MBA教育中心知识库

    复杂激变的国际政治经济环境叠加突发“疫情”影响，加剧了我国宏观经济运行的不确定性，货币政策随之发生明显转变，LPR改革在此背景下应运而生，也标志着我国贷款利率市场化正式完成。新LPR报价机制下，作为重要货币政策传导工具，LPR各期限价格迅速走低，商业银行贷款定价水平明显下降，净息差水平持续收窄，盈利能力受到不同程度影响。适应LPR改革，通过优化贷款定价策略提升贷款定价水平、净息差水平和盈利能力，成为各家商业银行尤其是中小银行面临的重要课题。

    本文以甘肃银行为研究对象，在贷款定价相关理论和模型的基础上，对甘肃银行在LPR改革后的贷款定价管理现状、存在问题及面临机遇进行了深入分析，通过研究贷款定价文献归纳总结主流贷款定价模型的特征、优劣点和适用性，点出了甘肃银行贷款定价模型未体现差异化、参数粗放设置、风险与收益不匹配等缺陷；通过访谈调查甘肃银行贷款定价管理现状，指出了贷款定价与经营战略和年度经营计划结合度不高，宏观分析与协同研讨分享机制缺失，管理政策程序与定价形势不相适应，数据基础和系统支持不足，客户和竞争策略不清晰等问题；通过定量分析比较行业数据，说明了甘肃银行存款成本和风险成本偏高于行业水平，在贷款可变成本管控方面存在明显差距。结合甘肃银行面临的LPR改革形势、具体问题和竞争机遇，有针对性地给出了甘肃银行可通过建立利率政策形势分析研判机制、完善LPR背景下贷款定价模型、重修贷款定价管理政策和程序、全面压降存款和风险成本、加快推进贷款定价系统建设、制定清晰的贷款定价竞争策略的贷款定价策略详细优化路径，并提出了加强账簿利率风险管理经验和利率定价人才队伍建设的配套支持措施。希望通过甘肃银行的案例研究，帮助其他有同类问题的中小城商行在LPR改革背景下，结合自身实际、利用自身优势、契合自身发展，构建科学、精准、特色的贷款定价管理模式，从而实现提升竞争、降低冲击、促进效益的经营目标。

  The complicated and drastic international political and economic environment superimposed the impact of "epidemic situation", which aggravates the uncertainty of China's macro-economic operation, and the monetary policy has changed obviously. LPR reform emerges under this background, which also marks the formal completion of the marketization of loan interest rate in China. Under the new LPR quotation mechanism, as an important monetary policy transmission tool, the price of LPR has been rapidly falling, the loan pricing level of commercial banks has decreased significantly, the net interest margin has been narrowed continuously, and the profitability is affected to varying degrees. To adapt to LPR reform, it is an important task for commercial banks, especially small and medium banks, to improve the loan pricing level, net interest margin and profitability by optimizing the loan pricing strategy.

  This paper takes Bank of Gansu as the research object, based on the relevant theories and models of loan pricing, analyzes the current situation, existing problems and opportunities of loan pricing management of Bank of Gansu after LPR reform. Through the research of loan pricing literature, the paper summarizes the characteristics, advantages and disadvantages and applicability of the mainstream loan pricing model, and points out that the loan pricing model of Bank of Gansu does not reflect The paper analyzes the current situation of loan pricing management through interview, points out that the combination of loan pricing and operation strategy and annual business plan is not high, macro analysis and collaborative discussion sharing mechanism is missing, management policy procedure and pricing situation are not suitable, data base and system support are insufficient, and customer and competition strategy are unclear The paper compares the industry data quantitatively, and points out that the deposit cost and risk cost of Bank of Gansu are higher than the industry level, and there is a significant gap in the control of variable cost of loans. Based on the situation, specific problems and competitive opportunities faced by Bank of Gansu, this paper gives Bank of Gansu that can analyze and judge the situation of interest rate policy, perfect the loan pricing model under the LPR background, revise the loan pricing management policies and procedures, comprehensively reduce the deposit and risk cost, accelerate the construction of loan pricing system, and formulate clear loan pricing The detailed path of optimizing loan pricing strategy of competitive strategy is proposed, and the supporting measures for strengthening the management experience of interest rate risk and the construction of interest rate pricing talents are put forward. It is hoped that through the case study of Bank of Gansu, other small and medium-sized commercial banks with similar problems can build a scientific, accurate and characteristic loan pricing management mode in the context of LPR reform, combining with their own reality, using their own advantages and matching their own development, so as to achieve the business objectives of improving competition, reducing impact and promoting benefits.