数字化转型与商业银行风险承担

Digital Transformation and Risk Taking of Commercial Bank

数字化转型对商业银行风险承担产生的影响逐渐成为学界和业界关注的焦点。本文从理论上分析了数字化转型对银行风险承担的影响机制,以2010一2021年227家商业银行为样本,实证研究了数字化转型对银行风险承担的影响效应与渠道。研究发现,商业银行数字化转型对风险承担的影响呈现先升后降的倒“U”型关系,运营成本和收入结构是导致这种非线性影响效应的重要因素。机制分析表明,商业银行数字化通过影响其市场势力和资产负债端结构进而作用于银行风险承担。异质性分析发现,国有银行以及经济发展水平较高地区的银行进行数字化转型对风险承担的影响更为显著。基于此,银行应加强数字技术研究与应用,结合实际情况差异化数字化转型布局,变革风险管理体制机制。

The impact of digital transformation on the risk bearing of commercial banks has become the focus of academic and industry.This article theoretically analyzes the impact mechanism of digital transformation on bank risk taking,and empirically studies the impact effects and channels of digital transformation on bank risk by taking 227 commercial banks from 2010 to 2021 as samples.It is found that the impact of digital transformation of commercial banks on risk taking shows an inverted"U-shaped curve relationship"of first rising and then falling,with operating costs and revenue structure being important factors leading to this non-linear impact.Mechanism analysis shows that the digitalization of commercial banks acts on bank risk taking by influencing their market power and asset-liability structure.Heheterogeneity analysis finds that the digital transformation of state-owned banks and banks in regions with high level of economic development have a more significant impact on risk taking.Based on this,banks should strengthen the research and application of digital technology,differentiate the digital transformation layout based on the actual situation,and change the risk management system and mechanism.