In order to realize the "double carbon target"

China's green bond market has been developing and expanding

and has become the largest green bond market in the world. Therefore

in order to effectively regulate green bonds

it is indispensable to effectively assess the default risk of green bonds. This study mainly combed the relevant literature on green bonds and bond default risk

and found that the existing green bond research mainly adopts linear econometric models

while there are many nonlinear factors in the field of green bonds

such as ESG rating indicators

etc. Combined with the results of the deep learning model in the default risk of ordinary bonds

it puts forward a new idea for the research of green bond default risk

i.e.

to start from the deep learning technology instead of the traditional linear model.