金融科技创新对商业银行存贷款定价影响研究  

Research on the Influence of Fintech Innovation on Deposit and Loan Pricing of Commercial Banks

作　　者：周志刚[1] 严圣阳[2] 

机构地区：[1]武汉商学院经济学院 [2]武汉商学院科技金融研究中心

出　　处：《价格理论与实践》2022年第3期127-130,205,共5页Price:Theory & Practice

基　　金：湖北省教育厅人文社会科学研究项目“新常态下技术创新对商业银行绩效影响研究——以湖北省区域商业银行为例”(18G056)的支持。

摘　　要：在金融科技快速发展的背景下,研究金融科技创新对商业银行存贷款定价的影响具有重要意义。对金融科技创新与商业银行存贷款定价相关性的理论分析表明:两者关系在行业中观层面和银行微观层面会产生不同的作用。在此基础上,采用非参数Malmquist DEA方法对金融科技创新进行测度,并构建面板回归模型实证分析发现:金融科技创新整体上降低了商业银行的净息差,增加了商业银行业内的价格竞争。但是,这种作用效果对不同类型的商业银行存在明显的差异性:中小型商业银行受到影响较小,大型国有商业银行受到影响较大。基于此,应进一步推动商业银行业内金融科技创新,提升存贷款定价效率;鼓励不同类型商业银行依托金融科技创新进行差异化、精细化经营;商业银行应顺应金融科技发展趋势,主动增加技术投入,实现创新驱动。Under the background of the rapid development of fintech,it is of great significance to study the influence of fintech innovation on the deposit and loan pricing of commercial banks.The theoretical analysis of the correlation between fintech innovation and the deposit and loan pricing of commercial banks shows that the relationship between the two factors have different effects in the perspective of industry and in the micro level of banks.On this basis,the non-parametric Malmquist DEA method is used to measure the fintech innovation,and the panel regression model is built to analyze.The empirical analysis shows that the fintech innovation generally reduces the net interest margin of commercial banks and increases the price competition in the industry of commercial banks.However,there are obvious differences between different types of commercial banks:small and medium-sized commercial banks are less affected,while large state-owned commercial banks are greatly impacted.Based on the conclusions,the policy maker should further promote fintech innovation in the bank industry,improve the pricing efficiency of deposit and loan and encourage different types of commercial banks to conduct differentiated and refined operations rely-ing on fintech innovation;commercial banks should follow the development trend of fintech,actively increase technology investment and thus realize innovation-driven.

关 键 词：金融资源配置 金融科技创新 存贷款定价 净息差 商业银行 

分 类 号：F832.4[经济管理—金融学]