摘要
本文基于商业银行普惠型小微企业贷款数据,研究我国商业银行发展普惠金融对其风险承担的影响,以及宏观审慎评估体系纳入普惠金融指标对两者关系的调节作用。研究结果表明:第一,总体来看,普惠金融与银行风险承担间不存在统计上的显著关系,但城市商业银行发展普惠金融会提高其风险承担水平;第二,宏观审慎评估体系在2018年纳入普惠金融指标,可以通过成本渠道降低城商行因发展普惠金融提高的风险承担水平。进一步分析表明,城商行亦可以通过主动布局金融科技降低其因发展普惠金融而提高的风险承担水平。
Commercial banks play a key role in promoting financial inclusion in China, but the development of inclusive finance may increase risk-taking and make commercial banks face challenges. How macro policy guides the economy structurally and how individual banks respond to this challenge have become important research topics.This paper manually collects the data of the inclusive small and micro enterprise loans of commercial banks, and empirically analyzes the impact of the commercial banks’ development of inclusive finance on bank risk-taking. In addition, the article studies the moderating effects of MPA indicator expansion and banks’ active deployment of financial technology. The research results show that there is no significant statistical relationship between inclusive finance and bank risk-taking in the full sample;the development of inclusive finance by city commercial banks will increase their risk-taking behaviors. Including inclusive financial indicators into MPA in 2018 helps reduce the risk-taking of city commercial banks brought by the development of inclusive finance through the cost channel. City commercial banks can alleviate the bank risk-taking brought by their inclusive finance through actively deploying financial technology.This paper contributes to the literature in several ways. Firstly, the paper enriches the research on the impact of financial inclusion on banks’ risk-taking, and discusses the reasons for the heterogeneity of the impact by different types of banks.Secondly, this paper collects micro-data of bank financial inclusion manually, which can more effectively distinguish the heterogeneity of financial inclusion development of individual banks. Finally, this paper provides empirical evidences for the structural guiding role of MPA indicator expansion in the field of financial inclusion.This paper puts forward the following policy suggestions. Firstly, the regulatory framework for inclusive finance should adopt differentiated risk supervision measures for different types of comme
作者
郭晔
马玥
Guo Ye;Ma Yue(School of Economics,Xiamen University;The Wang Yanan Institute for Studies in Economics,Xiamen University)
出处
《国际金融研究》
CSSCI
北大核心
2022年第6期55-63,共9页
Studies of International Finance
基金
国家社会科学基金重大项目“重大突发公共卫生事件冲击与系统性金融风险防控研究”(20&ZD106)资助。
关键词
普惠金融
银行风险承担
宏观审慎评估
金融科技
Inclusive Finance
Bank Risk-Taking
Macro Prudential Assessment
Financial Technology
