金融科技运用与银行信贷风险——基于信息不对称和内部控制的视角  

Fintech Application and Bank Credit Risk——An Analysis from the Dual Perspectives of Information Asymmetry and Internal Control

作　　者：鲍星 李巍[2] 李泉 BAO Xing;LI Wei;LI Quan

机构地区：[1]华东师范大学经济学院,上海200062 [2]华东师范大学经济学院经济系

出　　处：《金融论坛》2022年第1期9-18,共10页Finance Forum

基　　金：国家自然科学基金“宏观金融不稳定对中国资本账户开放进程与最优时点选择的影响”(70873041);华东师范大学优秀博士生学术创新能力提升计划项目“资本账户开放、融资约束与企业经营绩效”(YBNLTS2020-019)研究资助。

摘　　要：本文通过网络爬虫构建商业银行金融科技运用指数,利用2013-2018年中国银行业的数据,研究金融科技运用与商业银行不良贷款率之间的关系。研究表明,商业银行金融科技运用能够有效提升商业银行内部控制水平、改善银企信贷层面信息不对称,进而降低商业银行不良贷款率。对于信贷结构信息不对称程度较高的银行,金融科技运用的技术红利更高,能够有效缓解其信贷风险。This paper constructs a fintech application index of commercial banks by web crawlers, and uses the data of China’s banking industry during 2013-2018 to research the relationship between the fintech application and the non-performing loan ratios of commercial banks. The results of the paper show that the fintech application in commercial banks can effectively improve the internal control level of commercial banks, alleviate the credit information asymmetry between banks and enterprises, and then reduce the non-performing loan ratios of commercial banks. For the banks with a high degree of information asymmetry in their credit structure, the technological dividend from the fintech application is higher,which can effectively alleviate their credit risks.

关 键 词：金融科技 不良贷款 信息不对称 动态面板门槛模型 

分 类 号：G21[文化科学—新闻学]