金融科技对商业银行系统性风险影响研究

Study of the Impact of Financial Technologyon the Systemic Risk of Commercial Banks

金融科技已经成为金融行业关注的焦点,为银行业的发展带来了新范式,并且正逐渐成为银行业风险管控的重要手段。文章基于静态的CoVaR方法来测算系统性风险,进而探讨金融科技与商业银行系统性风险之间的关系。结果表明:金融科技会抑制商业银行的系统性风险;金融科技通过提高资本充足率进而降低商业银行的系统性风险;商业银行的不良贷款率越高,金融科技对系统性风险的抑制作用会越明显。基于此,应推动金融科技与银行业务结合,注重系统性风险防范;优化银行网点分布,提高客户粘性;针对不同类型商业银行,施行差异化风险管控;加强内外联动,建立金融业务网络信息共享平台。

Financial technology has become the focus of the financial industry,bringing a new paradigm to the development of the banking industry,and is gradually becoming an important means of risk control in the banking industry.This paper,based on the static CoVaR method to measure systemic risk,explores the relationship between financial technology and commercial bank systemic risk.The results show that financial technology will restrain the systemic risk of commercial banks,financial technology reduces the systemic risk of commercial banks by increasing the capital adequacy ratio and that the higher the non-performing loan ratio of commercial banks is,the more obvious the inhibitory effect of financial technology on systemic risk will be.Therefore,we should promote the combination of financial technology and banking business,pay attention to systemic risk prevention;optimize the distribution of bank branches and improve customer stickiness;implement differentiated risk management for different types of commercial banks;strengthen internal and external linkage,and establish a network information sharing platform for financial business.