摘要
使价格与风险相当是今后银行贷款科学定价的趋势,也体现了“高风险,高收益”的原则,通过RAROC定价法计算出来的利率是在风险调整后的收益率基础上得出的利率,具有平衡风险的特性,其中,对经风险调整的收益和经济成本的核算是运用此方法的关键,同时,我国若要顺利实施RAROC定价法,必须具备相应的配套措施,这是我国银行业亟待完善的重点。
To make the price matched with it＇s risk is the tendency of the price-making in the bank,and it also show the rule of ＂high risk, high income＂ ,the interest rate that come out of RAROC is based on the risk adjusted return on capital,it can balance the risk,and,the key are the calculate of the ＂the risk adjusted returu＂and ＂the economic capital＂, and,we must construct many facilities to make the price-making method run smoothly, this is also the focus we should perfect.
出处
《价值工程》
2007年第1期159-162,共4页
Value Engineering
