数字化转型对中小银行风险水平影响研究

A Study of the Impact of Digital Transformation on the Risk Level of Small and Medium-SizedBanks

基于2011—2021年112家中小银行样本,从数理模型与实证研究角度对数字化转型对银行风险水平的影响方式进行了分析,同时将数字化转型对银行风险水平的影响纳入资本补充这一框架内进行研究分析。结果显示:(1)数字化转型对于中小银行风险的影响呈倒“U”型结构,这一结论在经过一系列稳健性和内生性检验后依旧成立。(2)从规模、区域、是否上市三个方面进行了异质性检验,发现规模较大或者是位于东部地区的中小银行,数字化转型对其风险承担的影响更大;上市银行的数字化转型对于银行风险的抑制作用要优于非上市银行。(3)如果对处于数字化转型过程中的中小银行进行资本补充,也会对银行风险水平起到调节作用。上述结论表明,为抑制风险,中小银行要不断加大数字化转型力度;对中小银行进行资本补充也可以增加其数字化转型抑制风险的能力。

Based on the samples of 112 small and medium-sized banks from 2011 to 2021,this paper analyzes the impact of digital transformation on the risk level of banks from the perspective of mathematical models and empirical studies,meanwhile,it includes the impact of digital transformation on the risk level of banks in the framework of capital replenishment for the analysis.The results show that,firstly,the impact of digital transformation on the risk of small and medium-sized banks has an inverted"U"structure,and this finding still holds after a series of robustness and endogeneity tests;secondly,the heterogeneity tests conducted in terms of size,region,and whether being listed reveals that digital transformation has a higher impact on the larger-scale banks and the small and medium-sized banks located in the eastern region,while the digital transformation of listed banks has a better inhibitory effect on bank risks than that of non-listed banks;thirdly,if capital supplements are provided to small and medium-sized banks in the process of digital transformation,it will also have a moderating effect on the level of bank risks.The above findings suggest that small and medium-sized banks should continue to increase their digital transformation efforts to curb bank risks,and that capital supplements should also be provided to small and medium-sized banks to increase their digital transformation ability to curb bank risks.