摘要
近年来,数字技术和实体经济的融合愈加深入,数字化转型成为商业银行发展的重要方向,但商业银行数字化转型对其信贷风险的影响仍有待探究。基于北京大学中国商业银行数字化转型指数和我国208家商业银行2010—2021年的非平衡面板数据,运用双向固定效应模型实证检验了数字化转型对商业银行信贷风险的影响。结果表明:数字化转型能显著降低信贷风险,这种影响是通过降低银行的信息不对称程度和提高经营效率发挥作用的;数字化转型对银行信贷风险的影响呈现异质性,相比而言,大规模、国有、高人员素养水平的银行数字化转型降低其信贷风险的作用更大。
In recent years,the integration of digital technology and the real economy has become deeper and deeper,and digital transformation has become an important direction for the development of commercial banks,but the influence of digital transformation of commercial banks on their credit risk remains to be explored.This paper empirically tests the influence of digital transformation on the credit risk of commercial banks by using a two-way fixed-effects model based on the digital transformation index of Chinese commercial banks from Peking University and the unbalanced panel data of 208 commercial banks in China during 2010-2021.The results show that:(1)Digital transformation can significantly reduce credit risk,which works by reducing the degree of information asymmetry and improving the operating efficiency of banks.(2)The impact of digital transformation on bank credit risk is heterogeneous,and the digital transformation of large-scale,state-owned and high personnel literacy banks has a greater effect on reducing their credit risk.
作者
张正平
段瑜萌
ZHANC Zhengping;DUAN Yumeng(School of Economics,Beijing Technology and Business University,Beijing 100048,China;Digital Finance Research Center,Beijing Technology and Business University,Beijing 100048,China;Research Institute of Economics and Management,Southwestern University of Finance and Economics,Chengdu,Si Chua 611130,China)
出处
《金融教育研究》
2024年第6期3-12,共10页
Research of Finance and Education
基金
国家自然科学基金面上项目“公平-效率'冲突视角下中国农村普惠金融高质量发展:理论反思、驱动机制与治理体系”(72373010)。
关键词
数字化转型
商业银行
信贷风险
信息不对称
Digital transformation
Commercial bank
Credit risk
Information asymmetry
