| 数字金融发展与商业银行信用风险——来自中国37家上市银行的经验证据 |
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| 引用本文： | 傅顺,裴平,孙杰.数字金融发展与商业银行信用风险——来自中国37家上市银行的经验证据[J].北京理工大学学报(社会科学版),2023,25(1):145-155. |
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| 作者姓名： | 傅顺 裴平 孙杰 |
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| 作者单位： | 1.清华大学 五道口金融学院，北京 100083 |
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| 基金项目： | 国家社科基金重大项目“互联网金融发展、风险与监管”（14ZDA043）；国家自科基金青年项目（72103110）；江苏省研究生科研与实践创新计划项目（KYCX22_0012） |
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| 摘 要： | 以2009—2019年中国37家上市银行为样本，实证检验数字金融发展对商业银行信用风险的影响。其主要结论是：数字金融发展与商业银行信用风险呈现非线性的“倒U形”关系，并且当前数字金融发展的测度指标值位于拐点右侧，继续发展数字金融有利于降低商业银行信用风险；负债成本和负债结构在数字金融发展与商业银行信用风险的“倒U形”关系中发挥着中介作用；数字金融发展未对“工农中建交”五大行的信用风险产生显著影响，而与非五大行的信用风险间有显著的“倒U形”关系。
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| 关 键 词： | 数字金融 商业银行 信用风险 中介效应 |
| 收稿时间： | 2021-12-15 |
Development of Digital Finance and Commercial Banks’ Credit Risk |
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| Affiliation: | 1.PBC School of Finance, Tsinghua University, Beijing 100083, China2.Business School, Nanjing University, Nanjing Jiangsu 210093, China |
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| Abstract: | Taking 37 listed banks in China from 2009 to 2019 as samples, in this paper, the impact of digital finance development on commercial banks’ credit risk was empirically tested. The main conclusions are as follows. Firstly, there is an inverted U-shaped relationship between the development of digital finance and commercial banks’ credit risk; the development level of digital finance has exceeded the inflection point, indicating that further development of digital finance is conducive to reducing credit risk of commercial banks. Secondly, the cost and structure of liabilities play an intermediary role in the inverted U-shaped relationship between the development of digital finance and commercial banks’ credit risk. Thirdly, the development of digital finance has no significant impact on the five major commercial banks’ credit risk, but the inverted U-shaped relationship is strong among the non-five major banks. |
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