供应链金融对上市商业银行风险承担的影响研究——基于42家银行的面板数据

Research on the Impact of Supply Chain Finance on Risk-Taking of Listed Commercial Banks —Based on Panel Data from 42 Banks

摘要: 随着供应链金融的快速发展，供应链的竞争格局正在经历深刻的变革，同时也在逐步重塑资金流、信息流和物流的整合模式，供应链金融是企业资金优化的重要途径，但也对商业银行风险承担带来了新的挑战。本研究基于42家上市商业银行2018~2022年的面板数据，运用面板数据模型分析了供应链金融对上市银行风险承担的影响。研究发现：供应链金融的应用显著提高了上市商业银行主动风险承担的水平，降低了被动风险承担的水平；商业银行通过经营效率的提升弱化供应链金融对银行主动风险的影响；供应链金融对不同类型银行的风险承担存在异质性影响。最后基于研究结论，提出对策建议。

Abstract: With the rapid development of supply chain finance, the competitive landscape of supply chains is undergoing profound changes, and is also gradually reshaping the integration models of capital flow, information flow, and logistics. Supply chain finance is an important avenue for corporate fund optimization, but it also brings new challenges to the risk-taking of commercial banks. This study is based on panel data from 42 listed commercial banks from 2018 to 2022, using panel data models to analyze the impact of supply chain finance on the risk-taking of listed banks. The study found that the application of supply chain finance significantly increases the level of active risk-taking of listed commercial banks and reduces the level of passive risk-taking; commercial banks mitigate the impact of supply chain finance on banks’ active risk-taking through improved operational efficiency; the impact of supply chain finance on the risk-taking of different types of banks is heterogeneous. Based on the research conclusions, countermeasures and suggestions are proposed.