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Internal capital transfer pricing calculation method

A calculation method and pricing technology, applied in the financial field, can solve problems such as slow response to changes, low resource allocation efficiency, and weak interest rate risk control.

Inactive Publication Date: 2017-02-08
STATE GRID ENERGY RES INST +1
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

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Problems solved by technology

Under the background of the current interest rate marketization, the environment of corporate fund management and investment and financing decision-making has undergone tremendous changes, resulting in the slow response of corporate financing and fund management to changes in macroeconomic policies and the central bank's monetary policy, and the efficiency of internal resource allocation of enterprises is low. , Once encountering frequent changes in interest rates, you may be at a loss for sudden interest rate risks, causing unnecessary losses, and the interest rate risk control is weak

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Embodiment Construction

[0023] The core of the present invention is to provide an internal capital transfer pricing calculation method. Through the research on the influencing factors and pricing methods of the internal capital transfer pricing of the enterprise, it is explored how to introduce the capital transfer pricing into the enterprise operation, so as to realize the improvement of the internal resource allocation efficiency, The purpose of strengthening interest rate risk control.

[0024] In order to make those skilled in the art better understand the solutions of the present invention, the technical solutions in the embodiments of the present invention will be clearly and completely described below with reference to the accompanying drawings in the embodiments of the present invention. Obviously, the described embodiments are only These are some embodiments of the present invention, but not all embodiments. Based on the embodiments of the present invention, all other embodiments obtained by...

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Abstract

The invention discloses an internal capital transfer pricing calculation method, and the method comprises the steps: enabling a market yield curve as a reference FTP pricing curve; determining an adjustment item factor, and carrying out the adjustment of the transfer price in a mode of upper and lower floating points; calculating the actual FTP price of an asset according to the actual FTP yield curve. The method facilitates the improvement of configuration efficiency of internal resources of an enterprise, and improves the control of interest rate risks.

Description

technical field [0001] The invention relates to the field of financial technology, and relates to a calculation method of internal capital transfer pricing. Background technique [0002] The internal fund transfer pricing system is the product of the combination of asset-liability management theory and management accounting theory of modern commercial banks in the West. It has now become a basic tool for the operation and management of international modern commercial banks. This field plays the role of a basic platform. The main core objective of the internal funds transfer pricing model is to measure two main prices: one is the theoretical price of internal funds transfer, also known as the benchmark price: the theoretical price of internal funds transfer is the benchmark for establishing the actual price of internal funds transfer; the other is the internal funds transfer price. Actual price of transfers: The actual price of internal fund transfers fluctuates around the b...

Claims

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Application Information

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Patent Type & Authority Applications(China)
IPC IPC(8): G06Q40/02G06Q40/06
CPCG06Q40/02G06Q40/06
Inventor 王琳璘尚晓贺邓欣晨金小伟黄德渊武传德李成仁黄清李有华王刚
Owner STATE GRID ENERGY RES INST
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