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Study of Carbon Asset Evaluation Model and Its Application in Bank's Information System

Author: LiuZuo
Tutor: ZhangKaiChun
School: University of Electronic Science and Technology
Course: Software Engineering
Keywords: Carbon asset pricing VAR risk control MATLAB and Java jointapplication technology
CLC: X196
Type: Master's thesis
Year: 2013
Downloads: 31
Quote: 0
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Energy saving and environment protection have long been a hot topic around theworld. In order to reduce pollutant emission, developed countries have to buy theabundant quantity of carbon emission from developing countries. In our country, mostmiddle and small-sized enterprises have a lot of carbon emission reducing projects. Butthe issue of the financing difficulty hinders the development and effective implement tothese projects. Meanwhile, individual bank is only willing to provide hypothecated loanfor the asset of energy conservation and emission reduction. The main reason is that itis very difficult to evaluate the asset of carbon emission reduction and to control thecredit risk. Thus the focus of our study tries to solve the above problem by the methodof finance pricing.Our main work includes the following3points. First, the risk origin of the carbonasset value is systematically analyzed. Based on the carbon finance market, the jointprobability density of the carbon asset value is deduced. The model of carbon assetvalue, which is combined with VAR (value at risk) control method, is adopted toestimate the VAR of carbon asset and the load amount, so that the bank has the ability tocontrol the risk and to provide a loan to the project of the environment protection.Second, based on the finance pricing method, the pricing model of the carbon asset ispresented. This model can ensure the reasonable bank’s credit line and adjust themethod of risk control for the pledge loan of carbon asset. The combination ofmathematical statistics, Monte Carl model and VAR control method is used to thepricing of carbon asset. Third, the joint of MATLAB and Java is applied to the pricingand the management of the carbon asset. Based on MATLAB, the model of the pledgepricing is developed to discuss the effect of the carbon asset value and the bank’s creditline varying with different risk degrees. The management system of the pledge credit ofthe carbon asset is developed by Java invoking MATLAB pricing model.

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CLC: > Environmental science, safety science > The basic theory for the Environment and Science > Environmental Economics
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