Study Of Green Credit Risk Assessment Of Commercial Banks

In 2016,from the meaning of the seven ministries and commissions of the state,risk prevention,international cooperation in nine aspects,such as green financial system construction in our country are given specific advice,suggests the government departments to attach great importance to establish and improve the green financial system.Green credit is an important part of green finance,is to adjust the economic structure in our country,the powerful tools for the sustainable development,is also a constraint corporate behavior,commercial Banks set up good reputation and guide a rational flow of resources the important lever.In the course of the operation of commercial Banks,credit risks always exist,and credit risk management is particularly important,which has a significant impact on the steady operation of commercial Banks.As a result of the green credit risk hidden in the special environment risk,combined with the current our country commercial bank green credit risk assessment system is not perfect,the lack of effective risk prevention mechanism,therefore,this article study of green credit and the credit risk management will help the improvement of the concept,system of commercial bank credit,to give a new way of thinking on the innovation risk management.First of all,based on the equator principles and green finance gives the definition of green credit,for the green credit theory foundation and the credit risk,the summary,summarized this paper discusses the current situation of the development of commercial Banks in China green credit,its positive role and existing problems are analyzed.Secondly,in this paper,starting from the particularity of green credit,considering the development of China's green credit started late,lack of relevant data,combining our country "one ticket veto" environmental protection system,selection of the analytic hierarchy process AHP to construct the green credit credit risk assessment model.In order to highlight the influence of environmental factors,this paper will establish the index system is divided into two parts,and accordingly,to build the environmental performance evaluation model and green credit credit risk assessment model.Through the first model can calculate the score of environmental protection of enterprise,and hierarchical classification,according to the score to judge whether the enterprise environment behavior standard of environmental protection,for substandard enterprises should ask its rectification,not loans,again to the standard of enterprise from the aspects of environmental protection,financial and non-financial three using the second model to carry on the comprehensive analysis,finally determine the target enterprise credit scores,to judge the credit risk.This paper selects three listed companies for example analysis.The results show that the model constructed in this paper can well reflect the environmental performance and credit level of enterprises and provide a reference for the risk assessment of green credit of commercial Banks.Finally,this paper provides countermeasures and Suggestions on how to further improve the current green credit risk management of China's commercial Banks from four aspects.