Credit Risk Slow-release Tool Research Influence On Bank Loan Pricing

In recent years, with Chinese economic develop steadily, the bank financial institutions have expanded rapidly, which display in the expansion of the assets, and loan growth rapidly. Advance of market-oriented interest rate, the state control on loan pricing gradually to relax, to give commercial banks more loans pricing, means that the deposit and lending interest rate differential will be free competition in the market, no longer subject to the law too much control. The credit business is the means of the main profit of commercial banks, commercial banks in credit business, should be the reasonable control of the cost of credit funds and the income balance, control operating costs, maintain the initiative in the negotiations of the credit business, credit risk reduction, to ensure the safety of funds to recover, steady improvement in profit margins of commercial banks to maintain our competitive edge in the competition, steady and healthy development. To achieve the above points, the most central aspect is the loan interest rate is reasonable to determine the loan pricing.This paper focuses on the central issue of the pricing of commercial bank loans, uses theoretical analysis and empirical test, qualitative analysis and quantitative analysis, literature searching and normative analysis methods to research the problem. The interest rate market to bring the independent pricing of commercial bank loans, analysis Basel on commercial banks to calculate regulatory capital requirements, combined with the use of credit risk mitigation tools in Chinese commercial banks, this paper points out that Chinese commercial banks in the loan pricing the problem, then use the loan pricing theory and related data to explore the role of CRM tools on the loan default risk exposure and loss given default rate of sustained release.Different from the past study on the commercial bank loan pricing, this paper studies on the credit risk mitigation tool impact on the pricing of commercial bank loans. Firstly, the theoretical analysis divides to two aspects. One is loan pricing theory and its main factors, the other is analysis of credit risk mitigation tool for the controlled release of the loan risk, the release means and extent; Secondly, based on listed companies in China bank loan database (2010) and listed companies, financial indicators, the establishment of the2000-2009panel data model, Eviews6.0processing and analysis, as well as credit risk mitigation tool loan pricing SPSS16.0the impact of the quantitative analysis, the empirical results show that credit risk mitigation tools can affect loan pricing but the effect to be biased with the theory, this paper combined with China’s actual situation to analyze reasons for this bias, this conclusion provide a theoretical basis for the pricing of commercial bank lending in China and the control of the business risks of important guiding significance.