【作者】 刘丹；

【导师】 任曙明；

【作者基本信息】 大连理工大学 ， 金融专硕（专业学位）， 2021， 硕士

【摘要】 互联网技术的发展与普及改变了国民生活的方方面面。2011年起,互联网金融在中国开启了全新的发展模式,随之席卷而来的是剧烈的金融创新风暴。在金融创新不断发展的过程中,传统金融生态发展格局受到巨大的影响,互联网金融成为推动我国传统金融体系改革的主要动力。银行业作为传统金融业态体系中的重要组成部分,在互联网金融的持续影响下首当其冲,银行风险承担不断加剧;而农村商业银行作为中小银行业的代表,在国家三农政策的背景依托下,其风险承担行为选择更受到关注。在此背景下,本文以丹东农村商业银行为例,深入探讨互联网金融对银行风险承担的影响渠道,并对丹东农村商业银行的风险承担行为选择提出改善建议。首先,本文在文献综述中对“互联网金融”和“银行风险承担”进行了概念界定,就互联网金融的功能、模式和创新三个层面,以及银行风险承担的影响因素进行了文献梳理;其次,从丹东农村商业银行的公司背景及业务介绍出发,深入分析了互联网金融冲击下丹东农村商业银行风险承担的特征现状;然后,通过理论分析和模型推导,提出两条可能存在的渠道机制,即“互联网金融——提升银行存款付息——加剧银行风险承担”和“互联网金融——降低银行贷款收益——加剧银行风险承担”,并提出本文三条基本假设;最后,通过查找各数据库及银行官网获取14家农村商业银行的相关数据,通过对多个农村商业银行的计量分析和丹东农村商业银行的个案分析来验证本文的理论假说。计量结果证实,互联网金融对农村商业银行的风险承担呈显著加剧的发展趋势。案例研究发现:(1)互联网金融总体上加剧了丹东农村商业银行的风险承担;(2)互联网金融通过提升银行存款付息和降低贷款收益两条渠道,加剧丹东农村商业银行的风险承担水平。研究结果表明,互联网金融不仅会对丹东农村商业银行这类中小银行的微观个体产生严重影响,甚至会波及到银行体系内部,加剧银行破产风险,对所有银行的风险承担都产生剧烈的冲击。本文的研究结果为探讨互联网金融对银行风险承担的影响路径提供了相关理论基础,并完善理论模型,为丹东农村商业银行在应对互联网金融风险冲击时提供了政策和建议。更多还原

【Abstract】 The development and popularization of the Internet technology have changed every aspect of national life.Since 2011,Internet finance has opened a new development mode in China,followed by a fierce storm of financial innovation.In the process of continuous development of financial innovation,the development pattern of traditional financial ecology has been greatly affected.Internet finance has become the main driving force for the reform of China’s traditional financial systems.As an important part of the traditional financial industry system,the banking industry bears the brunt under the continuous impact of Internet finance,and the risk taking of banks is increasingly intensified.As the representative of small and mediumsized banking industry and the background of rural commercial banks’ policy,the choice of risk-taking behavior of rural commercial banks has attracted more attention.In this context,this paper takes Dandong Rural Commercial Bank as an example to explore the influence channels of the Internet finance on bank risk-taking deeply,and puts forward improvement suggestions for the choice of risk-taking behavior of Dandong Rural Commercial Bank.First of all,this paper defines the concepts of "Internet finance" and "bank risk-taking" in the literature review,and makes a literature review on the functions,modes and innovations of Internet finance,as well as the influencing factors of bank risk-taking.Secondly,on the basis of the introduction of corporate background business of Dandong Rural Commercial Bank,this paper analyses the impact of Internet finance deeply and describes the characteristics of Dandong Rural Commercial Bank’s risk taking status quo;Then,using the two-stage method of the theoretical analysis and model deduction,two possible channel mechanisms are proposed,namely,"Internet finance – raising deposit interest payment--intensifying bank risk-taking" and "Internet finance--lowering loan yields--intensifying bank risk-taking",and three basic assumptions of this paper are put forward.Finally,the relevant statistics of 14 rural commercial banks are obtained by searching many databases and the official websites of banks,and the hypothesis of this paper was verified through econometric analysis.The measurement results confirm that the risk taking of Internet finance for rural commercial banks is significantly intensified.The case study finds that :(1)Internet finance intensifies the bank risk-taking of Dandong Rural Commercial Bank in general;(2)Internet finance increases the level of risk-taking of Dandong Rural Commercial Bank through two channels,namely,increasing the interest payment on bank deposits and reducing the loan income.The research results show that Internet finance will not only have a serious impact on the micro individuals of small and medium-sized banks such as Dandong Rural Commercial Bank,but also spread to the internal banking system,aggravate the risk of bank bankruptcy,and have a sharp impact on the risk-taking of all banks.The research results of this paper provide relevant theoretical basis for the discussion of the influence path of Internet finance on bank risk-taking,improve the theoretical model,and provide policies and suggestions for Dandong rural commercial banks to deal with the impact of Internet finance risks.更多还原