数字金融对商业银行风险承担的影响研究——基于中国160家商业银行的证据
Research on the Influence of Digital Finance on Commercial Banks’ Risk-Taking—Evidence from Chinese 160 Commercial Banks
摘要: 近年来，我国数字金融发展取得了长足的进步，银行业作为实体经济的血脉，能否抵御数字金融的冲击并完成数字化转型是值得关注的问题。本文以2011~2020年我国160家商业银行平衡面板数据作为样本，考察数字金融对商业银行风险承担的影响效果。研究表明：1) 从总体效应来看，数字金融对商业银行风险承担具有显著抑制作用；从结构效应来看，覆盖广度和使用深度在抑制商业银行风险承担中起到主要作用。2) 相较于小规模的商业银行与地区金融监管较弱的商业银行，数字金融对大规模的商业银行与地区金融监管较强的商业银行影响效应更显著。3) 在外部环境的调节效应下，银行业竞争度的提升会弱化数字金融对商业银行风险承担的抑制作用；经济政策不确定性的提升会强化数字金融对商业银行风险承担的抑制作用。
Abstract: In recent years, the development of digital finance of our country has made great progress. As the blood of real economy, it is of great concern whether banking can withstand the impact of digital finance and complete the digital transformation. This paper takes the balance panel data of 160 Chinese commercial banks from 2011 to 2020 as samples to investigate the impact of digital finance on the risk-taking of commercial banks. The results show that: 1) From the overall effect, digital finance has a significant inhibitory effect on the risk taking of commercial banks; from the perspective of structure effect, coverage breadth and use depth play a major role in restraining the risk taking of commercial banks. 2) Compared with small-scale commercial banks and regional commercial banks with weak financial supervision, digital finance has a more significant impact on large-scale commercial banks and regional commercial banks with strong financial supervision. 3) Under the regulatory effect of external environment, the increase of banking competition will weaken the inhibitory effect of digital finance on the risk-taking of commercial banks; the increasing uncertainty of economic policies will strengthen the inhibitory effect of digital finance on the risk-taking of commercial banks.
文章引用：郭楚雯, 赵红岩. 数字金融对商业银行风险承担的影响研究——基于中国160家商业银行的证据[J]. 金融, 2023, 13(1): 111-127. https://doi.org/10.12677/FIN.2023.131012

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