摘要
金融科技是金融行业实现数字化转型的重要渠道,银行风险控制在合理区间是金融安全的重要保障。本文分别从银行存款端和贷款端视角出发,构建存贷收益模型理论探究金融科技通过赋能商业银行缓解存款端“获客难”和贷款端“风控难”问题。同时,本文以“银行是否成立金融科技子公司”来评价银行金融科技发展水平,采用倾向得分匹配(PSM)、双重差分(DID)方法检验商业银行发展金融科技对其风险承担水平的影响,并进一步实证检验中介传导机制。研究表明,商业银行发展金融科技能显著降低其风险承担水平,且主要通过降低资金“入口”成本和改善资金“出口”结构两条路径。本文研究结论不仅为商业银行发展金融科技提供理论支撑,而且为完善银行风险防范提供政策启示。
Fintech is an important channel for the financial industry to realize digital transformation,and it is an important guarantee for financial security that the banks control risk within a reasonable range.In this paper,from the perspective of banks'deposit side and loan side,we construct a deposit and loan revenue model to explore the theory that fintech can help commercial banks to alleviate the difficulty of customer acquisition on the deposit side and the difficulty of risk control on the loan side.At the same time,this paper innovatively evaluates the level of fintech development of banks by“whether banks set up fintech subsidiaries or not”,and adopts the propensity score matching(PSM)and double-difference(DID)methods to test the impact of fintech development of commercial banks on their risk-taking level,and further empirically examines the intermediary transmission mechanism.The study shows that the development of fintech by commercial banks can significantly reduce their risk-taking level,and the effect is mainly achieved through two paths:reducing the cost of capital“import”and improving the structure of capital“export”.The findings of this paper not only provide theoretical support for the development of fintech by commercial banks,but also provide policy insights for the improvement of bank risk prevention policies.
作者
晏景瑞
朱诗怡
Yan Jingrui;Zhu Shiyi
出处
《统计研究》
CSSCI
北大核心
2024年第5期64-74,共11页
Statistical Research
基金
国家社会科学基金“数字金融缓解专精特新企业融资约束问题研究”(22BGL069)
教育部人文社会科学青年项目“金融业应用替代数据的信贷效用、潜在风险及其审慎监管研究”(23YJC790212)。
