互联网金融背景下收入多元化对我国银行经营风险影响的分析

Analysis of the Impact of Income Diversification on the Operational Risks of Chinese Banks under the Background of Internet Finance

在互联网金融快速发展的背景下,如何有效开展收入多元化战略,减少银行的风险,是商业银行必须面对的现实课题。本文基于文本挖掘法和因子分析法合成互联网金融发展指数,选取2007—2019年105家中资银行年度面板数据,研究互联网金融背景下收入多元化与银行经营风险的关系。研究发现,互联网金融的发展提高了银行风险,且银行资本充足率越高,互联网金融对其风险的影响程度越大;收入多元化有效降低了银行风险,且对资本充足率更高的银行,其影响效应更明显;收入多元化与互联网金融发展的交互影响与银行风险呈现负相关性,收入多元化程度越高,越能减弱银行经营风险。

In the context of the rapid development of Internet finance,how to effectively implement the income diversification strategy and reduce the risk of banks is a realistic topic that commercial banks must face.Based on the text mining method and factor analysis method,this paper synthesizes the Internet finance development index,selects the annual panel data of 105 Chinese banks from 2007 to 2019,and studies the relationship between income diversification and bank operating risks in the context of Internet finance.The study found that the development of Internet finance has increased bank risks,and the higher the bank’s capital adequacy ratio,the greater the impact of Internet finance on its risks.Income diversification effectively reduces bank risks,and has a more obvious impact on banks with higher capital adequacy ratios.The interactive impact of income diversification and the development of Internet finance is negatively correlated with bank risks.The higher the degree of income diversification,the more bank operating risks can be reduced.