金融科技对上市金融机构风险影响研究  

A Study of Impact of Fintech on the Risk of Listed Financial Institutions

作　　者：杨晴晴 何帮强[1] YANG Qingqing;HE Bangqiang(Anhui Polytechnic University,Wuhu 241000,China)

机构地区：[1]安徽工程大学,安徽芜湖241000

出　　处：《新疆财经大学学报》2024年第3期40-52,共13页Journal of Xinjiang University of Finance & Economics

基　　金：国家社会科学基金青年项目“‘行政记录人口普查’的数据质量评估框架研究”(21CTJ005)。

摘　　要：金融科技能够显著提高金融机构服务效率,但也给金融机构带来了更多的不确定性和潜在风险。文章基于TENET网络模型构建上市金融机构风险网络,从风险输入和溢出两个层面探究金融科技对上市金融机构的影响及作用机制。研究发现,金融机构间风险输入和溢出强度存在时变特征,金融机构风险网络具有时变特征。金融科技可以抑制机构间风险输入,金融机构发展金融科技可以帮助其抵御外来风险,但发展金融科技也会增加机构间的风险溢出。金融机构间C2B、分布式计算、金融科技、网贷等发展水平差距的扩大可以减少机构间风险传染,机构间C2C、人工智能和网上支付等发展水平差距的扩大则会增加机构间风险传染。此外,机构的关联交易差距扩大也会增加机构间风险传染。Fintech can significantly improve the efficiency of financial services,but it also brings more uncertainty and potential risks.This paper constructs a risk network of listed financial institutions based on the TENET network model,and explores the impact of fintech on it from the two aspects of risk input and output intensity of institutions,and explores the impact mechanism of specific aspects of fintech on inter-institutional risk contagion.The research found that the risk input and output intensity between institutions have time-varying characteristics,which also shows that the risk network of financial institutions has time-varying characteristics.Fintech can curb the risk input between financial institutions,that is,the development of fintech can help institutions resist external risks.However,at the same time,the development of fintech also increases the risk spill-over between institutions.The widening development gap of C2B,distributed computing,fintech,and online lending between institutions can reduce the risk contagion between institutions.On the other hand,the widening development gap of C2C,artificial intelligence,and online payments between institutions will increase the risk contagion between institutions.In addition,the difference in affiliated transactions between institutions will also increase the risk contagion between institutions.

关 键 词：金融科技 TENET QAP回归 金融机构风险 

分 类 号：F832.3[经济管理—金融学]