| The marketization of interest rate is an important field of reform in China from planned economy to market economy. The reform firstly started in the interbank market, after nearly 20 years of reform, currently, bond market interest rates have been gradually liberalized, the more important the percentage increase in deposit rates and lending rates down ratio has been fully liberalized. The loan interest rate in our country has been fully market-oriented soon.Our country belongs to the long-term regulation of deposit and loan interest rates of commercial banks in accordance with the basic form of the period of national benchmark deposit and loan interest rates for savings and loans, commercial banks do not have the consciousness also has no right to differential pricing of deposit and loan interest rates. Under the background of interest rate marketization, commercial banks must pay attention to and study loan pricing problems, and get the theoretical and practical operation method that can guide the pricing of commercial banks. So it is very necessary to study the loan pricing.This paper first introduces the process of marketization of interest rate in China, and the traditional commercial bank loan pricing model is widely used for the comparative study on the analysis of the pricing model of China's commercial banks currently used. After the study concluded that the loan pricing model should be a comprehensive measure of the relationship between bank-enterprise and loan risk. In this paper, based on the RAROC model, the model is improved by redefining the bank income. Combined with the industrial and Commercial Bank of China 2015 annual report data, the two listed companies on the loan pricing model, the improved model of pricing more able to reflect the relationship between bank-enterprise and loan risk. Finally, the application of the improved model is proposed, and the future commercial banks should focus on the loan pricing of the factors. |
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