Empirical Analysis Of Loan Pricing Of Commercial Banks In China

As the People's Bank of China lifted the floating ceiling on the deposit interest rate of commercial banks,China's interest rate marketization reform has achieved a breakthrough development.The continuous deepening of interest rate marketization will squeeze the interest income of commercial banks and reduce profits.The intensification of market competition has forced commercial banks to conduct more detailed research on the credit market,and to provide professional services to customers while ensuring the controllability of risks.Therefore,higher requirements are placed on the pricing of loans for commercial banks.Based on the conclusions obtained from the empirical analysis,the paper puts forward some policy suggestions such as improving the credit risk measurement of borrowers,improving the construction of SME loan database,evaluating the credit system standards,perfecting the RAROC pricing model and setting a reasonable repricing cycle,and hopes to make loans to China's commercial banks RAROC.The improvement and improvement of pricing has certain reference value for the loan pricing work of commercial banks.The empirical results show that:1.The traditional pricing methods of commercial banks in China generally have low pricing and cannot compensate for the risk loss;2.The factors in the RAROC pricing model are limited,and there are limitations in pricing;3.The optimized RAROC The loan pricing model,combined with the comprehensive analysis of customer contributions,provides a comprehensive analysis of loan pricing standards that are more suitable for interest rate liberalization.Based on the empirical analysis and the actual situation in China this paper proposes relevant policy recommendations:1.Further improve the credit risk measurement of borrowers;2.Improve the construction of SME loan database and evaluate the credit system standards;3.Improve the internal transfer price system of banks And the management of economic capital;4.Improve the RAROC pricing model;5.Set a reasonable repricing cycle.