银行数字化转型与信用风险缓释——基于经济资本新视角
代婉瑞 1宋良荣1
作者信息
- 1. 上海理工大学管理学院(上海 200093)
- 折叠
摘要
银行数字化转型能否发挥信用风险缓释作用是一个值得探究的问题.基于经济资本视角系统考察银行数字化转型对信用风险的影响及其作用机制发现:银行数字化转型能够显著降低其信用风险经济资本,且该缓释作用具有时间持续性.机制检验表明:银行数字化转型通过优化贷款结构、拓展中间业务两条路径抑制信用风险经济资本.异质性分析表明:区域性银行、信贷规模较小的银行以及风险水平较高的银行通过数字化转型缓解信用风险经济资本压力的效果更好.此外,数字化转型赋能银行信用风险经济资本缓释最终可带来银行经营绩效提升.因此,银行应积极推进数字化转型,差异化布局数字化经济资本管理;政府应支持和引导银行业数字化发展,严防数字化转型引发的新风险问题.
Abstract
Whether banks'digital transformation can mitigate credit risk is a question worth exploring.This paper systematically examines the effect and mechanism of banks'digital transformation on credit risk from the perspective of economic capital.The results show that banks'digital transformation significantly reduces their credit risk economic capital,and this mitigating effect is persistent over time.Mechanism test reveals that banks'digital transformation inhibits credit risk economic capital by optimizing the loan structure and expanding the intermediary business.Heterogeneity analysis indicates that regional banks,banks with smaller credit scales,and banks with higher risk levels benefit more from digital transformation in alleviating the economic capital pressure of credit risk.In addition,it is also found that digital transformation empowers banks in credit risk economic capital mitigation,ultimately improving banks'business performance.Therefore,banks should actively promote digital transformation and differentiate the digital economic capital management layout.The government should support and guide the digital development of the banking industry while guarding against new risks arising from digital transformation.
关键词
银行数字化转型/信用风险/经济资本/经营绩效Key words
bank digital transformation/credit risk/economic capital/business performance引用本文复制引用
出版年
2023
NETL
NSTL
万方数据