碳减排与金融稳定:基于银行信贷视角的分析

发布时间：2018-01-08 12:02

本文关键词：碳减排与金融稳定:基于银行信贷视角的分析　出处：《中国工业经济》2014年09期 　论文类型：期刊论文

【摘要】：气候变化和碳减排对金融稳定的影响日益受到关注,但有关研究尚不多见。本文构造了工业37个二级行业能源消费与碳排放数据库,基于某国有大型商业银行的相应行业信贷质量数据,综合采用威尔森(Wilson)模型和有约束的非线性规划方法,并通过对三种减排策略比较分析得出结论:为最小化银行资产质量冲击,碳减排应先从具备较大减排弹性和较低减排成本的行业开始,在充分利用其减排空间后再按梯度依次分配给具备相对较小减排弹性、略高减排成本和较大减排空间的行业,这比"各行业同比例碳减排"策略下的银行新增信贷不良率要低2个数量级;此外,这种策略将减排集中于几个重点行业,不仅与欧盟经验相契,也与中国当前碳减排基础建设尚不完善的现实条件相符,具备较强的可操作性。在此基础上,本文从碳减排机制、减排策略以及银行审慎经营等角度提出了若干针对性的政策建议。
[Abstract]:Climate change and carbon emission reduction effects on financial stability have been paid more and more attention, but the research is still rare. This paper constructs industry 37 industry two energy consumption and carbon emission database, credit quality data of the corresponding industry of a large state-owned commercial banks based on the comprehensive, by Wilson (Wilson) model and nonlinear programming methods and, through a comparative analysis of the three emission reduction strategy concluded that the quality of bank assets is to minimize the impact of carbon emissions should start with a large reduction elasticity and low abatement costs in the industry began, make full use of the space reduction and then press gradient have successively assigned to relatively small reduction of elasticity, slightly higher cost and greater reduction reduction of space industry, this is "the industry with the same proportion of carbon emission reduction strategies under the new bank credit non-performing rate is 2 orders of magnitude lower; in addition, this strategy will focus on emission reduction Several key industries, connect not only with the experience of the European Union, is also consistent with the real conditions Chinese current carbon emission reduction infrastructure is still not perfect, with strong operability. On this basis, this article from the carbon emission reduction mechanism, emission reduction strategies and prudential operation and other point of view and puts forward some specific policy recommendations.

【作者单位】：中国人民银行金融研究所;中国人民银行南昌中心支行;
【分类号】：X196;F832.4
【正文快照】： 一、问题提出根据世界银行的最新数据,2009年中国碳排放量已达76.87亿吨,占全球排放总量的24%,远超美国和欧盟,并占两者之和的86%,国际压力不断加大。从国内看,环境问题日益成为社会公众关心的焦点,近期北京和多个地区频繁出现的雾霾天气,凸显出中国环境承载力的脆弱和环保形

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