Research On Fund Transfer Pricing Scheme Of Bank Of Lanzhou

The central bank announced at the end of 2015 to canceled the floating ceiling of the deposit rate.It marked the basic formation of interest rate market in our country,with interest rate liberalization comes from the more intense competition among banks.In such a fierce competitive environment,banks' risk management and product pricing issues are increasingly highlighted in important positions.Domestic banks are beginning to want to get rid of traditional and extensive management methods and look for scientific funding management models.Fund transfer pricing is a full funding management model is currently a common universal international bank management of funds,its implementation can be business costs and benefits accurately accounting to a single business level,and at the same time can separated risk of the interest rate from the branch to the head office to manage concentrated,it can achieve the dual effect of capital cost management and risk management.Domestic research on Fund transfer pricing started relatively late,and it didn't form a complete set of internal transfer pricing theory.On the other hand,the marketization of interest rate in our country has just been formed.It is difficult to find a yield curve reflecting the changes of the market in the process of building the fund transfer pricing,which has caused certain difficulties in the construction of the fund transfer pricing yield curve.In view of the above two points,this thesis starts with the construction of the basic principle of fund transfer pricing and the principle of the yield curve.Based on these principles,a fund transfer pricing system that fully meets the current situation of Lanzhou Bank and the future development needs to be gradually established.The experience of other banks in the process of establishing fund transfer pricing is analyzed and the problems that may appear in the implementation of internal funds transfer pricing of Lanzhou Bank are analyzed and put forward.