基于“三性”平衡的商业银行贷款定价研究
he study on the loan pricing of commercial banks based on the balance among \\\\\\\\
本文在分析利率的决定因素和推证经济资本最优配置原理的基础上，提出了基于风险调整后的收益最大化和RAROC为控制手段的效益性、安全性、流动性“三性”平衡的商业银行贷款定价模式，该定价模式对提高我国商业银行风险管理水平有广泛的应用价值。
Focuses on the commercial banks loan pricing method. Analyzes the determining factors of the interest rate and deduces the optimal principle of economic capital allocation. On this foundation, a new pricing pattern is introduced ,which is based on the maximization of the risk-adjusted return and using RAROC as the controlling method, melt with the balance among commercial banks’ liquidity, safety, and profitability (abbreviated as “three characters”). It has extensive application to enhance the level of commercial banks risk management in China.
彭建刚、谭德俊
财政、金融
利率，RAROC“三性”平衡，风险调整后的收益，贷款定价
interest rate RAROC balance among the “three characters” risk-adjusted return loan pricing
彭建刚,谭德俊.基于“三性”平衡的商业银行贷款定价研究[EB/OL].(2007-06-04)[2025-08-19].http://www.paper.edu.cn/releasepaper/content/200706-54.点此复制
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