金融学院知识库

  2023年2月，中共中央、国务院印发《数字中国建设整体布局规划》，其中明确提出建设数字中国是数字时代推进中国式现代化的重要引擎，是构筑国家竞争新优势的有力支撑。加快数字中国建设，对全面建设社会主义现代化国家、全面推进中国民族伟大复兴具有重要意义和深远影响。在此背景下，商业银行积极推进数字化转型建设，无论是先进技术应用，还是商业模式创新，在很多领域都居于全球银行业的前列。然而，数字化使得金融服务更加复杂多元，蕴含更多不确定因素。数字化转型是否能降低商业银行风险承担水平，又是以何种机制进行影响，是目前争论的焦点。

  基于此，本文以39家上市银行2010-2022年的数据作为样本，通过Python语言获取商业银行数字化转型词频，从商业银行转型重视程度、数字化成果转化度和数字人才投入度三个维度利用熵值法合成商业银行数字化转型指数，构建双向固定效应模型，验证数字化转型能降低商业银行风险承担水平；通过中介效应模型检验数字化转型通过经营效率提升机制和收益结构优化机制减小商业银行风险承担水平；并以2023年9月央行公布的全国系统性重要性银行名单为分类依据，检验数字化转型对不同系统重要性银行风险承担影响的异质性，结果表明非系统重要性银行对数字化转型的风险降低效应表现得更加敏感。此外根据实证结果，对商业银行如何更好发展数字科技提出针对性的政策建议。

  本文的边际贡献有两点。一方面从更加全面的角度衡量了商业银行的数字化转型程度。另一方面完善了商业银行数字化转型对风险承担影响的作用机制，更深入地探究数字化转型降低银行风险承担水平的内在机理。

The "Overall Layout Plan for the Construction of Digital China" has been issued by The Central Committee of the Communist Party of China and the State Council in February 2023. It is clearly stated that building a digital China is the powerful engine to promote Chinese path to modernization in the digital era, and is potent strut to establish new national competitive advantages. It has significant impact to build a socialist modernization powerful country and roundly accelerate the rejuvenation of the Chinese nation by speeding up the development of digital China. Under this background, commercial backs are accelerating digital transformation. Significant progress has been achieved by China’s banking industry. It ranks at the forefront of the global banking industry in many fields whether in advanced technology application or business model innovation. However, digitalize made financial service more complicate because Many uncertain factors are included in digitalize. It is focus of discussion that whether digital transformation can reduce the risk-taking of commercial bank, and by which manner to act on it.

Based on this, this paper collected the data of thirty-nine listed banks in 2010 to 2022 as the sample, and using Python to obtain the digital transformation words of commercial banks. Firstly, This paper testified that digital evolution can diminish the risk-taking of banks, by constructed fixed effect model and utilized the entropy method to synthesize the digital transformation index of commercial banks from three dimensions: the degree of emphasis on commercial banks transformation, the degree of digital achievement conversion, and the degree of digital talent investment. Secondly, this paper testified that digital transformation reduced risk-taking of banks in way of improving operational efficiency and optimizing income structure by mediating effect model. Lastly, this paper has trialed the heterogeneity of banks which classified with systemically important banks and non-systemically important banks, and the result shows that the non-systemically important banks are more sensitive to reduce the risk-taking.

There are two possible marginal contributions in the paper. On the one hand, this paper has measured the level of digital conversion of commercial banks more comprehensively. On the other hand, this paper has improved the mechanism of the impact of digital transformation of commercial banks on risk-taking, and has explored the intrinsic principles of it in depth.