摘要
本文以2010-2021年中国商业银行为研究对象,探究数字化转型对银行事前及事后风险承担的差异化影响。结果表明:(1)数字化转型虽然会增加银行事前风险承担,但能够降低其事后风险承担;(2)数字化转型通过加剧银行竞争、促进数字金融发展两个渠道,增加银行事前风险承担、降低事后风险承担;(3)银行效率提升增强数字化转型对银行事前风险承担的促进作用及对事后风险承担的抑制作用;(4)数字化转型对银行事前及事后风险承担的影响在大规模、上市及高资本充足率的银行中更显著。
This paper takes China’s commercial banks from 2010 to 2021 as the research object to explore the differenti-ated impact of digital transformation on banks’ex-ante and ex-post risk-taking.The results show that:(1)Although digi-tal transformation will increase banks’ex-ante risk-taking,it can weaken banks’ex-post risk-taking.(2)Digital transfor-mation increases banks’ex-ante risk-taking and reduces ex-post risk-taking through two channels:intensifying banks’competition and promoting the development of digital finance.(3)The improvement of bank efficiency intensifies the pro-motion effect of digital transformation on banks’ex-ante risk-taking and the inhibition effect on ex-post risk-taking.(4)The impact of digital transformation on banks’ex-ante and ex-post risk-taking is more significant in large-scale,listed and high capital adequacy ratio banks.
作者
贾妍妍
越婷婷
JIA Yan-yan;YUE Ting-ting
出处
《金融论坛》
北大核心
2024年第7期48-58,共11页
Finance Forum
基金
国家社会科学基金青年项目“‘稳增长’与‘防风险’双重目标的理论解构、量化评估与政策应对研究”(23CJY036)的资助。
关键词
数字化转型
银行风险承担
数字金融
银行竞争
digital transformation
bank risk-taking
digital finance
bank competition
