互联网金融对商业银行风险承担的影响研究

发布时间：2018-06-29 16:48

本文选题：互联网金融 + 商业银行风险　；参考：《宁夏大学学报(人文社会科学版)》2017年04期

【摘要】：文章基于2005年至2016年中国11家商业银行面板数据,运用VAR模型和静态、动态面板数据模型实证剖析了互联网金融对商业银行不良贷款风险和破产风险的影响。结果一致表明:互联网金融企业发展水平的提升会抬高总体商业银行风险,但对于电子银行替代率较高的商业银行,会降低其风险;银行互联网化水平、资本充足率及盈利能力的提高均降低了商业银行风险;银行资产规模、GDP实际增长率越大,破产风险越小,但不良贷款风险却越大;商业银行风险自身呈现动态正向影响。
[Abstract]:Based on the panel data of 11 commercial banks in China from 2005 to 2016, this paper empirically analyzes the impact of Internet finance on the non-performing loan risk and bankruptcy risk of commercial banks by using VAR model and static and dynamic panel data models. The results show that the improvement of the development level of Internet financial enterprises will raise the risk of commercial banks as a whole, but for commercial banks with high substitution rate of electronic banking, it will reduce their risks. The increase of capital adequacy ratio and profitability reduces the risk of commercial banks; the bigger the real growth rate of bank assets is, the smaller the risk of bankruptcy is, but the greater the risk of non-performing loans is.
【作者单位】：安徽财经大学金融学院;
【基金】：安徽财经大学研究生科研创新基金项目“人民币汇率对我国城市房地产价格区别影响研究”(ACYC2016046)
【分类号】：F724.6;F832

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