银行数字化转型对风险承担的影响研究  

A Study on the Influences of Bank Digital Transformation on Risk Taking

作　　者：严伟祥[1] 贡静蕾 赵誉 YAN Wei-xiang;GONG Jing-lei;ZHAO Yu(School of Finance,Nanjing Audit University,Nanjing Jiangsu 211815,China)

机构地区：[1]南京审计大学金融学院,江苏南京211815

出　　处：《铜陵学院学报》2023年第4期38-42,57,共6页Journal of Tongling University

基　　金：教育部人文社会科学规划项目“数字普惠金融背景下农村相对贫困家庭金融韧性提升机制研究”(22YJA790043);江苏高校哲学社会科学研究一般项目“商业银行数字化转型效果评价与提升机制研究”(2023SJYB0355);江苏省研究生实践创新计划项目“银行数字化转型对风险承担的影响研究”(SJCX23_0971)。

摘　　要：文章利用文本挖掘技术,从37家上市银行2011—2021年财报中爬取数字化转型关键词频,刻画其数字化程度,采用动态面板GMM模型实证分析了银行数字化转型对风险承担的影响。研究发现:随着银行数字化转型程度越高,风险承担水平将会显著下降;不同类型商业银行的数字化转型对风险承担水平的影响存在异质性,其中农商行影响程度最大。依此提出三点政策建议,为银行推进数字化转型过程平衡风险提供参考。China's commercial banks are aggressively driving digital transformation,which is certain to have a significant influence on bank risk taking as a result of governmental direction and market rivalry.Using text mining method,this paper crawls the key word frequency of digital transformation from the financial reports of 37 listed banks from 2011 to 2021,describes the degree of digitalization,and uses a dynamic panel GMM model to empirically analyze the impact of bank digital transformation on risk taking.The study discovers that the higher the degree of digital transformation of banks,the lower the level of risk taking;The impact of digital transformation on the level of risk taking of different types of commercial banks is heterogeneous,with rural commercial banks having the greatest impact.Based on this,three policy proposals are made to help banks to balance risks during the digital transformation process.

关 键 词：数字化转型 银行风险承担 金融科技 

分 类 号：F832.5[经济管理—金融学]