Loan Pricing Research of SMEs Based on the RAROC Mode

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.

关键词： SMEs RAROC loan pricing method

作者: FENG Baojun DAI Minxia

作者单位: Financial Department, Dalian University of Technology, Dalian, China, 116024 School of Management, Dalian University of Technology, Dalian, China, 116024

会议类型: 国际会议

会议名称: The 1st International Conference on Financial Risk and Corporate Financial Management(第一届金融风险与公司财务管理国际研讨会)

会议地点: 大连

会议语种:英文

页码: 1-6

在线出版日期: 2009-06-29（万方平台首次上网日期，不代表论文的发表时间）