BOT项目中银行贷款的信用风险分析

Analysis of Credit Risk of Bank Loan in BOT Project

分析了BOT项目贷款的特点,进而揭示了银行对BOT项目贷款的巨大信用风险,并建立了信用风险评价模型,通过计算违约风险度来量化信用风险.模型使用条件信用等级转移矩阵来预测违约概率,使用净现值技术来估量最大违约损失,进而得出违约风险度.通过案例应用,验证了模型的准确性及可用性.

In this paper, the feature of BOT project is analysed, then, the vast credit risk of the banks providing loans for BOT project is discussed, and a model of credit risk evaluation is established for estimating the credit risk by calculating the default risk degree. In the model, a conditional credit ranks transfer matrix is used to forecast default probability. The technique of net present value(NPV) is applied to measure the maximum default loss, and the default risk degree is also worked out.By applying the model in a case, the correctness and usability of the model are confirmed.