Green credit risk assessment system

Abstract

The invention discloses a green credit risk assessment system, which comprises a data acquisition module, a risk assessment module and a result output module, and is characterized in that the data acquisition module is used for collecting information of enterprise environment, enterprise finance and enterprise projects, and the risk assessment module is used for analyzing and assessing the collected data information; and the result output module is used for outputting an evaluation result to a financial institution and an enterprise, and the financial enterprise performs loan approval according to the evaluation result and determines loan pricing and post-loan management. The system can provide an effective green credit risk assessment tool for a financial institution, help the financial institution better manage the risk and promote the development of green finance, and meanwhile, the system can also provide a self-assessment tool for an enterprise to help the enterprise know the green credit risk condition of the enterprise, thereby improving the safety of the enterprise. And the environment management level and the sustainable development capability of an enterprise are improved.

Description

Technical Field

[0001] The present invention relates to the financial field, and in particular to a green credit risk assessment system. Background Art

[0002] As the world pays more and more attention to environmental protection, green credit, as a financial tool to support environmental protection industry and sustainable development, has been more and more widely used. However, green credit business also faces certain risks, such as environmental risk, financial risk and project risk. Traditional credit risk assessment methods mainly focus on the financial status and credit record of enterprises, and do not take environmental factors into consideration. Therefore, a special green credit risk assessment system is needed to improve the risk management level of green credit business. Summary of the invention

[0003] The purpose of the present invention is to solve the shortcomings existing in the prior art and to propose a green credit risk assessment system. The system can provide financial institutions with effective green credit risk assessment tools to help them better manage risks and promote the development of green finance. At the same time, the system can also provide enterprises with self-assessment tools to help them understand their own green credit risk status and improve their environmental management level and sustainable development capabilities.

[0004] In order to achieve the above object, the present invention adopts the following technical solutions: A green credit risk assessment system includes a data collection module, a risk assessment module and a result output module. The data collection module is used to collect information on enterprise environment, enterprise finance and enterprise projects. The risk assessment module is used to analyze and evaluate the collected data information to determine the risk level of the enterprise's green credit. The result output module is used to output the assessment results to financial institutions and enterprises. Financial enterprises conduct loan approval based on the assessment results and determine loan pricing and post-loan management.

[0005] Preferably, the risk assessment module includes an assessment indicator system and an assessment method, and the assessment indicator system includes environmental risk indicators, financial risk indicators and project risk indicators.

[0006] Preferably, the environmental risk indicators include corporate environmental compliance, environmental impact assessment and energy conservation and emission reduction indicators, the financial risk indicators include corporate debt repayment ability, corporate profitability and corporate operating capacity, and the project risk indicators include project feasibility, project management level and project sustainability.

[0007] Preferably, the evaluation method includes quantitative analysis, qualitative analysis, hierarchical analysis method and dynamic evaluation. The quantitative analysis includes financial analysis methods and statistical models. The qualitative analysis includes corporate environmental protection concepts, corporate social responsibility and corporate management level. The evaluation method can conduct a comprehensive analysis to determine the green credit risk level of the enterprise.

[0008] Preferably, the result output module outputs the evaluation results in the form of a report, which includes the enterprise's green credit risk level, risk analysis and suggestions. The result output module can be connected to the credit approval system of the financial institution to achieve automated credit approval and risk control.

[0009] Preferably, the analytic hierarchy process divides the evaluation index system into a target layer, a criterion layer and an index layer, determines the weight of each index by establishing a hierarchical model, and scores each index using an expert scoring method or a questionnaire survey method, and then calculates the comprehensive risk score of the enterprise by weighted average.

[0010] Preferably, the dynamic assessment is used to regularly conduct risk assessments on enterprises, timely grasp the business conditions and environmental changes of enterprises, adjust risk levels, and conduct strict risk assessments on enterprises that newly apply for green credit to ensure the security of loans.

