数字经济对商业银行不良贷款率的影响机制研究

A Study on the Mechanism of the Influence of Digital Economy on the Non-Performing Loan Ratio of Commercial Banks

商业银行不良贷款率是否可控,对于守住不发生系统性风险的底线起着至关重要的作用。本文基于2008―2017年30个省市面板数据,利用动态面板模型与中介效应方法,实证考察了数字经济对商业银行不良贷款率的影响及作用机制。研究发现,数字经济对商业银行不良贷款率具有显著负向影响,发展数字经济有利于降低商业银行不良贷款率,从而抑制商业银行风险。内在机制表明,数字经济可以通过提高商业银行金融效率与创新效率来降低商业银行不良贷款率,即存在"数字经济发展→提高金融效率与创新效率→降低商业银行不良贷款率"的传导路径。

Whether the non-performing loan ratio of commercial banks is controllable plays a crucial role in preventing systemic financial risk.This paper uses the provincial panel data from 2008 to 2017 and applies the dynamic panel model and mediation effect method to empirically study the effect of digital economy on the non-performing loans ratio and the underlying transmission mechanism.The study shows that the development of digital economy is conducive to reducing the non-performing loan ratio of commercial banks and restraining the risks of commercial banks.The underlying mechanisms indicate that the digital economy can reduce the non-performing loan ratio of commercial banks by improving their financing and innovation efficiency,through a transmission path of"digital economy development→improvement of financing and innovation efficiency→reduction in the non-performing loan ratio of commercial banks".