金融学院知识库

近年来，数字金融对我国经济发展已经产生了深刻的影响，尤其是对于我国银行业的冲击不容小觑。面对这一挑战，我国商业银行也在加快进行数字化转型进程。但与此同时，我国商业银行也在面临着风险承担的挑战，基于中小银行在银行业体系中的特殊性，中小银行的风险承担问题一直作为金融稳定发展中的重中之重。尤其是在面临数字化转型的时代背景，对中小银行风险承担会产生何种影响？针对这种影响，中小银行应该如何化解防范？本文将围绕着这些问题展开讨论。
本文通过梳理银行数字化转型与风险承担的文献综述与理论基础，分析数字化转型对中小银行风险承担的影响及调节效应，并基于此提出了相关研究假设。在指标选取方面，本文使用北京大学数字金融课题组提出的“商业银行数字化指数”来衡量中小银行数字化转型程度；使用不良贷款率来衡量中小银行风险承担状况。通过以上理论分析与数据支撑，基于我国173家中小银行2010-2021年的面板数据构建了与本文研究假设相关的实证模型。随后对实证模型进行一系列检验，并讨论了异质性下中小银行表现的差异性。
本文的实证检验结果表明：数字化转型对我国中小银行风险承担的影响呈现倒U型的非线性关系；在受银行业景气度的调节下，银行业景气度较高的情况下，将会削弱二者之间的非线性关系，使得原有曲线关系变得更为平缓，反之则更陡峭；考虑不同银行类型的条件下，城商行仍然存在倒U型关系，而农商行则表现为负相关关系；从地区异质性的情况来看，东部地区与非东部地区均受倒U型关系的影响，但东部地区中小银行受风险承担的压力更小；区分上市与非上市的状况，上市与非上市中小银行仍受倒U型关系的影响，但上市中小银行会尽快调整到风险承担下降的状态。
通过理论分析与实证分析，本文提出针对数字化转型对我国中小银行风险承担的影响后的对策建议，为更好的推动中小银行实施数字化转型与降低风险承担提供一份理论支撑。

In recent years, digital finance has already had a profound impact on the economic development of our country, especially the impact on our banking industry should not be underestimated. Facing this challenge, China's commercial banks are also speeding up the process of digital transformation. However, at the same time, China's commercial banks are also facing the challenge of risk taking, based on the particularity of small and medium-sized banks in the banking system, the risk taking of small and medium-sized banks has been regarded as the top priority in the development of financial stability. Especially in the era of digital transformation, what impact will it have on the risk taking of small and medium-sized banks? In view of this impact, how should small and medium-sized banks resolve and prevent? This paper will focus on these issues.
By reviewing the literature review and theoretical basis of bank digital transformation and risk taking, this paper analyzes the influence and regulatory effect of digital transformation on risk taking of small and medium-sized banks, and proposes relevant research hypotheses based on this. In terms of index selection, this paper uses the "Digital Index of Commercial banks" proposed by the digital Finance research group of Peking University to measure the degree of digital transformation of small and medium-sized banks. The non-performing loan ratio is used to measure the risk bearing status of small and medium-sized banks. Through the above theoretical analysis and data support, based on the panel data of 173 small and medium-sized banks in China from 2010 to 2021, an empirical model related to the hypothesis of this paper is constructed. Then a series of tests are carried out on the empirical model, and the differences in the performance of small and medium-sized banks under the heterogeneity are discussed.
The empirical test results of this paper show that the impact of digital transformation on the risk taking of small and medium-sized banks in China presents an inverted U-shaped nonlinear relationship; Under the adjustment of the prosperity of the banking industry, if the prosperity of the banking industry is high, the nonlinear relationship between the two will be weakened, making the original curve relationship more gentle, and vice versa. Considering different types of banks, urban commercial banks still have an inverted U-shaped relationship, while rural commercial banks are negatively correlated. From the perspective of regional heterogeneity, the eastern region and the non-eastern region are affected by the inverse U-shaped relationship, but the small and medium-sized banks in the eastern region are less under the risk bearing pressure. In the classification of listed and unlisted conditions, listed and unlisted small and medium-sized banks are still affected by the inverse U-shaped relationship, but listed small and medium-sized banks will adjust to the state of risk reduction as soon as possible.
Through theoretical analysis and empirical analysis, this paper puts forward countermeasures and suggestions for the impact of digital transformation on the risk taking of small and medium-sized banks in China, and provides a theoretical support for better promoting the implementation of digital transformation and reducing risk taking of small and medium-sized banks.