商业研究
商業研究
상업연구
Commercial Research
2006年
19期
172~175
,共null页
高莹 邹怿 葛汝刚
高瑩 鄒懌 葛汝剛
고형 추역 갈여강
贷款定价 客户盈利程度分析 资产负债 隐含期权
貸款定價 客戶盈利程度分析 資產負債 隱含期權
대관정개 객호영리정도분석 자산부채 은함기권
loan pricing; customer profitabillty analysis; asset and liability; implied options
在与美国比较的基础上，分析我国商业银行贷款资产的特征和银行经营中存在的问题；将客户盈利程度分析法与基于银行资产负债隐含期权的风险溢价测算方法相结合，提出了基于客户盈利程度分析的贷款风险定价方法，并通过实例对该方法进行了说明。
在與美國比較的基礎上，分析我國商業銀行貸款資產的特徵和銀行經營中存在的問題；將客戶盈利程度分析法與基于銀行資產負債隱含期權的風險溢價測算方法相結閤，提齣瞭基于客戶盈利程度分析的貸款風險定價方法，併通過實例對該方法進行瞭說明。
재여미국비교적기출상，분석아국상업은행대관자산적특정화은행경영중존재적문제；장객호영리정도분석법여기우은행자산부채은함기권적풍험일개측산방법상결합，제출료기우객호영리정도분석적대관풍험정개방법，병통과실례대해방법진행료설명。
Based on the comparison between America and China, the paper analyses the characters of loaning in Chinese commercial banks and the problems in their management. Combining customer profitability artslysis and evaluation of risk premium based on implied options in the asset and liability of banks, the paper suggests a loan pricing methods based on customer profitability analysis and explains the method with a case study.
