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发表时间： 2015-01-01

发表刊物： 运筹与管理

所属单位： 经济管理学院

期号： 5

页面范围： 189-196

ISSN号： 1007-3221

摘要： In the buyer’ s market of loan or the sufficiently competitive financial environment, the loan interest rate will not be decided by banks alone.Therefore, to establish mutually acceptable loan interest rate pricing model between the bank and enterprise is particularly important in the reality.In this paper, we use interval numbers to reflect the deposit interest rate, compensation rate of default risk and some other uncertainties of pri-cing indicators.We make up loan pricing efficiency interval with the old loan minimum and maximum pricing ef-ficiency.Then we take them as the target and use the new loan interest rate as decision variables.We establish the new loan pricing model based on interval number DEA through reversely solving interval DEA model.The in-novation and contributions lie in, firstly, taking the deposit interest rate of the old loan, target profit margin and some other pricing indicators as inputs and old loan interest as outputs, and using DEA model to get the actual minimum and maximum pricing efficiency of the old loan;secondly, taking mutually acceptable loan pricing effi-ciency interval as the outputs and take interval number pricing indicators, such as interval number deposit inter-est rate of new loans as inputs.In this way, we can get the loan rate interval;thirdly, using interval numbers to reflect compensation rate of default risk, target profit margin and other pricing indicators instead of constant num-bers, so as to change the unreasonable situation that the current study uses constant numbers to represent these parameters.research result shows that deposit interest rate, expense rate, compensation rate of default risk and target profit margin are proportional to the loan interest rate.The loan interest rate can be reduced through impro-ving capital settlement ratio and loan-to-deposit ratio.

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