[0011] The present invention has the following beneficial effects: Through the setting of data collection module and risk assessment module, the system comprehensively considers the impact of environmental factors on green credit risk, makes up for the shortcomings of traditional credit risk assessment methods, improves the accuracy and reliability of risk assessment, and adopts a multi-dimensional assessment indicator system and a combination of qualitative and quantitative assessment methods. It can conduct a comprehensive and objective assessment of the green credit risk of enterprises; the system has a high degree of automation and operability, and can improve the risk management efficiency and level of financial institutions. BRIEF DESCRIPTION OF THE DRAWINGS

[0012] Figure 1 This is a structural block diagram of a green credit risk assessment system proposed by the present invention; Figure 2 It is the structural block diagram of the data acquisition module; Figure 3 This is the structural diagram of the risk assessment module; Figure 4 It is the structural diagram of the evaluation index system; Figure 5 This is a structural diagram of the evaluation method. DETAILED DESCRIPTION

[0013] The technical solutions in the embodiments of the present invention will be described clearly and completely below in conjunction with the accompanying drawings in the embodiments of the present invention.

[0014] Reference Figure 1-Figure 5 A green credit risk assessment system includes a data collection module, a risk assessment module and a result output module. Through this system, green credit can significantly inhibit the pollution discharge behavior of enterprises. Furthermore, compared with low-pollution enterprises, green credit policies more significantly inhibit the pollution discharge behavior of high-pollution enterprises. Green credit policies significantly promote the improvement of regional green innovation levels by promoting green invention patents. Compared with low-pollution enterprises, due to the reduction of green credit scale and the increase of green credit costs, green credit policies have a significant inhibitory effect on green innovation of high-pollution enterprises. The data collection module is used to collect information on enterprise environment, enterprise finance and enterprise projects. The data collection module collects data on the environment, finance and projects of enterprises by connecting with the environmental protection department, financial department and project management department of the enterprise. The data collection module can also obtain relevant information of enterprises from government departments, industry associations, news media and other channels through technical means such as web crawlers and data mining. In order to ensure the accuracy of the data, the data obtained from external channels are strictly screened and verified to remove false and inaccurate information. At the same time, the module has the function of data update, and regularly updates the enterprise information so as to keep abreast of the latest developments of the enterprise. The risk assessment module is used to analyze and evaluate the collected data information, determine the risk level of the enterprise's green credit, clean, organize and analyze the collected data, and extract the values ​​of various indicators in the evaluation index system. The result output module is used to output the evaluation results to financial institutions and enterprises. Financial enterprises will approve loans based on the evaluation results. For enterprises with lower risks, priority approval and preferential interest rates can be given; for enterprises with higher risks, loans should be approved or rejected with caution, and loan pricing and post-loan management should be determined. Enterprises with lower risks can enjoy lower interest rates, while enterprises with higher risks have to pay higher interest rates. At the same time, enterprises that have been issued green credits are tracked and monitored to timely discover and solve risk problems. If the risk status of an enterprise changes, loan policies and risk control measures should be adjusted in a timely manner.

[0015] The risk assessment module includes an assessment indicator system and assessment methods. The assessment indicator system includes environmental risk indicators, financial risk indicators and project risk indicators. Environmental risk indicators, financial risk indicators and project risk indicators constitute a multi-dimensional assessment indicator system. Environmental risk indicators include corporate environmental compliance, environmental impact assessment and energy conservation and emission reduction indicators. Financial risk indicators include corporate debt repayment ability, corporate profitability and corporate operating ability. Project risk indicators include project feasibility, project management level and project sustainability. Environmental risk indicators: Corporate environmental compliance, which examines whether the company complies with national and local environmental laws and regulations, such as whether it has obtained an environmental license and whether it has any environmental violation records; environmental impact assessment, which analyzes the potential impact of corporate projects on the environment, including the degree of pollution to the air, water, soil, etc. and the damage to the ecosystem; energy conservation and emission reduction indicators, which measure the company's energy consumption and pollutant emissions, such as energy consumption per unit of output value and pollutant emissions per unit of output value.

[0016] Financial risk indicators: Enterprise debt repayment ability, by analyzing indicators such as asset-liability ratio, current ratio, quick ratio to evaluate the ability of the enterprise to repay its debts; enterprise profitability, by examining indicators such as operating income growth rate, net profit growth rate, gross profit margin to reflect the company's profit level; enterprise operating capacity, by analyzing indicators such as accounts receivable turnover rate and inventory turnover rate to evaluate the asset operation efficiency of the enterprise.

