互联网金融对我国金融机构信用风险影响的实证研究  

作　　者：李明选[1] 孟赞[1] 

机构地区：[1]上海社会科学院部门经济所

出　　处：《企业经济》2014年第11期165-170,共6页Enterprise Economy

基　　金：国家社科基金项目金融支持战略性新型产业发展的理论论;实证与政策研究(批准号批准号:12CJY102)

摘　　要：互联网移动支付、云计算、大数据、社交网络的出现,标志着我国传统金融业与互联网、移动互联网开始紧密融合。大多数金融机构已将业务及产品服务延伸至互联网。以"金融线上化"为代表的互联网金融模式,不仅深刻地改变了传统的生活方式,同时也极大地影响了"一行三会"的监管理念和具体实践。互联网金融已成为金融生活中无法忽视和回避的话题。互联网金融对具体金融机构的运行机制及其面临的信用风险状况的影响,更是引发了学界和从业人士的高度关注。本文首先讨论了互联网金融信用风险的理论,然后使用Eviews统计软件中的邹检验(Chow test)方法和虚拟变量法进行计量分析析,从实证的角度研究了互联网金融对我国金融机构风险中的信用风险所产从生的变化及其影响,并提出相关对策。The emergence of mobile payment, cloud computing, big data and social network has symbolized the combination of traditional finance and Internet. Most of financial players have offered their products and services. Internet finance has greatly influenced not only the traditional lifestyle, but also the regulatory body＇s supervision values and practices. Internet finance has been visible and unavoidable, which is reshaping the mechanism of Chinese financial sectors and reconstructing the risks in all kinds of financial products and derivatives. The paper focuses on the theory of internet finance risk, uses Chow test and virtual variable method with Eviews software to analyze credit risks and give the detailed empirical proofs. At the same time, the paper offers the corresponding countermeasures.

关 键 词：互联网金融金融 信用风险 邹检验 虚拟变量法 

分 类 号：F832.1[经济管理—金融学]