Study On Mortgage-Backed Cridet Risk Magt .of Commercial Bank On The Bases Of Nbagt

With the accession to the WTO of China, the banking industry is facing a more exoteric environment. China’s commercial banks face the impact of banks from developed countries. The competition between banks tends to be more equal. When considering the situation of China, commercial banks lay more emphasis on financial derivatives product development. The commercial banks suffer more complex and diverse risk. Bank risk consists of credit risk, market risk, operational risk and other risk factors .As the main business of commercial banks, mortgage loan is an important part of risk management, so the research of mortgage risk management has important practical significance.This paper elaborates the types and causes of mortgage risk. Then it focuses on the new Basel Agreement. It analyzes the historical development and main content of Basel Agreement, and study the measurement method of mortgage risk. Then, according to the risk management of our commercial bank, it shows the difficulties and challenges of implementation of the new Basel Agreement. By studying the classical risk measure method of developed countries and their implementation of New Basel Agreement, we provide the experience can be used by China’s commercial banks. Finally, the paper presents the suggestion to the implementation of the new agreement of China’s commercial banks.