[0017] Project risk indicators: Project feasibility, including technical feasibility, economic feasibility and environmental feasibility, evaluate the maturity, reliability, advancement and innovation of the technology used in the project, analyze the expected return, investment payback period, cost-effectiveness and other economic benefits of the project, and whether the impact of the project on the environment meets environmental protection requirements; Project management level, examine the project management team, management system, risk control measures, etc.; Project sustainability, analyze the long-term development prospects and sustainability of the project, including market demand, technological innovation capabilities, policy support, etc. Among them, the evaluation methods include quantitative analysis, qualitative analysis, hierarchical analysis method and dynamic evaluation. Quantitative analysis includes financial analysis methods and statistical models. Qualitative analysis includes corporate environmental protection concepts, corporate social responsibility and corporate management level. The evaluation methods can conduct comprehensive analysis to determine the green credit risk level of the enterprise.

[0018] Among them, the result output module outputs the evaluation results in the form of a report, which includes the green credit risk level, risk analysis and suggestions of the enterprise. The result output module can be connected with the credit approval system of the financial institution to realize automated credit approval and risk control. When the system is connected with the credit approval system, although the profits of commercial banks are reduced, it will effectively reduce the operating risks of commercial banks and enhance the reputation of banks, which has a positive effect on the operating risks of commercial banks. Moreover, due to the implementation of green credit, commercial banks have a good green reputation, so it has a significant positive effect on the profitability of commercial banks, and the positive effect is more significant when the green credit ratio is low.

[0019] Among them, the hierarchical analysis method divides the evaluation index system into the target layer, the criterion layer and the indicator layer. By establishing a hierarchical model, the weight of each indicator is determined. At the same time, the expert scoring method or the questionnaire survey method is used to score each indicator, and then the comprehensive risk score of the enterprise is calculated by weighted average. The dynamic assessment is used to conduct regular risk assessments on enterprises, timely grasp the operating conditions and environmental changes of the enterprises, adjust the risk level, and conduct strict risk assessments on enterprises that newly apply for green credit.

[0020] The above are only preferred specific implementation modes of the present invention, but the protection scope of the present invention is not limited thereto. Any technician familiar with the technical field can make equivalent replacements or changes according to the technical solutions and inventive concepts of the present invention within the technical scope disclosed by the present invention, which should be covered by the protection scope of the present invention.

Claims

1. A green credit risk assessment system, characterized in that: include: A data collection module, a risk assessment module and a result output module. The data collection module is used to collect information on the enterprise environment, enterprise finance and enterprise projects. The risk assessment module is used to analyze and evaluate the collected data information to determine the risk level of the enterprise's green credit. The result output module is used to output the assessment results to financial institutions and enterprises. Financial enterprises approve loans based on the assessment results and determine loan pricing and post-loan management.

2. A green credit risk assessment system according to claim 1, characterized in that: The risk assessment module includes an assessment index system and an assessment method, and the assessment index system includes environmental risk indicators, financial risk indicators and project risk indicators.

3. A green credit risk assessment system according to claim 2, characterized in that: The environmental risk indicators include corporate environmental compliance, environmental impact assessment and energy conservation and emission reduction indicators; the financial risk indicators include corporate debt repayment ability, corporate profitability and corporate operating capacity; and the project risk indicators include project feasibility, project management level and project sustainability.

4. A green credit risk assessment system according to claim 2, characterized in that: The evaluation method includes quantitative analysis, qualitative analysis, hierarchical analysis method and dynamic evaluation. The quantitative analysis includes financial analysis method and statistical model. The qualitative analysis includes corporate environmental protection concept, corporate social responsibility and corporate management level. The evaluation method can conduct comprehensive analysis to determine the green credit risk level of the enterprise.

5. A green credit risk assessment system according to claim 1, characterized in that: The result output module outputs the evaluation results in the form of a report, which includes the enterprise's green credit risk level, risk analysis and suggestions. The result output module can be connected to the credit approval system of a financial institution to achieve automated credit approval and risk control.

6. A green credit risk assessment system according to claim 4, characterized in that: The analytic hierarchy process divides the evaluation index system into a target layer, a criterion layer and an index layer. By establishing a hierarchical model, the weight of each index is determined. At the same time, expert scoring or questionnaire survey methods are used to score each index, and then the comprehensive risk score of the enterprise is calculated by weighted average.

7. A green credit risk assessment system according to claim 4, characterized in that: The dynamic assessment is used to conduct regular risk assessments on enterprises, keep abreast of their operating conditions and environmental changes, adjust risk levels, and conduct strict risk assessments on new green credit applicants to ensure loan security.

Images