基于银行视角的码头项目效益评价研究

发布时间：2018-05-30 23:44

本文选题：银行视角 + 码头项目　；参考：《大连海事大学》2013年硕士论文

【摘要】：我国目前沿用的项目经济评价模型为1987年推出的《建设项目经济评价方法与参数》,2006年经过总结和改进,推出了《建设项目经济评价方法与参数》(第二版)多为定量分析。主要包括国民经济效益分析、社会经济效益评价等方面。国民经济效益评价主要集中在项目经济效益的可行性,包括净现金流量(NPV)、内部收益率(IRR)、投资回收期和敏感性分析等。而社会效益评价,主要评价就业效益,对地区、部门、国家宏观经济的影响,节约时间、节约运输费用,以及对技术进步的影响等。而商业银行作为项目资金的提供者,往往仅依据上述国民经济效益评价指标和社会效益评价指标对项目的可行性进行判断,而忽视了自身的资本约束。本文主要依据2004年6月正式公布的巴塞尔新资本协议(简称新资本协议),提出商业银行对项目的评价模型应基于客户违约的可能性(PD)、各类贷款在违约后的损失比率(LGD)、违约时的风险敞口(EAD)以及预期损失(EL)等信息,商业银行通过对信用风险、市场风险、操作风险计提资本,重塑项目综合评价体系-内部评价法。内部评级法将资本充足率这一核心指标与银行所面临的各类风险进行有机结合,代表了国际银行业风险管理的发展趋势。目前许多国际先进银行都已经运用内部评级系统进行风险计量和管理,内部评级法是反映银行现代化水平的重要标志之一。在经济、金融全球化的大背景下,我国银行业必须遵守全球一体的“游戏规则”。就像加入世贸组织一样,实施内部评级法是我国银行业与国际接轨,并逐步融入全球金融体系的重要步骤。
[Abstract]:The present project economic evaluation model in our country is "the method and parameter of economic evaluation of construction project" introduced in 1987. After summing up and improving in 2006, the method and parameter of economic evaluation of construction project (the second edition) is mostly quantitative analysis. Mainly includes the national economy benefit analysis, the social economic benefit appraisal and so on aspect. The evaluation of national economic benefits mainly focuses on the feasibility of the economic benefits of the project, including net cash flow (NPV), internal rate of return (IRR), investment recovery period and sensitivity analysis, etc. The social benefit evaluation mainly evaluates the employment benefit, the influence to the region, the department, the national macro economy, saves the time, saves the transportation expense, as well as the influence to the technical progress and so on. As the provider of project funds, commercial banks often judge the feasibility of the project only according to the above evaluation index of national economic benefits and social benefits, and ignore their own capital constraints. Based on the Basel New Capital Accord published in June 2004, this paper puts forward that the evaluation model of commercial banks should be based on the possibility of customer default and the loss ratio of various loans after default. Information such as rate of LGD, exposure at the time of default (EAD) and expected loss (ELL), etc. Commercial banks take capital from credit risk, market risk and operational risk, and remould project comprehensive evaluation system-internal evaluation method. The internal rating method organically combines the core index of capital adequacy ratio with all kinds of risks faced by banks, which represents the development trend of international banking risk management. At present, many international advanced banks have used internal rating system for risk measurement and management, and internal rating method is one of the important symbols to reflect the modernization level of banks. Under the background of economic and financial globalization, China's banking industry must abide by the rules of the game. Just like joining the WTO, the implementation of internal rating law is an important step for China's banking industry to integrate with the international community and gradually integrate into the global financial system.
【学位授予单位】：大连海事大学
【学位级别】：硕士
【学位授予年份】：2013
【分类号】：F275;F552.6

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