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。
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.