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  本文選題：銀行視角 + 碼頭項目�。� 參考：《大連海事大學(xué)》2013年碩士論文

【摘要】：我國目前沿用的項目經(jīng)濟(jì)評價模型為1987年推出的《建設(shè)項目經(jīng)濟(jì)評價方法與參數(shù)》,2006年經(jīng)過總結(jié)和改進(jìn),推出了《建設(shè)項目經(jīng)濟(jì)評價方法與參數(shù)》(第二版)多為定量分析。主要包括國民經(jīng)濟(jì)效益分析、社會經(jīng)濟(jì)效益評價等方面。國民經(jīng)濟(jì)效益評價主要集中在項目經(jīng)濟(jì)效益的可行性,包括凈現(xiàn)金流量(NPV)、內(nèi)部收益率(IRR)、投資回收期和敏感性分析等。而社會效益評價,主要評價就業(yè)效益,對地區(qū)、部門、國家宏觀經(jīng)濟(jì)的影響,節(jié)約時間、節(jié)約運輸費用,以及對技術(shù)進(jìn)步的影響等。而商業(yè)銀行作為項目資金的提供者,往往僅依據(jù)上述國民經(jīng)濟(jì)效益評價指標(biāo)和社會效益評價指標(biāo)對項目的可行性進(jìn)行判斷,而忽視了自身的資本約束。 本文主要依據(jù)2004年6月正式公布的巴塞爾新資本協(xié)議(簡稱新資本協(xié)議),提出商業(yè)銀行對項目的評價模型應(yīng)基于客戶違約的可能性(PD)、各類貸款在違約后的損失比率(LGD)、違約時的風(fēng)險敞口(EAD)以及預(yù)期損失(EL)等信息,商業(yè)銀行通過對信用風(fēng)險、市場風(fēng)險、操作風(fēng)險計提資本,重塑項目綜合評價體系-內(nèi)部評價法。內(nèi)部評級法將資本充足率這一核心指標(biāo)與銀行所面臨的各類風(fēng)險進(jìn)行有機結(jié)合,代表了國際銀行業(yè)風(fēng)險管理的發(fā)展趨勢。目前許多國際先進(jìn)銀行都已經(jīng)運用內(nèi)部評級系統(tǒng)進(jìn)行風(fēng)險計量和管理,內(nèi)部評級法是反映銀行現(xiàn)代化水平的重要標(biāo)志之一。在經(jīng)濟(jì)、金融全球化的大背景下,我國銀行業(yè)必須遵守全球一體的“游戲規(guī)則”。就像加入世貿(mào)組織一樣,實施內(nèi)部評級法是我國銀行業(yè)與國際接軌,并逐步融入全球金融體系的重要步驟。
[Abstract]:The present project economic evaluation model in our country is "the method and parameter of economic evaluation of construction project" introduced in 1987. After summing up and improving in 2006, the method and parameter of economic evaluation of construction project (the second edition) is mostly quantitative analysis. Mainly includes the national economy benefit analysis, the social economic benefit appraisal and so on aspect. The evaluation of national economic benefits mainly focuses on the feasibility of the economic benefits of the project, including net cash flow (NPV), internal rate of return (IRR), investment recovery period and sensitivity analysis, etc. The social benefit evaluation mainly evaluates the employment benefit, the influence to the region, the department, the national macro economy, saves the time, saves the transportation expense, as well as the influence to the technical progress and so on. As the provider of project funds, commercial banks often judge the feasibility of the project only according to the above evaluation index of national economic benefits and social benefits, and ignore their own capital constraints. Based on the Basel New Capital Accord published in June 2004, this paper puts forward that the evaluation model of commercial banks should be based on the possibility of customer default and the loss ratio of various loans after default. Information such as rate of LGD, exposure at the time of default (EAD) and expected loss (ELL), etc. Commercial banks take capital from credit risk, market risk and operational risk, and remould project comprehensive evaluation system-internal evaluation method. The internal rating method organically combines the core index of capital adequacy ratio with all kinds of risks faced by banks, which represents the development trend of international banking risk management. At present, many international advanced banks have used internal rating system for risk measurement and management, and internal rating method is one of the important symbols to reflect the modernization level of banks. Under the background of economic and financial globalization, China's banking industry must abide by the rules of the game. Just like joining the WTO, the implementation of internal rating law is an important step for China's banking industry to integrate with the international community and gradually integrate into the global financial system.
【學(xué)位授予單位】：大連海事大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2013
【分類號】：F275;F552.6

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相關(guān)期刊論文 前1條

1 吳國付;;區(qū)域港口建設(shè)項目投資風(fēng)險預(yù)警管理系統(tǒng)研究[J];港口裝卸;2006年02期

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本文編號：1957375