A Primer on Loan Pricing Models: A Case Study from Virginia Community Capital (VCC)
16 Pages Posted: 14 May 2011 Last revised: 24 Apr 2020
Date Written: May 12, 2011
Abstract
Objective: To educate banks and other financial institution about loan pricing models; To encourage banks and other financial institution, especially for those with the same size and scope as VCC, to adopt a loan pricing model. Please cite Daniels Foundation for Impact Investments and Development in all work and applications.
Keywords: RAROC, loan pricing, cost of capital, credit risk
JEL Classification: G21, G30, E50
Suggested Citation: Suggested Citation
Daniels, Kenneth, A Primer on Loan Pricing Models: A Case Study from Virginia Community Capital (VCC) (May 12, 2011). Available at SSRN: https://ssrn.com/abstract=1839864 or http://dx.doi.org/10.2139/ssrn.1839864
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