Study on Loan Pricing of Small and Medium Sized Enterprises based on RAROC Model

摘要

Commercial bank is the product of economic development and occupies a very important position in the economic system, and loan pricing is one of the core management problems of commercial banks. Based on the loan pricing method of RAROC model, this paper calculates the expected loss, the economic capital and other related parameters of small and medium-sized enterprises, and obtains the loan pricing which covers the sample of small and medium-sized enterprises risk. This paper argues that the loan pricing method based on the RAROC model can measure the loan risk and give the appropriate price compensation, which will help to improve the risk control ability and the efficiency of the use of funds in China's banking industry.