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基于RAROC模型的存贷利差水平研究 被引量:4

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摘要 本文基于RAROC模型提出了一个存贷利差定价模型,认为存贷款利差与违约率、损失率、非利息收入比重、费用率、存放款比例和银行实际资金成本有关。利用我国的相关数据求出了各类商业银行存贷利差的临界值,认为从实际利差来看,我国当前的存贷利差水平基本合理。
作者 肖本华
机构地区 厦门大学金融系
出处 《金融发展研究》 2008年第5期25-27,共3页 Journal Of Financial Development Research
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