金融科技对商业银行流动性风险传染效应研究

Research on risk contagion effect of Financial Science and Technology to Commercial Banks

随着近年来金融科技的不断发展,传统金融业尤其是银行业的经营遭受了很大损失,其风险管理也面临着更大压力。以2014年第一季度至2018年第二季度商业银行数据和P2P成交额增速为样本,通过构建理论模型,实证分析了金融科技对商业银行的风险传染效应,总结了金融科技发展给商业银行带来的风险与挑战,并从国家层面、行业层面和银行层面三个维度对商业银行的风险管理提出了相应的对策,以期达到金融科技与商业银行平衡发展的目标。

With the development of financial science and technology in recent years,the management of traditional financial industry,especially the banking industry,has been not small impact,but also brought greater pressure to its risk management.Based on the commercial bank data and P2P turnover from the first quarter of 2014 to the second quarter of 2018,this paper empirically analyzes the risk contagion effect of financial technology on commercial banks through theoretical models.This paper summarizes the risks and challenges brought by the development of financial science and technology to the banking industry,and at the same time puts forward the corresponding countermeasures in order to achieve a balanced development between financial science and technology and commercial banks.