Based On Green Credit Rating Models In Commercial Bank Support

With the development of financial liberalization and economy globalization, as well as the fierce competition, it is becoming more and more urgent and important for commercial banks to perform effective credit risk management. Commercial bank funds as an important social hub, is facing to the role of credit support to low-carbon economy, also faces the potential environmental and social risks of corporate credit risk. Green credit comes up with new index of risk management, it can help commercial banks assess and manage environmental and social risks in the process of project financing, at the same time to use economic means to achieve environmental and social sustainability.For a long time, in china system of credit risk is from being complete in commercial bank, and there is no effective risk model to control and measure the credit risk. A common research subject by domestic financial circles faced is how to establish a good bank credit risk evaluation model and an efficiency enterprise credit evaluation system. With the development of information technology, artificial intelligence methods and machine learning models have been applied to solve credit rating now. this thesis gives a method based on svm and hope to probe credit risks that baffle commercial banks.At first, we introduce the relative concept about credit risk, introduce the common theories and methods for evaluating credit risks, analyzes the actualities and shortages about commercial banks credit risks evaluation and green credit in China. The following is the theories of svm, Finally, we take the experiments on the base of svm, and we establish comprehensive credit rating index system based on green credit, the combination algorithm is discussed and then inducted to establish a credit risk model, using Matlab software to realize.considering theoretical research and empirical research at the same time. This paper focuses on the loan enterprises which affect the credit risk of commercial banks. Then using listed company data, this paper applied Support Vector Machine approach to establish a comprehensive model of commercial bank credit rating, The result of the experiment shows that the ability of credit classification of SVM is good、the comparison of model results verify the SVM based on green credit performed better, Linear kernel function is better others. Finally, we make a summary and prospect for the future study of green credit.