数字金融与商业银行风险承担——基于中国商业银行的实证研究

Digital Finance and the Risk-taking of Commercial Banks——An Empirical Study Based on Chinese Commercial Banks

数字金融是信息技术、数据协作与传统金融服务模式相结合的新一代金融服务业态。随着数字金融的快速发展,商业银行在科技赋能下加速了数字化转型步伐。基于2012-2018年中国84家代表性商业银行的数据,采用北京大学数字普惠金融指数作为数字金融的代理变量,研究数字金融对商业银行风险承担的影响。结果表明,数字金融有助于收敛系统性金融风险。数字金融对商业银行风险承担的影响具有异质性:城商行和农村金融机构对数字金融的反应更加敏感,大型股份制银行和国有行则更加审慎,数字金融对农村金融机构的风险收敛作用最大。数字金融缓解了长尾客户缺乏抵押和征信不足的痛点问题,提高了中小银行风险识别能力,降低了风险管理成本,使其信贷决策更加科学。最后提出关于商业银行进一步提升数字化风险管理能力、防范化解金融风险的启示。

Digital finance is a new type of financial service combining information technology,data collaboration and traditional financial service model.With the rapid development of digital finance,commercial banks have accelerated the pace of digital transformation with the help of technology.This paper uses the data of 84 representative commercial banks in China from 2012 to 2018,and uses Peking University digital inclusive financial index as the proxy variable of digital finance to research the impact of digital Finance on the risk-taking of commercial banks.The results show that digital finance is conducive to convergence of systemic financial risks.The heterogeneity test results show that urban commercial banks and rural financial institutions are more sensitive to digital finance,while large joint-stock banks and state-owned banks are less significant.Digital finance has the greatest effect on risk convergence of rural financial institutions.Digital finance alleviates the pain of the lack of mortgage and credit of long tail customers,improves the risk identification ability and reduces risk management cost of small and medium-sized banks,and makes their credit decisions more scientific.This paper is of great significance for commercial banks to further improve their digital risk management capabilities and prevent and resolve financial risks.