我国商业银行发展碳金融业务模式设计：基于CDM机制
发布时间：2018-07-22 15:47
【摘要】：目前,世界各国都十分关心由温室效应引发的全球气候变暖问题。作为调节资金余缺、优化资源配置的主要方式和手段,金融市场在低碳革命中必然要扮演着重要的角色,低碳金融已经成为商业银行未来发展的新方向。 论文先从阐述碳金融的内涵出发,指出对碳金融模式进行研究的重要性；从环境金融相关理论基础入手,研究了碳排放交易体系的碳定价机制,采用资产定价模型和Zipf方法，分析影响碳价格的内部因素和外部因素；随后,对我国商业银行发展基于CDM项目的碳金融模式进行SWOT矩阵分析,从而归纳和总结出我国商业银行参与碳金融市场的必要性；最后,论文在总结国内外相关领域研究成果的基础上,建立出商业银行参与基于CDM项目的碳金融收益模型,并以兴业银行为例做了详细的案例分析。 研究得出结论,设计碳定价机制需要从碳减排成本、市场供需、政府调控机制等方面进行综合考虑；碳价格受到预期收益率和市场风险等内部因素的影响,同时还受到能源价格和温度两个外部因素的影响；商业银行进行碳金融业务有助于拓展业务范围,增加收益。同时,本文为商业银行提出了大力开发碳金融衍生产品,实施碳金融服务创新,积极推广低碳理念等具体的政策建议。
[Abstract]:At present, countries all over the world are very concerned about global warming caused by Greenhouse Effect. As the main way and means to adjust the shortage of funds and optimize the allocation of resources, the financial market is bound to play an important role in the low-carbon revolution. Low-carbon finance has become a new direction for the development of commercial banks in the future. Starting from the connotation of carbon finance, this paper points out the importance of the research on carbon finance model, studies the carbon pricing mechanism of carbon emissions trading system, and adopts asset pricing model and Zipf method. The paper analyzes the internal and external factors that affect the carbon price, and then analyzes the SWOT matrix of the development of carbon finance model based on CDM project in China's commercial banks, and sums up the necessity of China's commercial banks to participate in the carbon finance market. Finally, on the basis of summarizing the research results of related fields at home and abroad, the paper establishes a carbon finance income model of commercial banks participating in CDM projects, and takes Industrial Bank as an example to do a detailed case study. The study concludes that the design of carbon pricing mechanism needs to be considered comprehensively from the aspects of carbon abatement cost, market supply and demand, government regulation mechanism, etc. The carbon price is affected by internal factors such as expected rate of return and market risk. At the same time, it is also affected by the external factors of energy price and temperature. At the same time, this paper puts forward some specific policy suggestions for commercial banks, such as developing carbon financial derivatives, implementing carbon financial service innovation, actively promoting low-carbon concept, and so on.
【学位授予单位】：大连理工大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33;F205
[Abstract]:At present, countries all over the world are very concerned about global warming caused by Greenhouse Effect. As the main way and means to adjust the shortage of funds and optimize the allocation of resources, the financial market is bound to play an important role in the low-carbon revolution. Low-carbon finance has become a new direction for the development of commercial banks in the future. Starting from the connotation of carbon finance, this paper points out the importance of the research on carbon finance model, studies the carbon pricing mechanism of carbon emissions trading system, and adopts asset pricing model and Zipf method. The paper analyzes the internal and external factors that affect the carbon price, and then analyzes the SWOT matrix of the development of carbon finance model based on CDM project in China's commercial banks, and sums up the necessity of China's commercial banks to participate in the carbon finance market. Finally, on the basis of summarizing the research results of related fields at home and abroad, the paper establishes a carbon finance income model of commercial banks participating in CDM projects, and takes Industrial Bank as an example to do a detailed case study. The study concludes that the design of carbon pricing mechanism needs to be considered comprehensively from the aspects of carbon abatement cost, market supply and demand, government regulation mechanism, etc. The carbon price is affected by internal factors such as expected rate of return and market risk. At the same time, it is also affected by the external factors of energy price and temperature. At the same time, this paper puts forward some specific policy suggestions for commercial banks, such as developing carbon financial derivatives, implementing carbon financial service innovation, actively promoting low-carbon concept, and so on.
【学位授予单位】：大连理工大学
【学位级别】：硕士
【学位授予年份】：2012
【分类号】：F832.33;F205
【参考文献】
相关期刊论文 前7条
1 王军;;气候变化经济学的文献综述[J];世界经济;2008年08期
2 文淑惠;钱s，
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