金融科技对银行风险承担的异质性影响研究  

Research on the Heterogeneous Impact of Fintech on Bank Risk-Taking

作　　者：王鑫 李程[2] WANG Xin;LI Cheng

机构地区：[1]安永(中国)企业咨询有限公司北京分公司,北京100000 [2]天津工业大学,天津300387

出　　处：《吉林金融研究》2022年第7期4-8,13,共6页Journal of Jilin Financial Research

摘　　要：采用“文本挖掘方法”构建金融科技指数,选取2010-2021数据研究金融科技对商业银行风险承担的异质性影响。实证结果表明:金融科技会显著增加大型商业银行信用风险,然而对地方商业银行信用风险关系不显著;不论大型商业银行还是地方商业银行,金融科技都会显著降低商业银行流动性风险。金融科技对地方商业银行流动性风险的降低作用更显著。政策上应该既发展金融科技,但也要注意其中蕴含的风险,加强对金融科技的风险管理。The"text mining method"is used to construct the fi ntech index,and the 2010-2021 data are selected to study the heterogeneous impact of fi ntech on the risk-taking of commercial banks.The empirical results show that fi ntech will signifi cantly increase the credit risk of large commercial banks,but the relationship between credit risk of local commercial banks is not signifi cant;Whether large commercial banks or local commercial banks,fi ntech will signifi cantly reduce the liquidity risk of commercial banks.Fintech plays a more signifi cant role in reducing the liquidity risk of local commercial banks.In terms of policy,we should not only develop fi ntech,but also pay attention to the risks involved,and strengthen the risk management of fi ntech.

关 键 词：金融科技 风险承担 异质性 

分 类 号：F830[经济管理—金融学]