金融科技对商业银行信用风险的影响效应及异质性研究——基于商业银行面板数据的实证分析  

A Study on Effect and Heterogeneity of Financial Technology on Credit Risk of Commercial Banks:An Empirical Analysis based on Panel Data of Commercial Banks

作　　者：唐艳 方志 范宇翔 TANG Yan;FANG Zhi;FAN Yu-xiang(Hefei University,Hefei,Anhui 230601)

机构地区：[1]合肥大学,安徽合肥230601

出　　处：《怀化学院学报》2024年第5期88-95,共8页Journal of Huaihua University

基　　金：安徽省教育厅“四新”研究与改革实践项目“基于数字金融时代需求的金融学专业改革研究”(2021sx138);合肥市哲学社会科学规划项目“合肥推动金融机构支持科技创新研究”(HFSKYY202402)。

摘　　要：基于2012—2021年四类共27家商业银行的面板数据,运用固定效应模型和门槛效应模型,探究金融科技的发展水平与商业银行信用风险之间的关系。研究结果表明:在竞争效应下,金融科技会增加商业银行信用风险;在技术溢出效应下,金融科技会降低商业银行信用风险,整体上呈现倒U型特征。金融科技对不同类型商业银行信用风险的影响存在明显差异。其中,全国性股份制银行和农村商业银行的影响最大。因此,各银行应当结合自身的优势与不足,发展和应用金融科技,进行差异化布局,从而在降低信用风险的同时提升金融科技水平。Based on the panel data of 27 commercial banks of four types from 2012 to 2021,this paper uses the fixed effect model and the threshold effect model to explore the influence of the development level of financial technology on the credit risk of commercial banks.The results show that based on the competition effect,fintech will increase the credit risk of commercial banks,and that based on the technology spillover effect,fintech will reduce the credit risk of commercial banks,showing an inverted U-shaped feature in general.The impact of fintech on the credit risk of different commercial banks is significantly different,and national joint-stock banks and rural commercial banks are the most affected.Therefore,it is suggested that banks should develop and apply financial technology according to their own advantages and disadvantages,carry out differentiated layout,and develop financial technology healthily while reducing credit risks.

关 键 词：金融科技 商业银行 信用风险 门槛效应 

分 类 号：F832.1[经济管理—金融学]