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随着许多国家金融监管的放松,贷款市场的竞争日趋激烈,对贷款进行科学定价的重要性日益显现。本文在研究国内外商业银行现行贷款定价模型的基础上,着重探讨基于RAROC的商业银行贷款定价方法,分析该方法的优点和适用性,目的在于为我国商业银行的信贷资产管理提供一种可以借鉴的资产定价方法。
With the easing of financial regulation in many countries and the increasingly fierce competition in the lending market, the importance of scientifically pricing loans has become increasingly evident. Based on the study of the current loan pricing models of domestic and foreign commercial banks, this paper focuses on the RAROC-based commercial banks loan pricing method, and analyzes the advantages and applicability of the method. The purpose is to provide a reference for China’s commercial bank credit asset management Asset pricing method.