商業(yè)銀行內(nèi)部資金轉(zhuǎn)移定價(jià)實(shí)務(wù)分析

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1、上海交通大學(xué)MBA學(xué)位論文商業(yè)銀行內(nèi)部資金轉(zhuǎn)移定價(jià)實(shí)務(wù)研究ANALYSISONFUNDTRANSFERPRICINGOFCOMMERICALBANKSINPRACTICEABSTRACTPeople'sBankofChina(PBOC)hasadjustedbenchmarkinterestrateofloananddepositssince2014.Theinterestrateofloananddepositshasbeengraduallymovingtowardsinterestrateliberalisation.However,thebankha

2、vetofaceseriouschallengesonprofitabilitygivenaccelerationofinterestrateliberalisation.Sincetheemergenceofstructureddeposits,theaveragecostofbankstakingdepositsishigherthanbefore,increasingoverallfundingcostintheend.Inthiscontext,banksneedtobefullypreparedtofacethechallenges.Thetopm

3、anagementofbankshavetoconsiderhowtostabilisegrowthbydiversificationofproductsandbusiness,howtoimprovemanagementstrategytodealwithcrisisduetochangeofexternalfinancialconditionsandhowtoeffectivelyadjustlong-termstrategytomaketomaximizebanks'value.Thereisnoconclusionwithoutfinancialda

4、ta.Internalfundingtransferpricing(FTP)isakindofeffectivemanagementaccountingtoolforinterestrateriskmanagement,liquidityriskmanagement,productpricing,resourceallocationandperformanceassessment.ItisabletoachievedailyoperatingmanagementandstrategyformulationwithafullsetofFTPframework.

5、However,itisprettymuchcomplicatedtoconstructasystemofFTPinthebanks.Intheprocessofconstruction,youhavetosolvelotsofproblemssuchasselectionofyieldcurve,setupofpricingmethodologytogetherwithdeterminationofscopeofadjustmentsfactors.Moreover,givenuncertaintiesofexternaleconomyconditions

6、,thesupervisionpolicyhasbeenincreasinglystrict.ThebankshavenoideahowtoadjustFTPsystemtoreactthesechanges.III萬(wàn)方數(shù)據(jù)上海交通大學(xué)MBA學(xué)位論文商業(yè)銀行內(nèi)部資金轉(zhuǎn)移定價(jià)實(shí)務(wù)研究ThearticleisinitiatedfromfundamentaltheoryofFTP,demonstratingwholeframeworkofFTPintheory.Then,Isummarythesurveyof15EuropeanbanksregardingFTPa

7、ndillustratekeypointsandhighlightsuchasliquidityassetsbufferandbehavioraladjustment.Finally,FundamentaltheorytogetherwithadvancedexperienceofforeignbanksareappliedtoconstructingFTPsystemforlocalbanks.WewouldliketosetupamechanismfittingtolocalbankinfavorofimprovingLoantodepositsrati

8、oofbranchesaswellasbusines