摘要
本文首次研究了企业环境成本内部化对商业银行风险的影响,从环保标准提高、气候变化、银行承担污染连带责任、声誉风险等维度构建了企业环境成本对商业银行风险影响的理论框架、传导路径和测算方法,提出了相关建议。并运用"自下而上"的方法,通过对火电、水泥两个行业的压力测试,开创了环境因素对银行信用风险影响这一微观领域中的研究,从压力测试这一独特视角解决了环境风险影响的量化问题。
The study of this paper is the first one to analyze the internalization of enterprise environment costs on the risks of commercial banks. From the perspectives of the improvement in environment standards, climate change, joint re- sponsibility of banks for pollution, reputation risk, etc., the paper proposes theoretical framework, transfer path and cal- culation method to analyze the impacts of enterprise environment costs on the risks of commercial banks, and puts forward relevant proposals. The stress test on two industries, thermal power industry and cement industry, based on ＂from bottom to top＂ method may be a creative analysis of environmental factors on the credit risks of banks in the field of microscopic research, and from a unique perspective of stress test, it has solved the problem how to quantify the impacts of environ- ment risks.
出处
《金融论坛》
CSSCI
北大核心
2016年第2期3-16,共14页
Finance Forum
关键词
环境因素
企业环境成本
信用风险
压力测试
商业银行
environment factor
enterprise environment cost
credit risk
stress test
commercial bank
