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Research on loan pricing for small and medium-sized enterprises based on RAROC

LIU Yan-wen,ZHANG Chun-ling(School of Management,Dalian University of Technology,Dalian 116024,China)  
To specially build models of loan pricing for small and medium-sized enterprises(SMEs),the authors carry out credit risk rating of SMEs through the principal component analysis,cluster analysis and the transition matrix,and take use of Risk-Adjusted Return On Capited(RAROC) model to realize loan pricing for SMEs.The empirical research results indicate that applying statistical analysis methods to construct credit rating model with strong stability and feasibility,and loan pricing for SMEs based on RAROC model will make risk pricing work of SMEs more targeted.
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