金融科技应用与银行主动风险承担行为——基于银行信贷供给的理论和实证研究  

Fintech Adoption and Banks'Active Risk-Taking Behaviour--A Theoretical and Empirical Study Based on Bank Credit Supply

作　　者：郭娜 张骏 Guo Na;Zhang Jun

机构地区：[1]天津财经大学金融学院

出　　处：《经济学家》2024年第5期56-66,共11页Economist

基　　金：天津市教委科研计划项目“数字金融对实体经济发展的支持与风险控制”(2023SK103);天津财经大学产业创新融合发展研究课题“数字金融对实体经济发展的支持与风险控制”(CJRHZD2306)。

摘　　要：本文通过构建金融科技约束下的银行存贷款收益模型,创新性地将银行风险承担区分为主动风险承担和被动风险承担,从理论层面剖析了金融科技对银行主动风险承担的影响机理。进一步地,基于2009—2022年114家中国商业银行的面板数据,实证检验了银行金融科技应用对主动风险承担行为的影响以及银行信贷供给在其中的作用机制。研究发现:金融科技应用将刺激银行主动承担更多风险,提高商业银行主动风险承担水平;银行信贷规模扩张、银行信贷结构调整均会强化金融科技与银行主动风险承担之间的正向关系,即加剧银行金融科技的“风险承担效应”,且该影响作用在中小银行中表现得更加明显。研究结论能够拓展目前学术界对于银行金融科技经济后果的认识,同时也为我国商业银行优化信贷资源配置以及监管部门防范金融风险提供了新的观察视角。By constructing a bank deposit and loan return model under the constraints of Fintech,this paper innovatively distinguishes bank risk-taking into active risk-taking and passive risk-taking,and analyses the mechanism of Fintech's impact on banks'active risk-taking at the theoretical level.Further,based on the panel data of 114 Chinese commercial banks from2009-2022,the impact of banks'Fintech applications on active risk-taking behaviours and the role of bank credit supply in it are empirically examined.The study finds that the application of Fintech will stimulate banks to actively take more risks and improve the level of active risk-taking of commercial banks.The expansion of bank credit scale and the adjustment of bank credit structure will strengthen the positive relationship between Fintech and banks'active risk-taking,i.e.,aggravate the"risk-taking effect"of banks'Fintech,and this effect is more obvious in small and medium-sized banks.The findings of the study can expand the academic community's new understanding of the economic consequences of bank Fintech,and also provide a new perspective for China's commercial banks to optimize the allocation of credit resources and regulators to prevent financial risks.

关 键 词：金融科技 主动风险承担 银行信贷供给 信贷规模 信贷结构 

分 类 号：F832.1[经济管理—金融学]