Research On Green Credit Risk Evaluation Of Commercial Banks Based On BP Neural Network

Green credit,as an important economic means of green finance,is gradually popularized and applied,the environmental risks are also becoming more prominent.The research process of green credit risk evaluation is becoming more and more important.With the deterioration of human living environment,It is the trend of the situation to vigorously develop the economy under the premise of protecting the environment,Enjoy popular confidence.Commercial banks under the situation of vigorously developing green credit,"Two highs and one remains"(high pollution,high energy consumption and excess capacity)Great changes have taken place in the industry,As an indispensable industry of society,It is particularly important for commercial banks to evaluate their green credit risk.On the basis of the existing research results of the green credit risk of commercial banks,this paper draws lessons from the existing research results of the commercial banks,The combination of theoretical research and empirical analysis is adopted,Method of combining quantitative analysis with qualitative analysis,To evaluate the green credit risk of commercial banks in China.Select 58 listed companies with heavy pollution type(including iron and steel industry,cement industry,coal industry and papermaking industry).First of all,establish a green credit risk rating index system,Including environmental risk and financial risk index system,Secondly,the qualitative analysis of environmental risk indicators is carried out by using AHP.Factor analysis of two types of indicators,A representative common factor is obtained.Using the "3 Sigma" rule to judge the standard of risk,The risk grade corresponding to the sample is calculated;Finally,the BP neural network is used to predict the green credit risk of commercial banks.This paper is divided into six parts,Specific research contents are as follows:The first part is the preface,including the background and significance of the topic selection,Review of research at home and abroad,Research methods and contents,Technical route and feasibility analysis.The second part expounds the origin and connotation of green credit,and the related theories of green credit.The third part mainly analyzes the bottleneck and Countermeasures of the practice of green credit in China's commercial banks.The fourth part of the empirical analysis of the impact of green credit on the performance of commercial banks in china.The fifth part is an overview of the green credit risk and evaluation of commercial banks,This paper briefly describes the principles of AHP,factor analysis and neural network used in the evaluation of green credit risk.The sixth part is to construct the system of green credit risk index,and empirical analysis and green credit of commercial bank risk.The environmental risk and financial risk are comprehensively analyzed,and the BP neural network is used to predict the comprehensive risk.