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中文摘要：
为风险业务配置经济资本并设定RAROC目标,是商业银行和保险公司风险管理的发展方向。以RAROC为桥梁,构建起的贷款保险定价模型,能够为贷款保险业务测算出更加符合现代风险管理要求的价格区间与价格基准,弥补了相关定价模型和方法的某些不足,提升了贷款保险定价模型的可操作性,对拓展信贷风险转移定价问题的研究思路具有积极意义。研究建议RAROC应成为制定贷款保险价格或其他信贷风险转移价格时需要考虑的重要指标之一。
英文摘要：
Allocating economic capital and setting RAROC targets to business,is the direction of risk management of the commercial banks and insurers. Based on the RAROC,this thesis creates a pricing model which can measure the price range and basic price for loan insurance reasonably. This model can make up for the inadequacy of relevant models and will be more feasible in practice,so it can be used to develop the transfer pricing theory of credit risk. The study also proposes that RAROC should become one of the important indicators in formulating the loan insurance price or the transfer price of credit risk.
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