大型科技公司金融科技与银行信用风险研究
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引用本文:王仁曾,郭峰,庄旭东.大型科技公司金融科技与银行信用风险研究[J].财经理论与实践,2024,(3):19-26
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作者单位
王仁曾,郭峰,庄旭东 (华南理工大学 经济与金融学院广东 广州 510006) 
中文摘要:通过构建理论模型并进行实证检验,研究了大型科技公司的金融科技对商业银行信用风险承担水平的影响。研究表明,大型科技公司的金融科技提升了理财产品的便利性,分流了商业银行的存款业务,削弱了银行的“特许权价值”,从而推升了商业银行的信用风险承担水平。大型科技公司的金融科技对银行信用风险的冲击存在规模效应和城乡差异,进一步研究发现,其规模效应和城乡差异主要来源于大型科技公司金融科技对银行存款分流冲击的客观作用效果差异,面对存款分流压力时不同规模和城乡属性的银行自身的行为差异并不是产生异质性影响的原因。基于此,对于金融科技发展的规划,需要建立适当的防火墙,防止金融科技相关业态引发金融风险跨市场、跨部门传播。
中文关键词:大型科技公司  金融科技  信用风险  银行负债结构
 
Research on Big Tech Financial Innovation and Credit Risk of Commercial Banks
Abstract:This paper gives a theoretical deduction by static model, and then empirically tests the impact of FinTech innovation of Big Tech on the credit risk bearing level of China's commercial banks. The paper finds that the Big Tech companies improved the convenience of financial products through FinTech means, diverted the deposit business of commercial banks, weakened the “franchise value” of banks, and promoted the credit risk bearing level of commercial banks; the impact of FinTech innovation of Big Tech on bank credit risk has scale effect and urban-rural heterogeneity, which mainly comes from the different effect caused by FinTech innovation of Big Tech on bank deposit diversion, and the differences in the behavior of banks with different scales and urban-rural attributes are not the reason for the heterogeneous impact. In view of this, for the planning of financial technology development, it is necessary to establish appropriate firewalls to prevent the cross-market and cross-departmental transmission of financial risks caused by fintech-related formats.
keywords:Big Tech  financial technology  credit risk  bank liability structure
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