基于CDM项目的商业银行碳金融风险分析与管理——以长岭风电一期项目为例.docVIP

本科毕业设计（论文） 题目：基于CDM项目的商业银行碳金融风险分析与管理——以长岭风电一期项目为例 学 院 经济与贸易学院 专 业 金融学 学生姓名 学生学号 指导教师 提交日期 2015 年 4 月 12 日 摘 要 CDM项目是《京都议定书》制定的三种减排履约机制之一,也是唯一一个发展中国家可以参与的机制。我国作为最大的发展中国家,减排潜力同样巨大,对于CDM项目的需求很高,因此,商业银行会参与到很多CDM项目的融资。但是CDM项目比较复杂,商业银行需要面临许多的新问题,新挑战。 本文结合具体的CDM项目案例长岭风力发电一期项目。对长岭风力发电一期项目贷款的信用风险进行识别,并对信用风险进行定性分析,总结出CDM项目的信用风险要点,提出商业银行CDM项目贷款的审核重点。在商业银行信用风险评估的一般方法基础上,结合CDM项目特点,对长岭风力发电一期项目信用风险进行评估,采用定量的方法,对CDM项目引入敏感性分析,使得风险控制中考虑更加周全。最后在对商业银行已有实践经验总结的基础上,对长岭风力发电一期项目风险控制提出一些改良建议,并提出商业银行在CDM项目贷款的风险管理的改进建议。 关键词：碳金融；CDM项目；信用风险；长岭风力发电一期项目 Abstract CDM projects is one of the three emission reduction for the fulfillment mechanism which developed by the Kyoto protocol, and also one of the only fulfillment mechanism which developing countries can participate in. China is the biggest developing country which emission reduction potential is enormous. And also China is high demand for CDM projects. Therefore, commercial banks will be involved in a lot of CDM project financing. But, CDM projects is extremely complex, commercial banks need to face many new problems and new challenges. Based on the specific case of Changling Wind Farm Phase I Project, this paper identify the credit loan risk of this project, analyses the credit risk, and sum up the credit risk points of CDM projects. Then, this paper puts forward the key point of the commercial bank loans for CDM project. Based on the general method of credit risk assessment made by the commercial bank, combined the characteristics of the CDM project, this paper estimate credit risk of Changling Wind Farm Phase I Project. Using a quantitative method, this paper makes use of sensitivity analysis for the CDM project which making a more comprehensive consideration of risk control. Finally, in the summary of the practical experience made by the commercial banks, this article put forward