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Loan Pricing Research of SMEs Based on the RAROC Mode

机译:基于RAROC模式的中小企业贷款定价研究

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摘要

In view of difficulty in bank loans for small and medium-sized enterprises (SMEs) or problem of that commercial banks spare their loan to SMEs, this paper chooses an appropriate loan pricing method for SMEs-RAROC (Risk Adjusted Return on Capital). Through the analysis on loan pricing towards listed SMEs, the thesis proves that RAROC well fits the loan pricing towards SMEs. In this article, we choose multivariate statistical methods, including factor analysis and cluster analysis, to rate SMEs' credit, and then employ it with case to prove the feasibility of the method.
机译:鉴于中小企业的银行贷款困难或商业银行难以将其贷款贷给中小企业的问题,本文选择了一种适合中小企业的贷款定价方法-RAROC(风险调整后的资本回报率)。通过对上市中小企业的贷款定价分析,证明RAROC非常适合中小企业的贷款定价。在本文中,我们选择多元统计方法,包括因子分析和聚类分析,以评估中小企业的信用,然后结合实例加以证明该方法的可行性。

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