Optimal Mortgage Portfolio Of Commercial Banks In China

In 2007 , US's loan crisis let the people clear destructive power of financial crisis's once more, the world economy fell into the decline, this crisis's influence has surmounted the great depression at the "crazy ten years" of the last century. Each crisis is concealing the different reason. looks over this financial crisis , that is easy to understand the money market floods is being greedy and ignorant, even if in the modern credit developed measure day. Commercial bank is unable to deal with the financial risk effectively suddenly, specially the Commercial bank is worth the field resonsideration regarding the collateral management. Basel II ,the new capital agreement ,emphasized the collateral risk slow release function, regards as the collateral the bank resistance risk the barrier, however the fact is the bank risk management system collapses as soon as possible.This article first elaborated the collateral historical development process, as well as the new capital agreement regarding the collateral risk slow release technology's understanding, summarized the collateral and between the bank credit risk relations from the theory angle; After that the relation reality, has analyzed the credit sudden change event with the most superior collateral between relations, thinks the banking industry not should after the event occurs depends upon the collateral to make good the loss, should place the credit to change suddenly with emphasis, the risk to open the mouth expansion in the early warning mechanism. This article take the credit sudden change event's distribution as a backing, has established the bank maintenance most superior mortgage combination expectation, since the bank can establish the most superior mortgage combination system, then how to establish into the question key. The author through to the Shanxi Province state-owned Commercial bank 40 enterprise loan project's analysis summary, take the mutation theory as a foundation, has established the most superior mortgage combination model, and put forward some rationalization policy proposal.The full text embarks from Basel--the new capital agreement, take the credit risks as intermediary, the mutation theory for the foundation establishment the most superior mortgage combination model, carries on the analysis from qualitative and the quota two aspects, and formulates the rationalization proposal. Because author own level is limited, possibly presents the deviation regarding some question's explanation, but should have certain practical significance and the value regarding the Commercial bank collateral management.