The Volatility Of Stock Market And The Implement Research Of The Risk Of Stock Mortgage

The stock mortgage refers to the behavior that stock possessor takes the stock as the nature security from the commercial bank loan financing when needs to borrow into the short-term fund. Because the negotiable securities unique hypothesized,the market price undulatory property,the intrinsic value uncertainty and the property rights and occupy the separability which is authorized, causes the stock mortgage in the form displays as the thing guarantee, in the essence is one kind of credit guarantee. In particular when the bank discovery the value not based on the comprehensive examination and critique situation in, when it accepts the stock mortgage its risk more manifesting for the credit risk.When the bank carries on the credit risk management, absolutely lose is not a must prevent, while the margin of fluctuation and the control loses are the things that must be limited. Therefore, the banks must effectively discover and reject the latent high violation risk which oneself cannot accept. The biggest risk of stock mortgage lies in the stock market's undulatory property ,which brings risk uncertainty.This article take the information economics theory as the instruction, take the econometrics as the main method, has the stockholder's rights in view of the domestic bank credit risk management in to the loan question and the risk quantification research serious insufficiency, the union domestic economical reality, studied thoroughly has caused the domestic bank stock to pawn certain factors which the loan credit risk produced.