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ABSTRACT This research aims at evaluating the risk of home loan, financial institutions generally think that makes enterprises to grant the loan and have a big risk in recent years , turning to and developing consumption financial transaction one after another, the personal home loan has already become the strategic point of every financial institution. The characteristic of the home loan is small for amount of money , there are many pieces , need to spend a large amount of manpower maintaining business operation , so it is fast and clear to verify the way , avoid lacking subjectively and reduce the risk , namely become one of the keys whether this business could be succeeded in promoting. So, the financial institution should set up a set of objective just awarding the way of evaluating the risk, is it verify personnel check and ratify loan amount fast, interest rate and award creed one while being other to help, reach the quantity, the goals of the standardization and automation. This research regards a domestic commercial bank as the main research object, and owe the parent in order to sample of case that is put of all loans now at present with this bank , 2431 normal samples , 381 bad samples of the above three months overdue , total 2812, and award the basic materials of the borrower of forms contained of letter application , and Joint Credit Information Center seek the credit materials that letter in the center inquires is the research range , analyse the background of different borrowers and overdue relation that make loans. Research this real example result can be summed up for as follows. The parameter of risk of showing of the loan is the sex, the age, academic credentials, grace period, family's annual income, round number of the borrowed money, the number of the cash card, interest rate, guarantee debts, whether it is the housing loan of a large number of types, collateral kind

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The New Basel Capital Accord implementation, is similar to announced the bank management manages approaching of the new century. The money market globalization tendency, the bank surface risk management focal point changed the globalization risk management, covers the different physiographic region and the different product category, the risk management just like becomes the core ability and the strategy superiority is at. Modern finance risk management, some several tendencies: 1.The financial risk management by board of directors direct supervising and managing, and formulates a set of risk management strategy by it. 2.The risk management overhead construction and the organization, have highly the independence, does not subordinate any administrative department, but is directly operates by the board of directors. 3.The present risk management of, performs the different department the conformity, by quota processing, needs massive technology of aspect the and so on uses measurement, statistics. 4.When in 2006 The New Basel Capital Accord execution, the financial overseeing unit proposed the risk management overseeing mechanism, and request financial organ itself also must have overhead construction of the overseeing. 5.Weeding through the old to bring forth the new of the growing commodity, the risk controls the tube to be allowed to borrow by the growing commodity design or the reform, is dispersible the risk. 6.The risk management and the IT technology unify, also for inevitable trend.

Thesis (Ph.D.)--University of Texas at Arlington, 2009.

The question of whether ratings agencies convey new information to financial markets when they assign new ratings or change previous ratings has been debated for at least 40 years. In this study I first examine equity market, bond market and CDS market reactions to long and short term rating changes from S&P, Fitch and Moody's. I find that not all the credit rating changes affect the market but only those classified as unanticipated. Subsequently, I study whether the regulatory setting, in which the Credit Ratings Agencies work, can possibly affect the financial markets reactions. Lastly I show that the probability of a future rating change is severely affected by different factors proportional hazard rate models.