Research On IG Bank Capital Pricing Management Mode Under The Interest Rate Liberalization

With the market-oriented reform of interest rate in China,the deposit interest rate and loan interest rate of commercial banks in China have cancelled the restriction on the floating ratio of the benchmark interest rate,which makes it impossible for commercial banks to increase profits by expanding the scale of deposits and loans.At present,the whole financial industry of our country should deepen the reform of financial system,increase the proportion of financing,strengthen the financial service ability,and promote the healthy development of financial market.Deepening the reform of financial market requires perfecting monetary policy and macro-prudential policy as the two-pillar framework,deepening the market-oriented reform of interest rates,improving and perfecting the financial supervision system,and ensuring that financial market will not have systemic financial risks.The IG bank where I work is actively responding to the challenge of interest rate liberalization,but the effect is not very satisfactory.This paper takes the IG bank as the research object.Through observing and analyzing the problems of the decline of the number of customers,the decrease of high-quality customers and the decrease of income of the IG bank under the background of interest rate liberalization,it is found that although the IG bank has carried out the transformation of assets and liabilities management concept,the reform of internal system,and the change and expansion of interest rate liberalization.The way of developing customers is not obvious.Under the background of the in-depth reform of interest rate liberalization,in the process of improving the capital management mode of commercial banks,capital pricing management is the most important.Through the author's own work practice,the author thinks that improving the capital pricing management needs to apply FTP system to the internal pricing management of banks,cooperate with the improvement of the internal capital transfer pricing system of IG banks,and scientifically manage the capital pricing of deposits and loans of commercial banks.In the capital pricing of loans,the author introduces the LPR pricing mechanism,and puts forward his own suggestions on the improvement of the LPR mechanism.Finally,the author focuses on the development and application of interest rate swap business.The first chapter describes the background and significance of the study,and the second chapter introduces related theories.The third chapter generality introduces the current situation of IG bank and the problems of interest rate liberalization.Chapter IV elaborates the management countermeasures of capital pricing of IG Bank,and introduces the FTP pricing management model in detail.On this basis,the fifth chapter elaborates the relevant safeguards,and introduces in detail the financial derivatives instruments of interest rate swaps.Finally,the conclusion is drawn.Commercial banks should scientifically manage the capital pricing of deposits and loans,as well as scientific risk prevention and control mechanism,so as to ensure that IG banks can smoothly cope with the impact of interest rate liberalization.