutely, and the model's function needs to further proved.