Study on Loan Pricing of Small and Medium Sized Enterprises based on RAROC Model

DOI

10.2991/wrarm-17.2017.31How to use a DOI?

Keywords

RAROC; Loan pricing; Small and medium-sized enterprises; Economic capitale; Expected los

Abstract

Commercial bank is the product of economic development and occupies a very important position in the economic system, and loan pricing is one of the core management problems of commercial banks.Based on the loan pricing method of RAROC model, this paper calculates the expected loss, the economic capital and other related parameters of small and medium-sized enterprises, and obtains the loan pricing which covers the sample of small and medium-sized enterprises risk.This paper argues that the loan pricing method based on the RAROC model can measure the loan risk and give the appropriate price compensation, which will help to improve the risk control ability and the efficiency of the use of funds in China's banking industry.

Copyright

© 2017, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

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TY  - CONF
AU  - Qian Chen
AU  - Mu Zhang
PY  - 2017/11
DA  - 2017/11
TI  - Study on Loan Pricing of Small and Medium Sized Enterprises based on RAROC Model
BT  - Proceedings of the Fifth Symposium of Risk Analysis and Risk Management in Western China (WRARM 2017)
PB  - Atlantis Press
SP  - 174
EP  - 179
SN  - 1951-6851
UR  - https://doi.org/10.2991/wrarm-17.2017.31
DO  - 10.2991/wrarm-17.2017.31
ID  - Chen2017/11
ER  -