商业银行小企业贷款定价方法研究——以A银行南京分行为例.docx

商业银行小企业贷款定价方法研究——以 A 银行南京分行

为例

摘要

近年来小微企业在我国经济中的地位和作用不断上升，然而由于信息不对

称等问题的存在，面临的融资压力却是越来越大在相关政策的指引下，各类金

融机构给予了小微企业业务更多的重视和关注。农村商业银行是我国农村金融

机构中的主力军，面向的企业大多为县域、村镇的小微企业，如何在货款中制

本文在梳理国内外货款定价理论和各类货款定价方法的基础上，结合我国

农商行数据积累、经营管理水平和外部竞争情况，经过比较，得出 RAROC 模

型在农村金融机构对小微企业货款定价方面具有很多的契合之处，有广阔的应

用前景。伴随着利率市场化进程的推进和巴塞尔协议工 II 在我国的逐步实施，

农商行将逐步满足 RAROC 模型应用所需要的条件，所以本文以 RAROC 模型

为基拙探寻农商行对小微企业进行货款定价的方法。

研究从理论出发，首先介绍了 RAROC 模型的优点及对农商行定价的适用

性，然后基于模型原理推导出货款利率的制定公式，分析了各部分主要变量的

计算方法。随后采用第三方评级机构掌握的江苏 11 家县域的小微企业数据，结

status is rising, however, due to asymmetric information and other reasons, the

financing pressure is facing more and more under the guidance of the relevant

policies, various financial institutions to give Small and micro businesses business

more attention and concern. Rural commercial bank is the main force of China's rural

financial institutions, Small and micro businesses oriented enterprises are mostly

counties, towns and villages, how to establish a reasonable and scientific in the

payment of the price, can not only meet the safety and profitability of the bank loan

demand, the dual purpose and can provide better financial services and promote the

development of the Small and micro businesses, has become an important challenge

for commercial bank. However, rural commercial bank loan pricing, loan pricing

Based on the analysis of domestic and foreign loan pricing theory and all kinds

of loan pricing methods, combined with China's commercial bank data accumulation,

management level and external competition situation, by comparison, has a lot of

similarities that RAROC model in the rural financial institutions to small and micro

enterprises loan pricing, has broad application prospects. Along with the gradual

implementation of the liberalization of interest rate and Basel Xieyigong II in China,

agricultural firms will gradually meet the needs of the application of the RAROC

model, so this paper uses RAROC model to explore the basic method of agricultural

firms Small and micro businesses purchase pricing.

The research from the theory, first introduced the RAROC model and the

agricultural firm, and by comparing the difference between the model and the real

interest rate, it is concluded that the RAROC is suitable for small and micro

enterprises in agricultural firms.

Key words: commercial banks small and micro enterprises; loan pricing method;

RAROC model

目 录

摘要.................................................................................................................................I

ABSTRACT.................................................................................................................III

第 1 章 绪论...................................................................................................................1

1.1 研究背景和意义...............................................................................................1

1.4 研究方法与技术路线图.................................................................................15