摘要
本文探究了数字化转型对银行系统性风险的影响及金融监管政策在其中发挥的作用。结果表明,积极推进数字化转型的银行呈现出较低的系统性风险水平;外部金融监管在促进数字化转型降低银行系统性风险的过程中扮演重要角色。异质性研究发现,在数字化转型过程中,不同类型商业银行在降低系统性风险方面的效果存在差异:国有大型银行以及环境、社会和公司治理(ESG)评分较高的银行由于其本身较强的风险管理能力,系统性风险降低幅度较为有限;在激烈市场竞争环境中或拥有较高同业资产比例的银行,通过数字化转型显著降低了系统性风险。该研究还表明,银行通过数字化转型降低贷款集中度,从而有效降低了系统性风险。这些发现为银行业务数字化转型及相关金融监管提供了实证支持和政策启示。
This paper explores the impact of digital transformation on bank systemic risk and the role played by financial regulatory policies in it.The results show that banks that actively promote digital transformation present a lower level of systemic risk;extemnal financial regulation plays an important role in promoting digital transformation to reduce systemic risk of banks.The heterogeneity study finds that there are differences in the effectiveness of different types of commercial banks in reducing systemic risk in the process of digital transformation;large state-owned banks as well as banks with high ESG scores have more limited systemic risk reduction due to their own stronger risk management capabilities;banks in a highly competitive market environment or with a high proportion of interbank assets significantly reduce their systemic risk through digital transformation by reducing their systemic risk.The study also shows that banks effectively reduce systemic risk by reducing loan concentration through digital transformation.These findings provide empirical support and policy implications for the digital transformnation of banking and related financial regulation.
作者
孙中会
逯苗苗
王宪明
SUN Zhonghui;LU Miaomiao;WANG Xianming(Center for Economic Research,Shandong University,250100;School of Business,Liaocheng University,252000;Shandong Branch,China Construction Bank,250100)
出处
《制度经济学研究》
2024年第2期193-212,共20页
Research on Institutional Economics
基金
国家社科基金青年项目“网络嵌入视角下战略性新兴产业融合集群发展的机制与路径研究”(项目编号:23CJY084)
山东省自然科学基金项目“新时代商业银行数字化转型与高质量发展研究”(项目编号:ZR202109270024)
山东省高等学校青创科技支持计划“产业融合与网络演化创新团队”(项目编号:2023RW051)
关键词
数字化转型
商业银行
金融监管
系统性风险
digital transfornation
commercial banks
financial regulation
systemic risk
作者简介
孙中会,山东大学经济研究院博士研究生,地址:(250100)山东省济南市山大南路27号山东大学经济研究院,E-mail:202120056@mail.sdu.edu.cn;通讯作者:逯苗苗,经济学博士,聊城大学副教授、硕士生导师,地址:(252000)聊城大学商学院,E-mail:lclumiaomiao@foxmail.com;王宪明,经济学博士,中国建设银行山东省分行高级工程师,地址:(250100)中国建设银行山东省分行,E-mail:wangxianming.sd@ccb.com。
