【作者】 张琳；

【导师】 陈为民； 马林；

【作者基本信息】 湖南科技大学 ， 金融硕士（专业学位）， 2024， 硕士

【摘要】 随着数字普惠金融的不断深入,商业银行,作为金融行业核心领域的主要角色,受到了明显的冲击。数字普惠金融的兴起对传统商业银行的经营造成了重大影响。该新兴金融模式为储户提供了更多样化的投资渠道选择,削弱了商业银行吸纳存款的优势地位。为应对客户流失,银行不得不提高存款利率,增加营运成本。与此同时,数字普惠金融机构推出的低门槛、低利率且高效的贷款服务,分流了商业银行的传统贷款业务。这些因素导致商业银行的净利差收窄,经营风险升高。结果,商业银行在资产和负债两端均遭受数字普惠金融平台的挑战,导致存贷款利差持续收窄,净息差减少,影响了其盈利能力。具体来说,为维持特许经营权价值,商业银行可能寻求高风险投资,以增加风险承担。随着数字普惠金融对商业银行的影响日益深入,研究数字普惠金融对我国商业银行风险承担的影响,有助于商业银行在数字化转型中更好地预防和化解风险;也有利于监管机构精确施政,共同建立精准、高效、有力的风险管理体系。为探讨数字普惠金融对商业银行风险承担的影响,本研究首先界定数字普惠金融及商业银行风险承担的定义,并回顾其发展脉络;接着在理论层面,本文分析了数字普惠金融对商业银行风险承担能力的作用,并概述了数字普惠金融通过净息差作用于商业银行风险承担的路径,据此提出两项假设;研究的后半部分,选用了2011至2021年间我国101家商业银行的面板数据为样本,构建了静态面板模型,利用中介效应模型实证检验了数字普惠金融对商业银行风险承担影响及其作用机制。本文的研究结论有以下几点:(1)数字普惠金融的发展会推动商业银行增加自身风险承担,以谋求更多利润。(2)数字普惠金融通过侵蚀商业银行的存贷款业务,引致存贷款利差缩减及净息差下降,这进一步激励银行倾向于从事高风险投资,由此增加了商业银行的风险承担程度,构建了“数字普惠金融—净息差—风险承担”这一作用机制。针对研究结论,本文提出优化商业银行风险管理的建议:从银行的角度来说,首先要完善风险管理框架,提高风险管理水平;其次加快银行业务数字化转型,提高银行业务创新能力。从金融监管机构的角度来说,(1)完善普惠金融监管制度,统一监管;(2)提高科技金融监管;(3)加强公众金融教育;(4)加强舆论管控。更多还原

【Abstract】 As digital inclusive finance progresses,commercial banks,crucial players in the finance sector,have felt a notable disruption.This trend has significantly challenged the traditional operations of these banks.Offering depositors varied investment options,this new financial approach undermines commercial banks’ability to attract and hold deposits.In response,banks are forced to raise interest rates on deposits,increasing their operating expenses.Digital inclusive finance entities also offer accessible,low-cost,and efficient loan services,capturing a portion of the market traditionally dominated by commercial banks.This competition tightens banks’net interest margins and heightens their operational risks.Consequently,commercial banks are pressured from both sides—assets and liabilities—by digital finance platforms,shrinking their interest earnings and impacting their profitability.In an effort to preserve their franchise value,they might venture into higher-risk investments,escalating their risk exposure.Delving into how digital inclusive finance affects the risk profile of China’s commercial banks is crucial.It not only aids these banks in navigating risks during their digital transition but also supports regulatory bodies in crafting precise and effective risk management strategies.This research investigates the influence of digital inclusive finance on commercial banks’propensity to take risks.Initially,it clearly defines both digital inclusive finance and the concept of risk-taking by commercial banks,alongside a review of their evolution.Theoretical discussions then shed light on how digital inclusive finance impacts the level of risk commercial banks are willing to undertake.It specifically details the process by which digital inclusive finance impacts banks’risk-taking through changes in the net interest margin,leading to the formulation of two hypotheses.The latter section of the study analyzes panel data from 101 Chinese commercial banks between 2011 and 2021,employing a static panel model and a mediation effect model to empirically examine the effects of digital inclusive finance on banks’risk behavior and the underlying mechanisms.The findings reveal that:(1)Digital inclusive finance spurs commercial banks to increase their risk-taking activities in pursuit of higher profits.(2)By diminishing the traditional deposit and loan operations of banks,digital inclusive finance narrows the spread between deposits and loans and lowers the net interest margin.This,in turn,incentivizes banks towards higher-risk investments,thereby escalating their level of risk engagement.This outlines a mechanism whereby digital inclusive finance influences bank risk-taking through the net interest margin.Building on the findings,this study offers several suggestions to refine risk management practices within commercial banks.From a banking standpoint,there’s a clear need to first refine and enhance their risk management frameworks to bolster overall risk management efficacy.Additionally,banks should expedite their digital transformation efforts to boost their capacity for innovation in banking services.For financial regulators,the paper outlines four main strategies:(1)refining and unifying the regulatory framework for inclusive finance to ensure cohesive oversight;(2)enhancing the regulatory oversight of fintech to keep pace with technological advancements;(3)intensifying efforts in public financial education to raise awareness and understanding among consumers;and(4)increasing the management of public discourse to ensure accurate and responsible financial information dissemination.更多还原