数字金融对商业银行风险承担的影响研究

Study on the Impact of Digital Finance on the Risk-Taking Level of Commercial Banks

摘要: 本文运用全国157家银行2013~2020年的年度数据为样本，与北京大学数字金融发展指数进行匹配，运用系统GMM矩估计两步法，检验了数字金融对于商业银行风险承担的影响。本文在前人研究的基础上，发现银行内部的盈利能力及银行外部的银行业竞争，对于其影响具有调节作用，丰富了已有文献，有助于商业银行制定自身数字化发展战略，优化自身风险管理，为完善金融监管与政策制定提供了经验依据。

Abstract: This paper utilizes annual data from 157 banks nationwide from 2013 to 2020 as a sample, matching it with the Peking University Digital Finance Development Index. It employs the two-step system GMM estimation method to examine the impact of digital finance on commercial banks’ risk-taking. Based on previous studies, this paper finds that banks’ internal profitability and external banking competition play a moderating role in its impact, enriching existing literature. It is conducive to commercial banks formulating their own digital development strategies, optimizing their risk management, and providing empirical evidence for the improvement of financial regulation and policy-making.