银企关系对商业银行贷款定价的影响分析

发布时间：2018-09-14 08:19

【摘要】：随着利率市场化的不断推进,国内金融市场管制的逐步放开,我国商业银行在存贷款定价方面将会获得更大的自主权。由于我国信贷市场之前长期处于利率管制状态,商业银行的自主定价能力不足,利率市场化的推进将对商业银行贷款定价能力提出更高的要求。但是目前我国商业银行普遍采用的贷款定价模式效率较低,不能很好的适应开放的金融市场,商业银行想要维持较高的利差收入必须要提升自身贷款定价能力提高存贷款定价效率,因此,利率市场化的推进和金融市场的开放对商业银行而言既是机遇又是挑战。结合我国信贷市场内银行间竞争的日益加剧的实际情况,商业银行要想维持其客户资源和市场份额,除了需要不断的调整业务结构和加强金融服务创新之外,也必须提高自身的存贷款定价效率,使其在信贷市场更加具有竞争性。因此,本文在分析银企关系对商业银行贷款定价的影响时,首先分析了我国信贷市场的现状,表明了目前银行间竞争不断加剧但企业的融资需求并不减退的现状,结合分析了利率市场化可能对商业银行带来的影响；然后对比西方先进的贷款定价模型,同时简要陈述了我国商业银行传统的贷款定价模式,并指出其缺陷所在。分析认为,面对当前信贷市场的情况,商业银行想要更好的维护优质客户资源和市场份额,有效的解决方式就是对不同企业的贷款实行差别定价,而银企关系是商业银行进行差别定价最重要的考虑因素。为了验证银企关系在贷款定价过程中的影响作用,本文收集了不同企业的贷款数据,建立了多元线性回归模型以检验银企关系对商业银行贷款定价的影响。结果表明,银企关系的深度和规模的大小更应该作为影响商业银行定价的因素,银企关系的时间长短与贷款定价之间并没有显著的相关关系。最后,本文结合实证分析的结果讨论了商业银行应该如何其优化贷款定价模型以应对利率市场化,也对企业如何处理与银行之间的关系提出了建议。通过全文分析认为,在利率市场化的背景下,银企关系对商业银行贷款定价的影响作用更大,银行必须把握好利率市场化的契机,不断完善自己的贷款定价模型,制定更具有竞争力的贷款价格。本文主要分为六个章节,第一章到第四章为理论介绍分析,第一章介绍本文研究的相关背景、意义、方法及创新不足；第二章为文献综述,分析了目前关于银企关系和贷款定价相关研究的方法结果及存在的不足；第三章主要分析了我国信贷市场的现状,指出商业银行所面临的市场情况；第四章分别介绍了西方国家和我国商业银行采用的贷款定价模式,进行对比之后了解到我国商业银行目前所采用的贷款定价机制存在的问题；本文的第五章为实证分析,采用大量的企业贷款数据,建立了多元线性回归模型验证银企关系对贷款定价的影响作用,并根据得到的实证结果进行了分析；本文最后一章针对之前的实证结论以及当前的研究背景,分别对商业银行和企业如果面对利率市场化和当前的信贷形势提出了相关建议。
[Abstract]:With the continuous advancement of interest rate marketization and the gradual liberalization of domestic financial market regulation, commercial banks in China will have greater autonomy in the pricing of deposits and loans. However, the loan pricing model commonly adopted by commercial banks in China is inefficient and can not adapt well to the open financial market. To maintain a higher interest margin income, commercial banks must improve their own loan pricing ability and improve the efficiency of deposit and loan pricing. Therefore, the promotion of interest rate marketization and The opening of the financial market is both an opportunity and a challenge for commercial banks. In order to maintain their customer resources and market share, commercial banks must not only adjust their business structure and strengthen the innovation of financial services, but also increase their own deposits and loans, in view of the increasing competition among banks in China's credit market. The pricing efficiency makes it more competitive in the credit market.
Therefore, in the analysis of the impact of bank-enterprise relationship on loan pricing of commercial banks, this paper first analyzes the current situation of China's credit market, shows that the current situation of intensifying inter-bank competition but the financing demand of enterprises does not decline, combined with the analysis of the possible impact of interest rate marketization on commercial banks; The analysis shows that in the face of the current situation of the credit market, commercial banks want to better maintain high-quality customer resources and market share, the effective solution is to implement differential pricing for loans of different enterprises. In order to verify the influence of bank-enterprise relationship on loan pricing process, this paper collects loan data from different enterprises and establishes a multiple linear regression model to test the influence of bank-enterprise relationship on loan pricing of commercial banks. The depth and scale of the relationship between banks and enterprises have no significant correlation with the loan pricing. Finally, this paper discusses how commercial banks should optimize the loan pricing model to deal with the interest rate marketization, and how to deal with enterprises. Based on the analysis of the relationship between banks and banks, it is concluded that under the background of interest rate liberalization, the relationship between banks and enterprises plays a more important role in the loan pricing of commercial banks.
This paper is divided into six chapters, the first chapter to the fourth chapter is the theoretical introduction and analysis, the first chapter introduces the relevant background, significance, methods and innovation deficiencies of this study; the second chapter is a literature review, analysis of the current bank-enterprise relationship and loan pricing related research methods and results and shortcomings; the third chapter mainly analyzes China's main analysis The fourth chapter introduces the loan pricing models adopted by western countries and Chinese commercial banks respectively, and then compares them to find out the problems existing in the loan pricing mechanism adopted by Chinese commercial banks. The fifth chapter is empirical analysis, using a large number of methods. Based on the data of enterprise loan, this paper establishes a multiple linear regression model to verify the effect of bank-enterprise relationship on loan pricing, and analyzes the empirical results. The last chapter of this paper, according to the previous empirical conclusions and the current research background, respectively, commercial banks and enterprises in the face of interest rate marketization and the current letter. The loan situation put forward relevant suggestions.
【学位授予单位】：山东大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.4;F832.51

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