本文選題：綠色信貸　切入點：信用風(fēng)險評價　出處：《中國海洋大學(xué)》2013年碩士論文　論文類型：學(xué)位論文

【摘要】：進(jìn)入21世紀(jì),人類社會面臨的資源環(huán)境問題日益凸顯,調(diào)整經(jīng)濟(jì)結(jié)構(gòu)、轉(zhuǎn)變經(jīng)濟(jì)增長方式、實現(xiàn)低碳可持續(xù)發(fā)展成為一種共識。而資金作為經(jīng)濟(jì)發(fā)展的血液,銀行作為資金配置的樞紐,加之銀行履行社會責(zé)任的要求,使得銀行在其中扮演至關(guān)重要的角色,調(diào)整銀行信貸理念和結(jié)構(gòu)、關(guān)注環(huán)境風(fēng)險、發(fā)展低碳金融已成為國際銀行業(yè)共有之舉。目前,國際大的金融機(jī)構(gòu)大多已加入“赤道原則”,碳金融的理論和實踐得到快速發(fā)展,我國則在內(nèi)部環(huán)境和經(jīng)濟(jì)轉(zhuǎn)型的壓力及國際碳金融發(fā)展的趨勢下于2007年提出綠色信貸,通過開展綠色信貸調(diào)節(jié)社會資金流向,從源頭上切斷“兩高一�！逼髽I(yè)發(fā)展資金,支持低碳環(huán)保型行業(yè)企業(yè)發(fā)展。但與此同時,綠色信貸也使銀行面臨復(fù)雜多變的環(huán)境風(fēng)險,對其風(fēng)險評價和管理的理論和實踐上的不足阻礙了綠色信貸的開展。因此,必須建立綠色信貸信用風(fēng)險評價管理機(jī)制,探索完善綠色信貸信用風(fēng)險評價指標(biāo)體系及評價模型和方法,為綠色信貸開展順利開展提供理論依據(jù)。 本文正是從信用風(fēng)險評價的角度出發(fā),旨在通過對綠色信貸及其信用風(fēng)險評價研究現(xiàn)狀及相關(guān)理論進(jìn)行梳理的基礎(chǔ)上,構(gòu)建綠色信貸信用風(fēng)險評價指標(biāo)體系,并運用BP神經(jīng)網(wǎng)絡(luò)以低碳環(huán)保類上市公司為樣本進(jìn)行案例分析。具體看來,文章共分如下六部分： (1)對可持續(xù)金融理論、銀行環(huán)境風(fēng)險管理理論、企業(yè)社會責(zé)任理論及銀行信用風(fēng)險管理理論進(jìn)行梳理,為后文奠定理論基礎(chǔ)。(2)對綠色信貸信用風(fēng)險評價相關(guān)內(nèi)容進(jìn)行定性分析研究。在對綠色信貸內(nèi)涵及其環(huán)境風(fēng)險進(jìn)行介紹的基礎(chǔ)上,對綠色信貸信用風(fēng)險的表現(xiàn)形式、特點及成因予以分析,之后對綠色信貸信用風(fēng)險評價的內(nèi)涵、現(xiàn)狀及問題進(jìn)行闡述。(3)綠色信貸信用風(fēng)險評價指標(biāo)體系及模型構(gòu)建。在分析總結(jié)已有的綠色信貸風(fēng)險評價指標(biāo)體系的基礎(chǔ)上,針對綠色信貸信用風(fēng)險的特點構(gòu)建出包含傳統(tǒng)財務(wù)指標(biāo)和環(huán)境風(fēng)險指標(biāo)在內(nèi)的指標(biāo)體系,其中環(huán)境風(fēng)險指標(biāo)體系包含每股社會貢獻(xiàn)值等四項的企業(yè)績效及“三廢”排放量三項的環(huán)境質(zhì)量兩大類；之后,選擇BP神經(jīng)網(wǎng)絡(luò)進(jìn)行風(fēng)險評價,介紹BP神經(jīng)網(wǎng)絡(luò)相關(guān)原理,構(gòu)建綠色信貸信用風(fēng)險評價模型。(4)案例分析。選取110家低碳環(huán)保類上市公司為樣本,運用該指標(biāo)體系和模型,進(jìn)行網(wǎng)絡(luò)訓(xùn)練、檢驗和使用,并依據(jù)所得結(jié)果對綠色信貸信用風(fēng)險狀況進(jìn)行評價。(5)從外部制度環(huán)境和內(nèi)控兩方面提出綠色信貸信用風(fēng)險管理的對策建議。(6)對文章進(jìn)行總結(jié),并從研究方法、思路等方面對綠色信貸信用風(fēng)險評價研究進(jìn)行展望。 文章的創(chuàng)新點在于：(1)以綠色信貸的企業(yè)信用風(fēng)險為研究視角,選用低碳環(huán)保類上市公司為研究樣本,對銀行綠色信貸信用風(fēng)險進(jìn)行評價,為綠色信貸信用風(fēng)險評價及管理提供新的思路。(2)實證方面,基于綠色信貸信用風(fēng)險的特性及數(shù)據(jù)的可得性,引入每股社會貢獻(xiàn)值、單位產(chǎn)值能耗、“三廢”排放量等七個環(huán)境風(fēng)險指標(biāo),構(gòu)建出包含財務(wù)指標(biāo)和環(huán)境風(fēng)險指標(biāo)的綠色信貸信用風(fēng)險評價指標(biāo)體系,并運用BP神經(jīng)網(wǎng)絡(luò)對其進(jìn)行定量化的案例分析,為綠色信貸信用風(fēng)險評價模型及方法做出探索性研究。
[Abstract]:In twenty-first Century, resource and environmental problems of human society has become increasingly prominent, the adjustment of economic structure, change the mode of economic growth, to achieve low-carbon sustainable development has become a consensus. As capital is the economic development of the blood bank, as the hub of the allocation of funds, coupled with the banks to fulfill the social responsibility requirements that banks play a vital role in the the adjustment of bank credit, the concept and structure, focus on environmental risk, the development of low carbon finance has become the international banking industry has to move. At present, most large international financial institutions have joined the "Equator Principles", the theory and practice of carbon finance has been the rapid development of China in the internal environment and the pressure of economic restructuring and international carbon the trend of financial development in 2007 put forward green credit, regulating the flow of social capital through the development of green credit, cut off from the source of the "two high and one left" enterprise development capital Kim, support the development of low-carbon industry. But at the same time, the green credit also makes the bank face environmental risk complex, lack of the risk assessment and risk management theory and practice hinders the green credit. Therefore, we must set up green credit risk assessment management system, explore and improve the model and method green credit risk evaluation index system and evaluation, to carry out green credit smoothly and provide a theoretical basis.
