raroc在商业银行信贷风险管理及贷款定价中的应用研究

目录
摘要......................................................................1
关键词....................................................................1
Abstract..................................................................1
Key words.................................................................1
引言......................................................................1
一、文献综述..............................................................2
二、基于商业银行年报的风险调整资本收益率RAROC.............................4
（一）RAROC简介...........................................................4
（二）商业银行RAROC各参数的计量方法.......................................4
1．经济资本................................................................4
2．预期损失................................................................4
（三）国内上市商业银行RAROC指标测算.......................................4
1．数据来源......................................................... *好棒文|www.hbsrm.com +Q: ^351916072# 
.......4
2．变量取值................................................................5
3．测算结果................................................................5
（四）结果讨论.............................................................6
1.正确性..................................................................6
2.数据分析................................................................6
三、基于RAROC的商业银行贷款定价策略
（一）贷款风险控制........................................................6
（二）贷款定价方法........................................................7
1．定价模型................................................................7
2．利率修正................................................................7
（三）模拟计算过程.........................................................8
1．案例的设计..............................................................8
2. 利率的计算..............................................................8
3. 定价的修正..............................................................8
四、结论与思考.............................................................9
（一）牢固树立以RAROC为核心的资本约束理念................................9
（二）科学建立以RAROC为核心的绩效考核机制................................9
（三）统一部署以RAROC为核心的数据采集平台................................9

版权保护: 本文由 hbsrm.com编辑，转载请保留链接: www.hbsrm.com/jmgl/jjymy/1252.html