银行发展金融科技会影响流动性吗?--基于中国银行业的实证研究  

How does Bank Fintech Development Affect Liquidity?——Empirical Evidence from Banks in China

作　　者：赵玲玲 赵清波 Zhao Lingling;Zhao Qingbo

机构地区：[1]不详

出　　处：《新经济》2023年第11期54-70,共17页New Economy

摘　　要：基于百度新闻高级检索以及Python爬虫技术,本文构建了银行金融科技指数,并利用2008-2019年我国80家银行的面板数据,实证检验了银行发展金融科技对流动性的影响及其机制。研究发现,银行发展金融科技显著提高了自身流动性;降低付息成本和提高非利息收入占比是银行金融科技影响流动性的重要传导机制。此外,面板门限回归结果表明,随着银行规模变大,银行金融科技对流动性的提升作用逐渐增强;随着资本充足率提高,银行金融科技对流动性的提升作用先减弱后增强,呈现U型趋势。研究结论有助于厘清银行金融科技与流动性的关系,为我国银行金融科技发展与流动性风险防范提供参考。Based on the Baidu News advanced search and Python crawler technology,this paper constructs a bank Fintech index to measure the bank Fintech development.Employing the panel data of 80 Chinese commercial banks from 2008 to 2019,this paper explores how bank Fintech development affects its liquidity and corresponding influencing mechanism.The empirical results show that bank Fintech development significantly improves its liquidity level,through two important channels of reducing interest-paying cost and increasing non-interest income ratio.Furthermore,the panel threshold regressions find the heterogeneity in different banks for the influence of Fintech development on the liquidity improvements.Specifically,the liquidity-enhancing effect of Fintech development is gradually strengthened when the bank size becomes bigger,while the liquidity improvement effect is first weakened and then strengthened for banks with increasing capital adequacy ratio,presenting a U-shaped trend.The conclusions of this research help to clarify the relationship between bank Fintech and liquidity,and provide implications for the bank Fintech development and liquidity risk prevention in China.

关 键 词：银行金融科技 流动性 付息成本 非利息收入占比 中介效应 

分 类 号：F830.2[经济管理—金融学]