基于RAROC的商业银行贷款定价机制研究

Study on Commercial Banks' Loan Pricing Mechanism Based on RAROC

贷款是商业银行的核心业务之一,也是商业银行盈利的主要来源。从我国实际情况看,利率的管制限制了银行主动对其贷款进行科学定价。但金融业的全面开放和利率市场化进程的加快,给予了我国商业银行贷款定价的市场环境和政策空间。因此研究商业银行的贷款定价,具有重要的现实意义。基于RAROC的贷款定价,考虑了银行在大力发展业务的同时所面临的风险,符合了新巴塞尔协议的核心理念,本文将就这一贷款定价方法作简单阐述。

Loan is the core business and main profit source of commercial banks. In China, commercial banks can＇t make reasonable loan pricing because of the controlled interest rate. But the opening of finance and hastening of the interest rate marketing give the commercial banks the environment of loan pricing and policy support. So it is of great significance to pay more study to the commercial banks＂ loan pricing. The loan pricing based on RAROC, considering risks when banks carry out business, conforms to the core spirit of Basel Accord. This paper will give us a concise elaboration on methods of loan pricing.