摘要
目前我国商业银行在利率的制定过程中,普遍缺乏一个科学合理的标准,利率浮动幅度的确定不能充分反映借款人及借款项目的风险,如何科学地针对贷款的信用风险来确定价格一直是理论界探讨的课题,以布莱克-舒尔斯期权定价模型理论为基础,借鉴KMV模型的计算公式,利用我国上市公司的有关数据对商业银行的贷款定价与绩效进行评估,并根据实证结论提出相关对策建议。
There is no round standard in the process of loan pricing for Chinese commercial bank , and the float scope of interest rate do not reflect the risk. The article use the KMV model to probe how to make the loan price, and select five company as the study object and calculate the loan interest rate according to the KMV and RAROC model.
出处
《武汉理工大学学报》
CAS
CSCD
北大核心
2009年第12期155-160,共6页
Journal of Wuhan University of Technology
关键词
商业银行
贷款定价
信贷配给
commercial bank
loan pricing
credit rationing