This article is from the perspective of credit risk evaluation perspective, aims to sort out the basis of green credit and credit risk assessment research status and related theories, constructs the evaluation index system of green credit risk, and the use of BP neural network with a low carbon environmental protection of listed companies as a sample for case analysis. Specifically speaking, the article is divided the six part is as follows:
(1) the financial sustainable development theory, the theory of banking environment risk management, credit risk management theory and the theory of corporate social responsibility and the bank to sort out the theoretical basis for the later study. (2). Qualitative analysis of relevant content of green credit risk evaluation based on the connotation of green credit and environmental risk on the introduction form of green credit, credit risk, characteristics and causes are analyzed, then the connotation of green credit risk evaluation, the present situation and problems in this paper. (3) the green credit risk evaluation index system and model construction. Based on the green credit risk evaluation index system of the existing, according to the characteristics of the green credit risk index system is constructed including traditional financial indicators and environmental risk index, the environmental risk index system includes social contributions per share The value of four of the performance of enterprises and the "three wastes" emissions of environmental quality of three items in two categories; then, risk evaluation and selection of BP neural network, introduces the principle of BP neural network, the construction of green credit risk evaluation model. (4) case analysis. Selected 110 low carbon Environmental Protection Corporation the sample, using the index system and model, network training, inspection and use, according to the results of the credit risk of the green credit evaluation. (5) put forward countermeasures and suggestions of green credit risk management from the two aspects of the external institutional environment and internal control. (6) the article summarized, and the research methods. Ideas and other aspects of the green credit risk evaluation research was discussed.
The innovation of the paper is: (1) to the credit risk of green credit business as the research perspective, the use of low carbon environmental protection listed companies as research samples, to evaluate the green bank credit risk, to provide new ideas for the green credit risk evaluation and management. (2) the empirical data, and characteristics of green credit the availability of credit risk based on the introduction of social contribution value per share, the unit value of energy consumption, "three wastes" emissions seven environmental risk indicators, including financial indicators and constructs the environmental risk index of green credit risk evaluation index system, and use BP neural network to quantify the case analysis, make study on green credit risk evaluation model and method.

【學(xué)位授予單位】：中國海洋大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F832.4;TP18

【引證文獻(xiàn)】

相關(guān)碩士學(xué)位論文 前1條

1 景兆榮;基于BP神經(jīng)網(wǎng)絡(luò)的商業(yè)銀行信貸風(fēng)險評價研究[D];山西財經(jīng)大學(xué);2015年

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本文編號：1618033