The Research Of Loan Pricing For Small And Medium-sized Banks In The City

From1996People’s Bank of China opening the inter-bank lending rate, our country enters the stage of market-oriented reform of interest rates. Over the past decade, China’s market-oriented interest rate reform process move forward steadily, the financial market fluctuations in interest rates to speed up the rate of increase of frequency, the commercial banks are now facing more and more interest rate risk. At the same time, accession to WTO, China’s commercial banks face more severe competitive environment. Not only have to face the Chinese-funded banks from competition, but also to respond to competition with foreign banks, the general trend in the operation mode, faced even including insurance, securities and other competitive pressures in the financial sector. An effective product pricing is the most important part for the commercial bank to survive in the competing. How to pricing the product effectively f is becoming an important subject for commercial banks. However, because of China’s long-term implementation of interest rate, commercial banks’ product pricing techniques and methods are still relatively backward. Therefore, the need for speeding up the study of product pricing is becoming urgently.At present, our interest rate risk management researches are mainly from the theoretical or experience aspects and the practical application of the results are unsatisfactory. Therefore, facing the problem of pricing inaccurately, this article attempts to start from the most common day-to-day asset and liability management of the project-required capital to study and expect to solve our country’s commercial banks’ product pricing.In this paper, there are four chapters. The specific contents include: Chapter I, preface, introduces the background, dissertation research methods, and this paper’s innovations. Chapter II, significance of research at domestic and abroad.Chapter III, the theory of commercial bank product pricing, introduces the theories of the commercial bank product pricing and the models related. Chapter IV, our country commercial bank loan pricing empirical analysis based on the new Basel capital accord. Mainly introduces the risk weighted assets formula given by the new Basel accord about commercial bank loan products, and this lays the chapter a foundation of empirical analysis. Then, according to the former introduction and analysis, we use Qilu bank’s data for example, create the products pricing model and make some pricing study. Chapter V, the policy suggestions for the commercial Banks about the pricing of products. This chapter is based on the present situation about our country commercial bank product pricing and the former study, it puts forward relevant policy recommendations.