【摘要】：近年來,環(huán)保問題的關(guān)注度持續(xù)走高,自2010年兩會“一號提案”鎖定發(fā)展低碳經(jīng)濟(jì)以來,我國在不斷的探索經(jīng)濟(jì)低碳發(fā)展、環(huán)境可持續(xù)發(fā)展的實(shí)踐發(fā)展方式。然而,經(jīng)過幾年的實(shí)踐證明,單純依靠行政力量的管束或是純粹的執(zhí)法手段,我國無法繼續(xù)走可持續(xù)發(fā)展道路,更無法完成節(jié)能減排的目標(biāo)。在借鑒國外發(fā)達(dá)國家低碳經(jīng)濟(jì)發(fā)展的成功經(jīng)驗(yàn)的基礎(chǔ)上,我國迫切的需要建立一套低碳金融支持低碳經(jīng)濟(jì)的管理體系,而處于我國金融行業(yè)主體地位的銀行,若能積極發(fā)展碳信貸業(yè)務(wù),這無疑是行之有效的途徑之一。本文首先在回顧了社會責(zé)任理論、可持續(xù)發(fā)展理論、國際赤道原則等碳信貸理論基礎(chǔ)上,分析了商業(yè)銀行發(fā)展碳信貸的原因。其次,從企業(yè)的角度出發(fā),結(jié)合碳信貸信用風(fēng)險(xiǎn)的特性,建立企業(yè)碳信貸信用風(fēng)險(xiǎn)預(yù)測指標(biāo)體系,選擇上市公司作為研究樣本,并廣泛搜集和整理相關(guān)數(shù)據(jù),根據(jù)2014年起實(shí)施的《企業(yè)環(huán)境信用評價(jià)辦法》,輔以交通銀行2010年8月發(fā)布的《交通銀行環(huán)保標(biāo)識分類操作手冊》中對綠色信貸授信客戶環(huán)保信息標(biāo)識的劃分細(xì)則,并詢問專家的意見,評估得到樣本公司碳信貸信用風(fēng)險(xiǎn)等級。進(jìn)而,運(yùn)用BP神經(jīng)網(wǎng)絡(luò)分別從時(shí)間序列維度以及截面數(shù)據(jù)維度建立碳信貸信用風(fēng)險(xiǎn)預(yù)測模型,經(jīng)過網(wǎng)絡(luò)訓(xùn)練以及仿真等實(shí)驗(yàn)操作,對模型預(yù)測效果進(jìn)行可靠性分析并評價(jià)兩個(gè)模型的預(yù)測效果。最后,將預(yù)測模型應(yīng)用于實(shí)際案例分析,得出結(jié)論:時(shí)間序列維度較截面數(shù)據(jù)維度的預(yù)測模型更具備實(shí)際應(yīng)用推廣價(jià)值。
[Abstract]:In recent years, the concern of environmental protection has been increasing continuously. Since the first proposal of the two sessions in 2010 locked in the development of low-carbon economy, China has been exploring the practical development mode of economic low-carbon development and environmental sustainable development. However, after several years of practice, relying solely on administrative control or pure law enforcement means, our country can not continue to take the path of sustainable development, let alone achieve the goal of energy saving and emission reduction. On the basis of the successful experience of the developed countries in the development of low-carbon economy, our country urgently needs to establish a management system of low-carbon finance to support the low-carbon economy, and the banks are in the main position of the financial industry in our country. If can actively develop carbon credit business, this is undoubtedly one of the effective ways. Firstly, based on the review of the theories of social responsibility, sustainable development and international equatorial principle, this paper analyzes the reasons for the development of carbon credit in commercial banks. Secondly, from the point of view of enterprises, combining the characteristics of carbon credit risk, the paper establishes the enterprise carbon credit risk prediction index system, selects listed companies as the research sample, and collects and collates the relevant data widely. According to the measures for Environmental Credit Evaluation of Enterprises implemented since 2014, and supplemented by the detailed rules for the division of green credit customers' environmental information identification, issued by the Bank of Communications in August 2010, the "operational Manual for Classification of Environmental Protection labels of Bank of Communications", And ask expert's opinion, evaluate get sample company carbon credit risk grade. Furthermore, BP neural network is used to establish carbon credit risk prediction model from time series dimension and cross section data dimension respectively, after network training and simulation and other experimental operations. The reliability of the two models is analyzed and the prediction results of the two models are evaluated. Finally, the prediction model is applied to practical case analysis, and it is concluded that the prediction model of time series dimension has more practical application value than that of cross-section data dimension.
【學(xué)位授予單位】：南昌大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2015
【分類號】：F832.4;TP183

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