基于bp神经网络的绿色信贷信用风险评价分析-evaluation and analysis of green credit credit risk based on bp neural network.docxVIP

神经网络相关原理，构建绿色信贷信用风险评价模型。（4）案例分析。选取 110家低碳环保类上市公司为样本，运用该指标体系和模型，进行网络训练、检验和 使用，并依据所得结果对绿色信贷信用风险状况进行评价。（5）从外部制度环境 和内控两方面提出绿色信贷信用风险管理的对策建议。（6）对文章进行总结，并 从研究方法、思路等方面对绿色信贷信用风险评价研究进行展望。文章的创新点在于：（1）以绿色信贷的企业信用风险为研究视角，选用低碳 环保类上市公司为研究样本，对银行绿色信贷信用风险进行评价，为绿色信贷信 用风险评价及管理提供新的思路。（2）实证方面，基于绿色信贷信用风险的特性 及数据的可得性，引入每股社会贡献值、单位产值能耗、“三废”排放量等七个 环境风险指标，构建出包含财务指标和环境风险指标的绿色信贷信用风险评价指 标体系，并运用 BP 神经网络对其进行定量化的案例分析，为绿色信贷信用风险 评价模型及方法做出探索性研究。关键字：绿色信贷；信用风险评价；BP 神经网络；对策建议Research on Credit Risk Evaluation of Green CreditBased on BP Neural NetworkABSTRACTIn the 21st century, human societys resources and environment problem increasingly highlighted. It has become a consensus to adjust the economic structure, transform the mode of economic growth and develop the low carbon sustainable. While capital is as the economic development of the blood, and bank is as capital allocation hub, combining with the social responsibility requirements of banks, make banks play a vital role in these. Adjust the structure of bank credit idea and development, concerned about the environment risk, low carbon finance has become the international banking act. At present, most of the major international financial institutions have joined the equator principles, and the carbon financial theories and practices have get fast development. Our country has put forward the Green Credit in 2007, under the pressure of internal environment and economic transition and the international carbon finance development trend, to adjust social capital flows so as to cut off the capital for “two high one left” enterprises’ development to support the development of low-carbon eco-friendly industries and enterprises. At the same time, however, the Green Credit makes bank face a complex and changing environmental risks. And the deficiencies of risk assessment and management of Green Credit has hindered the development of it. Therefore, risk evaluation and management mechanism of Green Credit must be established, and the risk evaluation index system and