【摘要】：隨著金融機構(gòu)貸款利率管制的放開,商業(yè)銀行貸款定價能力對信貸業(yè)務(wù)競爭力的影響越來越重要。本文基于RAROC的貸款定價模型,選取2012年向建設(shè)銀行借款的11家上市公司作為樣本進行實證研究。檢驗結(jié)果表明,銀行現(xiàn)行定價總體上略高于貸款風(fēng)險定價,有能力應(yīng)對利率市場化改革引起的貸款利率下行風(fēng)險,但應(yīng)高度關(guān)注競爭加劇、息差收窄帶來的風(fēng)險。
[Abstract]:With the deregulation of loan interest rate in financial institutions, the influence of loan pricing ability of commercial banks on the competitiveness of credit business is becoming more and more important. Based on RAROC's loan pricing model, this paper selects 11 listed companies that borrowed from China Construction Bank in 2012 as samples for empirical research. The test results show that the current pricing of banks is slightly higher than that of loan risk pricing and is capable of dealing with the downside risk of loan interest rate caused by the reform of interest rate marketization. However, it should pay great attention to the risks brought by intensified competition and narrow interest rate spread.
【作者單位】： 中國建設(shè)銀行;
【分類號】：F832.4

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本文編號：2469760