金融科技对商业银行信用风险的经济资本影响研究

以中国16家商业银行2011年1月至2019年6月数据为样本,实证检验金融科技对商业银行信用风险的经济资本的影响。研究表明,金融科技降低交易双方的信息成本,增加信息的透明度,减少商业银行信用风险的经济资本;商业银行盈利能力与所需信用风险的经济资本呈负相关关系;金融科技时代,商业银行亲周期行为减少,呈现“信用悖论”现象。因此,商业银行需要立足自身优势,与金融科技进行深度融合,提升风险管控能力。

Research on the Impact of Financial Technology on the Economic Capital of Commercial Banks

The economic capital management of commercial bank credit risk is the highest level of commercial bank risk management, but there is little literature to analyze it in depth. In view of this, this article uses the data of 16 Chinese commercial banks from January 2011 to June 2019 as a sample to empirically test the impact of fintech on the economic capital of commercial banks" credit risk. Research shows that (1) fintech reduces the information cost of both parties to the transaction, increases the transparency of information, and reduces the economic capital of commercial banks" credit risk; (2) the stronger the profitability of commercial banks, the lower the economic capital of credit risk required (3) In the era of fintech, commercial banks have reduced the procyclical behavior compared with the large amount of data they have held in the past; (4) The scale of commercial banks" assets has a positive relationship with risks. Therefore, commercial banks need to build on their own advantages, integrate deeply with fintech, and improve their risk management and control capabilities.