【作者】 黄伟；

【导师】 戴淑庚；

【作者基本信息】 厦门大学 ， 金融， 2022， 硕士

【摘要】 随着时代的发展,计算机的计算能力和存储能力大量增强,数据总量成指数增长,人们从大量数据当中开始发现规律,数据的价值也在不断提升,大数据的概念和相关的处理技术应运而生,并且在近10年间快速发展。与此同时,商业银行的金融风险管理面临着国家战略、监管要求、外部竞争等方面带来的巨大的挑战,商业银行如何提升自我,适应竞争,也是商业银行风险管理发展要解决的问题。商业银行开始对大数据技术进行大量投入,并从不同风险角度进行应用,试图提升商业银行的金融风险管理水平。因此,探讨大数据技术应用在商业银行金融风险管理的哪些方面、大数据的应用对商业银行风险管理的具体有哪些影响的意义十分重大。本文主要研究两个问题:现阶段大数据如何应用于商业银行风险管理领域,以及大数据的应用对商业银行带来了哪些影响。本文选择利用实证研究的方法来证实大数据应用对商业银行金融风险管理的影响。首先介绍商业银行金融风险管理现状,之后通过文献研究,总结大数据的在商业银行各种风险管理当中的应用,接着,利用文本挖掘法建立2011年以来的金融风险大数据技术发展指数,并进行中介效应检验模型建模,以不良贷款率、成本收入比、资本充足率作为中介变量,对大数据指数对商业银行的风险加权资产收益率的影响进行实证研究,分析大数据应用对商业银行带来的影响,并得出大数据应用确实一定程度上影响了相关风险指标的结论,为后续商业银行在大数据的应用领域提供建议。更多还原

【Abstract】 With the development of the times,the computing power and storage capacity of computers have been greatly enhanced,and the total amount of data has increased exponentially.At the same time,people also begin to find laws from a large amount of data,and the value of data is constantly improving.The concept of big data and related processing technology should be put into operation,and have developed rapidly in the past 10 years.At the same time,the financial risk management of commercial banks is facing great challenges brought by national strategy,regulatory requirements and external competition.How to improve themselves and adapt to competition is also a problem to be solved in the development of risk management of commercial banks.Commercial banks began to invest heavily in big data technology and applied it from different risk perspectives,trying to improve the financial risk management level of commercial banks.Therefore,it is of great significance to explore the application of big data technology in the financial risk management of commercial banks and the specific impact of the application of big data on the risk management of commercial banks.This paper mainly studies three questions:the current situation of financial risk management of commercial banks in China,how to apply big data to the field of risk management of commercial banks,and what impact the application of big data has brought to commercial banks.This paper chooses the method of empirical research to confirm the impact of big data application on financial risk management of commercial banks.Firstly,it introduces the current situation of financial risk management of commercial banks,and then introduces how big data technologies applied to the risk management of commercial banks through project cases.Then,it uses the text mining method to establish the financial risk big data technology development index since 2011,and carries out the intermediary effect model,taking the non-performing loan rate and cost income ratio as intermediary variables,Conduct empirical research on the impact of big data development index on the return on risk weighted assets of commercial banks,analyze the impact of big data application on commercial banks.It is concluded that the application of big data does affect the relevant risk indicators to a certain extent,so as to provide suggestions for subsequent commercial banks in the application field of big data.更多还原