我国商业银行数字化与信贷配给:基于上市银行面板数据的实证研究

Digitalization and Credit Rationing of Commercial Banks in China:An empirical study based on panel data of Listed Banks

近些年我国商业银行数字化转型得到了国家大力支持,数字化对于商业银行信贷业务的影响日渐深远.本研究旨在探讨商业银行数字化对信贷配给的影响,将数字化作为关键变量纳入了S-W模型,并提出数字化对于信贷供给、信贷结构和信贷价格影响的相关理论假说.在此基础上,本研究还利用2010-2020年42家上市商业银行面板数据对理论假说进行了实证检验.研究结果表明数字化有利于增加商业银行信贷供给、优化信贷结构,但是对于信贷价格并没有显著影响.在异质性分析中,大型商业银行的数字化水平提高对增加信贷供给和信贷结构优化的影响要大于非大型商业银行.基于实证结果,本研究提出了分类实施商业银行的数字化路径、加强智慧营销和数字风控等政策建议.

The digital transformation of China's commercial banks has been strongly supported by the state in recent years,and the impact of digitalization on the credit business of commercial banks has become more and more profound.The purpose of this paper is to explore the impact of commercial bank digitalization on credit rationing.This paper incorporates digitalization as a key variable in the S-W model and puts forward the relevant theoretical hypotheses on the impact of digitalization on credit supply,credit structure and credit price.On this basis,the paper empirically tests the theoretical hypotheses using panel data of 42 listed commercial banks from 2010 to 2020.The findings show that digitization is conducive to increasing the credit supply and optimizing the credit structure of commercial banks,but does not have a significant effect on credit prices.In the heterogeneity analysis,the digital transformation of large commercial banks has a greater impact on increasing credit supply and optimizing credit structure than non-large commercial banks.Based on the empirical results,this study puts forward some policy suggestions such as implementing the digital path of commercial banks by classification,strengthening smart marketing and digital risk control.