中信銀行青島分行基于raroc的貸款定價實證研究

1、 1分類號：C93 密級：公開 UDC：653 學校代碼：11065 碩 士 專 業(yè) 學 位 論 文 中信銀行青島分行基于 RAROC 的 貸款定價實證研究 劉才 指 導 教 師張 旭 教 授學 位 類 別專 業(yè) 學 位專 業(yè) 領 域工 商 管 理 答 辯 日

2、期2017 年 5 月 20 日 青島大學碩士學位論文 1Abstract Loan business is the main source of profit for commercial banks, which is the basis for the survival of commercial banks. At present, the loan pricing is the core business of state-o

3、wned commercial banks under the marketization of interest rate, loan pricing is reasonable, not only related to the bank's profit size, is also related to the smooth transition of China's real economy problems. C

4、ITIC Bank, the loan interest income accounted for about 70% of the total profit sources, risk assessment and loan pricing ability, directly affect the bank's continuing operations and profitability. At the branch lev

5、el, loan pricing is reasonable or not directly affect the bank's income and customer relationship, the pricing is too high or too low will cause adverse effects on the banks, so the research of loan pricing is urgent

6、. This article plans through literature research, case analysis, method of investigation, the loan pricing of the Qingdao branch of the in-depth research and careful combing, expected risk measurement based on the relati

7、vely accurate, perfect and promote branch based on RAROC loan pricing system, mining stock credit profit space, to achieve accurate allocation of resources under the guidance of the head office within the scope, enhance

8、cooperation bank. This paper is divided into four parts: the first part is to analyze the influencing factors of loan pricing. The two part is to analyze the current situation and existing problems of the Qingdao branch

9、of China CITIC Bank loan pricing. Three is clear in the Qingdao branch of China CITIC Bank loan pricing optimization goal, using the related methods and data, the full establishment of the Qingdao branch of China CITIC B

10、ank RAROC loan pricing model, and the use of a company to verify the analysis. Four is to put forward the implementation of CITIC Bank Qingdao branch RAROC loan pricing model of the relevant safeguard measures. Through t

11、his research, one is the establishment of the Qingdao branch of China CITIC Bank RAROC loan pricing model, and has carried on the empirical analysis, the two is to put forward the improvement of commercial bank credit ma

12、nagement information system, optimize the loan approval process, the price optimization loan price approval process, achieve interagency co-operation, establish a scientific and effective incentive mechanism, the establi

13、shment of a scientific training system, the construction of the bank's core cultural security measures, provide a guarantee for the implementation of the pricing model of bank loans. Key words： CITIC Bank; loan prici