中小商业银行数字化转型对信用风险的影响研究

Research on the Impact of Digital Transformation of Small and Medium-Sized Commercial Banks on Credit Risk

摘要: 中小商业银行在中国金融市场中扮演着独特而关键的角色，它们是金融体系多元化和普惠金融发展的重要推动者。商业银行数字化转型是指银行利用信息技术和大数据分析等现代科技手段，对传统银行业务模式进行全面升级和改造的过程。在当今信息化快速发展的时代背景下，商业银行数字化转型已成为提升竞争力、满足客户需求、提高运营效率的必然选择。本文利用2010年~2022年42家上市中小商业银行的相关数据与基于商业银行年报，利用Python等软件从年报中抓取与数字化转型相关的关键词，并计算词频合成数字化转型指标作为核心解释变量，进行实证分析，得出结论：银行数字化转型程度越高会带来银行信用风险的降低，两者呈现负相关关系，并且该影响会因银行的数字化转型程度和经济水平的高低有所差异。

Abstract: Small and medium-sized commercial banks play a unique and critical role in China’s financial market, and they are important promoters of the diversification of the financial system and the development of inclusive finance. The digital transformation of commercial banks refers to the process of comprehensively upgrading and transforming the traditional banking business model by using modern scientific and technological means such as information technology and big data analysis. In the context of the rapid development of information technology, the digital transformation of commercial banks has become an inevitable choice to enhance competitiveness, meet customer needs and improve operational efficiency. Based on the relevant data of 42 listed small and medium-sized commercial banks from 2010 to 2022 and the annual reports of commercial banks, this paper uses Python and other software to capture the keywords related to digital transformation from the annual reports, calculates the word frequency to synthesize the digital transformation index as the core explanatory variable for empirical analysis, and draws a conclusion: The higher degree of digital transformation of banks will lead to the reduction of bank credit risk, and the two are negatively correlated, and the impact will vary according to the degree of digital transformation of banks and the level of the economy.