The Research On Dynamic Pricing Method Of Bank's Loan Based On Capital Adequacy Ratio Requirement

After China entering the WTO, foreign banks entered the Chinese marketplace unceasingly. And the competition between banks became especially fierce. After the reform of market-oriented interest rate is in progress, the domestic commercial banks will directly face the problem of independent lending pricing. On the other hand, the country reinforces supervision and control of commercial bank's capital adequacy ratio unceasingly. This has restricted the bank's risk assets to a certain extent. The restriction of the loan supply must have an effect on the decision of loan rate. How to improve the loan pricing ability in the competition with the foreign banks already became the emergency problem to be solved for every commercial bank. So this paper researches on the dynamic pricing method of bank's loan based on capital adequacy ration requirement.This paper holds that, the loan pricing is complicated system engineering with lots of influencing factors. It also brings forward capital adequacy ratio as an important influencing factor of loan pricing on the basis of analyzing the relation between capital adequacy ration and loan interest. Besides, this paper creatively brings forward the idea that taking customer integrative return as the loan interest adjustment factor by associating the concept of dynamic pricing with the Customer Profitability Analysis Model. In order to make the research of this paper more practicable, the paper combines the actual situation of market-oriented interest rate of China, compares and analyses the Cost-Plus Pricing Model, the Price Leadership Model, the Customer Profitability Analysis Model, which are all very popular abroad. Based on this, and according to the basic principles of lending pricing, the paper introduces capital adequacy ration requirement and the concept of dynamic pricing, and constructs a complex lending pricing model, which is practicable under the condition of market-oriented interest rate. The model is based on the fully consideration of lending management cost, the market interest rate level, the return of customer, credit risk and capital adequacy ration requirement. Compared with most loan pricing models, this model can reflect the tendency of market interest rate more precisely. So it is more appropriate in practice to the actual situation of the capital market of China nowadays.