| 基于风险调整后资本收益率模型的中小企业贷款定价研究 |
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| 引用本文： | 刘彦文,张春玲.基于风险调整后资本收益率模型的中小企业贷款定价研究[J].科技与管理,2010,12(1):110-113,123. |
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| 作者姓名： | 刘彦文 张春玲 |
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| 作者单位： | 大连理工大学管理学院,辽宁,大连,116024 |
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| 摘 要： | 为构建专门针对中小企业贷款定价的模型,采用主成分分析法、聚类分析和转移矩阵对中小企业进行信用风险评级,并且利用风险调整资本收益率(RAROC)模型对中小企业进行贷款定价。研究结果表明,用统计分析方法构建信用评级模型具有较强的稳定性和可行性,基于RAROC模型进行中小企业贷款定价使中小企业风险定价工作更有针对性。
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| 关 键 词： | 贷款定价 RAROC模型 信用评级 |
Research on loan pricing for small and medium-sized enterprises based on RAROC |
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| LIU Yan-wen,ZHANG Chun-ling.Research on loan pricing for small and medium-sized enterprises based on RAROC[J].Science-Technology and Management,2010,12(1):110-113,123. |
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| Authors: | LIU Yan-wen ZHANG Chun-ling |
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| Institution: | School of Management/a>;Dalian University of Technology/a>;Dalian 116024/a>;China |
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| Abstract: | To specially build models of loan pricing for small and medium-sized enterprises(SMEs),the authors carry out credit risk rating of SMEs through the principal component analysis,cluster analysis and the transition matrix,and take use of Risk-Adjusted Return On Capited(RAROC) model to realize loan pricing for SMEs.The empirical research results indicate that applying statistical analysis methods to construct credit rating model with strong stability and feasibility,and loan pricing for SMEs based on RAROC mod... |
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| Keywords: | loan pricing RAROC model credit rating |
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