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论文编号：	14134
作者编号：	2120213312
上传时间：	2023/6/13 18:42:39
中文题目：	金融科技对商业银行信用风险的影响研究
英文题目：	Research on the influence of Fintech on the credit risk of commercial banks
指导老师：	王曼舒
中文关键字：	金融科技；商业银行；信用风险
英文关键字：	financial technology；commercial banks；credit risk
中文摘要：	金融科技的发展为商业银行提供了新的发展机遇，也带来了新的风险挑战。一方面，金融科技作为互联网、计算机技术与金融业相结合的特殊产物，可以有效缓解商业银行信息不对称和风险管理滞后等问题，正在深刻改变金融业格局。但与此同时，金融科技重塑了银行业的竞争格局，为商业银行带来了许多潜在风险。在此背景下，商业银行大举布局金融科技若缺乏相关的风控意识和举措将会给自身带来更加复杂的风险，因此进行金融科技对商业银行信用风险的影响研究具有一定的现实意义。 本文以理论与实证相结合的方式探究金融科技的发展对我国商业银行信用风险水平所产生的影响，并结合现有文献与相关理论，探究其影响机制并提出本文的研究假设。本研究使用固定效应模型，对我国49家商业银行近10年的平衡面板数据进行回归分析，研究发现金融科技会使商业银行的信用风险水平显著提升。在作用机制分析过程中，通过对盈利能力、成本控制能力两种作用机制的研究，分析金融科技如何通过盈利能力和成本控制能力两个路径来影响商业银行的信用风险。另外，本文根据性质不同将商业银行分为四类，即大型国有控股银行、股份制商业银行、城市商业银行和农村商业银行，通过异质性检验发现相对于国有控股银行，农村商业银行信用风险受金融科技的影响更为显著。为了使实证结果更具有可参考性，本文对被解释变量的指标进行替换检验，并检验了滞后效应，以保证实证结果的稳健性。 结合实证研究的结果，总结出本文的研究结论，并为金融科技的发展提出了相关建议。尽管金融科技的发展会使商业银行信用风险有所提升，但对于银行而言，金融科技是其创造性转化、创新性发展的关键，银行应积极拥抱金融科技。同时，银行需要理性对待金融科技的发展，关注成本收入渠道的中介作用。另外，银行应正确认识自身的发展定位和发展状况，从客观实际着手推动金融科技的发展。从外部环境角度来说，相关机构应当对信用风险较大的商业银行的金融科技投资额度采取限制措施。同时，在科技作为第一生产力的当下，监管机构应当利用科技监管科技，助力金融科技健康发展。
英文摘要：	The development of fintech provides new development opportunities for commercial banks, but also brings new risks and challenges. On the one hand, as a special product of the combination of the Internet, computer technology and the financial industry, fintech can effectively alleviate problems such as information asymmetry and risk management lag of commercial banks, and is profoundly changing the pattern of the financial industry. But at the same time, fintech has reshaped the competitive landscape of the banking industry and brought many potential risks to commercial banks. In this context, commercial banks will bring more complex risks to themselves if they do not have relevant risk control awareness and measures in their large-scale layout of fintech. Therefore, it is of certain practical significance to study the impact of fintech on the credit risk of commercial banks. This paper explores the influence of the development of financial technology on the credit risk level of our commercial banks in the combination of theory and practice, and explores its influence mechanism and puts forward the research hypothesis based on the existing literature and relevant theories. This study uses the fixed-effect model to conduct regression analysis on the balance panel data of 49 Chinese commercial banks in the past 10 years, and finds that fintech can significantly improve the credit risk level of commercial banks. In the process of mechanism analysis, through the study of the two mechanisms of profitability and cost control ability, it analyzes how fintech affects the credit risk of commercial banks through the two paths of profitability and cost control ability. In addition, this paper divides commercial banks into four categories according to their nature, namely large state-owned holding banks, joint-stock commercial banks, urban commercial banks and rural commercial banks. Through heterogeneity test, it is found that the credit risk of rural commercial banks is more significantly affected by fintech than that of state-owned holding banks. In order to make the empirical results more referential, this paper conducted replacement tests on the indicators of the explained variables and tested the hysteresis effect to ensure the robustness of the empirical results. Combined with the results of empirical research, the conclusions of this paper are summarized, and relevant suggestions are put forward for the development of fintech. Although the development of fintech will improve the credit risk of commercial banks, for banks, fintech is the key to their creative transformation and innovative development, and banks should actively embrace fintech. At the same time, banks need to treat the development of fintech rationally and pay attention to the mediating role of cost income channels. In addition, banks should have a correct understanding of their own development positioning and development status, and start to promote the development of fintech from the objective reality. From the perspective of external environment, relevant institutions should take restrictions on the fintech investment quota of commercial banks with greater credit risk. At the same time, with technology as the primary productive force, regulators should use technology to regulate technology and facilitate the healthy development of fintech.
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