摘要
市场化是世界能源交易的必然趋势,我国电力市场建设正在加速推进。如何在这一发展进程中对市场主体进行有效的信用管理,是关乎市场稳定性的重要问题。目前国内交易中心已实践多种信用管理方案,但大部分停留于信用评级阶段,未能构建出完善的信用管理体系。本文结合国内实践与国外典型电力市场的成功经验,针对我国电力市场的建设环境,构建一套系统完善的电力市场信用管理体系,包括重点衡量市场主体履约能力的信用评价体系、交易品种—时间双维度的信用风险计算方法、信用评价结果与保证金联动机制。算例分析证明所设计的信用评价体系的有效性。
As the inevitable trend of the world energy marketization,the construction of power market in China is growing vigorously.In the reform,effective credit management is a crucial point of market stability.By far,many credit management schemes have been practiced by domestic power trading centers,but most of them are currently at the stage of credit rating,and no complete credit management system has been launched.Combined with the results of domestic practice and the successful experience of foreign markets,this paper establishes a scientific credit management system for Chinese electricity market,including credit rating that aims to evaluate market participants’contractual capacity,credit risk quantization in dimensions of product and time,and joint-action mechanism of credit assessment and collateral.Experimental studies have demonstrated the effectiveness of the proposed credit management scheme.
出处
《价格理论与实践》
北大核心
2021年第5期69-74,共6页
Price:Theory & Practice
关键词
电力市场改革
信用管理体系
信用风险计算
power market reform
credit management system
credit risk evaluation
