Risk Measurement Of Loan Of Mongolian Commercial Bank And Control Research

Began in mid-2007 financial crisis gradually spread from the United States to the world, resulting in many large multinational investment banks and other financial institutions losses and failures, Mongolia has also been affected. Not only in the United States but in many other countries, loans secured by fixed asset model portfolio have also been developed rapidly, and the resulting credit risk has become one of the major causes of the financial crisis in the country. For Mongolian commercial banks preventing the use of loan portfolio credit risk has become an important trend.Commercial banks are operating in high-risky environment,so it is necessary to analyze the risks, in a timely manner on a regular basis, brought by the external environment and market changes. Among the several risks faced by commercial banks, credit risk occupies the first position. Therefore, often measuring credit risk management and to detect changes in the nature to understanding the causes of the risks and the implementation of risk management policies which is very important for the operation of commercial banks.Firstly, the study resume the research status of risk management for commercial banks at home and abroad, Then through SOCELB, Markowitz, ASRF models and econometric models bank credit risk analyze is curried out. Next, the analysis of the impact of macroeconomic factors on the credit risk of the financial sector and the feasibility of the Business Development Bank of Mongolia measure counterparty risk loans.the research also analyzes the macro economic factors that affect the credit risk of the financial sector and the feasibility of loan risk measure of Mongolia business development. Finally, conclusions are drawn.The paper concludes that the impact of macroeconomic factors on the credit risk of commercial banks is larger.It also Declines, the quality of assets depends on the borrower’s own special circumstances and market conditions, which are less likely to form the case of growth of credit risk; when market conditions are unstable, the price level and the unemployment rate are high, the borrower is more likely not to pay the loan may. Moreover, if in the case of certain loan industry concentration risk will be increased. Therefore, the management of credit risks, to take effective measures to ensure the highest level of loan proceeds, the lowest level of credit risk, point out the need for commercial banks to develop policies to improve business systems. Furthermore developing a reasonable loan portfolio plays an important role in the effective guard against credit risk, in order to ensure its effective operation, commercial banks should not only low-risk loans in the industry, loans will also be necessary in high-risk, high benefit industry loans portfolio.