金融科技发展水平对商业银行风险承担的影响  

The Impact of Fintech Development Level on Commercial Banks' Risk-taking

作　　者：何理 冯科[1] 刘雨峰 He Li;Feng Ke;Liu Yufeng

机构地区：[1]北京大学经济学院,北京100871 [2]中国农业银行总行,北京100005

出　　处：《西南金融》2022年第8期43-58,共16页Southwest Finance

基　　金：国家社科基金后期资助项目“京津冀协同发展中的区块链与供应链金融应用研究”(20FJYB062)。

摘　　要：本文区分商业银行外部与内部的金融科技,基于存、贷、汇业务进行综合分析,根据不同的影响渠道,探讨了金融科技的发展如何降低商业银行风险承担,并以2011—2020年商业银行相关数据为样本进行了实证分析。研究发现,金融科技发展降低了商业银行风险承担。异质性分析表明,商业银行规模对于金融科技影响其风险承担的效果具有调节效应,银行规模越大,则金融科技的风险缓释效果越明显;另外,商业银行类型、股权结构同样可以产生异质性影响。进一步在相关机制探讨中,对资产端与中间业务端的影响渠道进行了检验。最后,基于现实背景和研究结论提出了政策建议。This paper distinguishes the external and internal Fintech of commercial banks,conducts a compre⁃hensive analysis based on deposit,loan and foreign exchange business,and discusses how the development of Fin⁃tech can reduce the risk-taking of commercial banks according to different influence channels.On this basis,the empirical analysis is carried out with the relevant data of commercial banks from 2011 to 2020 as a sample.This study finds that the development of Fintech reduced the risk-taking of commercial banks.Heterogeneity analysis finds that the size of commercial banks has a moderating effect on the effect of Fintech on their risk-taking.The larger the bank scale,the more obvious the risk mitigation effect of Fintech,and the type and ownership structure of commercial banks can also have a heterogeneous impact.In the further discussion of relevant mechanisms,the influence of channels on the asset side and the intermediate business side is verified.Finally,this paper puts for⁃ward policy recommendations based on the realistic background and research conclusions.

关 键 词：金融科技 商业银行 风险承担 风险管理 数字化转型 银行业务创新 数字普惠金融 监管科技 

分 类 号：F832[经济管理—金融学] F272.3