Research On Credit And Asset Pricing Of Small And Medium Commercial Banks

2013 official completion of the loan interest rate liberalization in China,marking the market economy in China has entered a new level.Loan rates let commercial banks could be priced right,but also challenges the Bank's credit assets pricing power.Commercial banks are an important component of China's financial market,the healthy and stable development of China's financial markets play a key role,because of China's strict interest rate policy earlier,China small and medium commercial bank's credit assets rates relative to official interest rates,pricing pressures and pricing initiatives were not strong enough.In the context of pricing power release,how to enhance medium and small commercial banks ' pricing power is a problem to be solved.Through the study of Western developed pricing models of commercial banks,the pricing model for its main use cost-plus model,base rate plus model,customer contribution model,RAROC pricing models,among them,the most widely used,highest price accuracy is RAROC pricing model.Through the process of interest rate marketization and the Bank's own analysis of the situation of China,small and medium commercial banks in our country using RAROC pricing model objective Foundation.Objective investigation RAROC pricing model,there is no relationship between Bank and enterprise in its formula,which seriously out of touch with commercial reality at this stage,using measurement methods to determine the RAROC calculation of the elements of the model formula,make changes to the original model,joined the customer contribution factor,so the model can according to customer's contribution to the medium and small commercial banks make dynamic adjustments to interest rates.Through demonstration,improved to the RAROC pricing model taking into account unexpected risks,meet the requirements of the new Basel Capital Accord;and according to customer give preferential interest rates for bank earnings,meet customer needs deeper mining stock.For medium and small commercial banks to reduce lending risk,improve the competitiveness of pricing power and plays an active role.