摘要
互联网贷款作为商业银行数字化转型的核心业务,是防范化解系统性风险不容忽视的重点领域。以2017—2022年中国23家上市商业银行季度数据为研究样本,探究互联网贷款对系统性风险的影响和作用机制。研究发现,商业银行互联网贷款业务发展加剧了系统性风险;投向行业集中度强化了互联网贷款对系统性风险负向溢出效应,银行多元化经营则减弱了此影响;互联网贷款新规的实施有效抑制了互联网贷款对系统性风险的加剧作用。
Internet loan,as a core business in the digital transformation of commercial banks,is a critical area that cannot be overlooked in mitigating systemic risks.This study,using quarterly data from 23 listed Chinese commercial banks from 2017 to 2022,investigates the impact and mechanisms of internet lending on systemic risks.The findings reveal that the growth of internet loan services in commercial banks has exacerbated systemic risks.The investment industry concentration intensifies the negative spillover effect of internet loan on systemic risks,while diversified bank operations mitigate this impact.The implementation of new regulations for internet loan has effectively curbed their role in aggravating systemic risks.
作者
何剑
王雨薇
王心怡
He Jian;Wang Yuwei;Wang Xinyi(School of Finance,Xinjiang University of Finance&Economics,Urumqi 830012,Xinjiang,China;School of Economics and Management,Shihezi University,Shihezi 832003,Xinjiang,China)
出处
《征信》
北大核心
2024年第3期62-73,共12页
Credit Reference
基金
国家自然科学基金项目(7216030084)
新疆财经大学校级科研基金项目(XJUFE2023B011)。
关键词
互联网贷款
系统性风险
投向行业集中度
差异化监管
internet loan
systemic risks
investment industry concentration
differentiated regulation
