摘要
本文以2008-2019年中国85家银行为样本,使用对年报进行文本分析的方法构建银行金融科技指数,采用多重中介效应模型实证检验了银行金融科技对自身风险承担的影响及作用机制。研究结果表明,银行发展金融科技显著降低了风险承担,并通过提高贷款利率与增加非利息收入占比的中介机制发挥作用。此外,异质性分析发现,相比于地方性、小规模、高流动性和非上市银行,随着金融科技发展水平的提高,全国性、大规模、低流动性和上市银行的贷款利息和非利息收入占比提升更多,风险承担下降更快。
This paper takes 85 banks in China during 2008-2019 as samples,and uses the method of text analysis on the annual report to construct the bank fintech index,and the multiple intermediary effect model to empirically test the im-pact of bank fintech on its own risk taking and the mechanism.The research results show that the bank fintech develop-ment has significantly reduced the risk taking and plays a role through the intermediary mechanism of raising the loan in-terest rate and increasing the proportion of non-interest income.In addition,the heterogeneity analysis shows that,com-pared with local,small-scale,high-liquidity and non-listed banks,with the improvement in the development level of fin-tech,the proportion of loan interest and non-interest incomes of national,large-scale,low-liquidity and listed banks in-crease more,and the risk taking decreases faster.
作者
赵清波
卜林
赵玲玲
ZHAO Qing-bo;BU Lin;ZHAO Ling-ling
出处
《金融论坛》
北大核心
2023年第2期25-33,58,共10页
Finance Forum
基金
国家社会科学基金一般项目“混业经营下中国交叉性金融风险的识别、度量及预防研究”(20BJY240)。
