气候变化、金融素养与银行风险承担
Climate Change, Financial Literacy and Risk Taking of Banks

随着全球气候变暖，气候风险对民众生活和经济金融体系都会产生一定的影响。本文以2008~2022年期间中国156家地方性商业银行为样本，采用逐年平均气温、平均降水量和日照时数波动程度作为气候变化的量化指标，并在细化年度气温为季度气温的基础上，从物理风险角度出发，建立基准回归模型，研究气候变化对地方性商业银行风险承担的影响，在此基础上探讨了居民金融素养水平对两者关系的影响，得出结论：年均气温和年均降水量越高，地方性商业银行的风险承担水平越高；在年均气温波动的基准上，较高的居民消费素养水平能够减少气候变化对地方性商业银行风险承担水平的影响；相对于城市商业银行来说，农村商业银行风险承担水平对气候变化的反应更敏感；不同地区的地方性商业银行风险承担水平对季度气温波动程度反应的敏感程度不同。最后就银行管理方面提出了相应的对策建议。
With global warming, climate risks will have a certain impact on people’s lives and economic and financial systems. Taking 156 local commercial banks in China during 2008~2022 as samples, this paper uses the annual average temperature, average precipitation and sunshine duration fluctua-tions as quantitative indicators of climate change, and establishes a baseline regression model from the perspective of physical risk on the basis of dividing annual temperature into quarterly temperature. This paper studies the impact of climate change on the risk taking of local commercial banks, and then discusses the impact of residents’ financial literacy level on the relationship between them. The conclusion is that the higher the average annual temperature and average an-nual precipitation, the higher the risk taking level of local commercial banks; On the basis of av-erage annual temperature fluctuation, the higher level of consumer literacy can reduce the impact of climate change on the risk bearing level of local commercial banks; Compared with urban commercial banks, the risk taking level of rural commercial banks is more sensitive to climate change. The risk taking level of local commercial banks in different regions has different sensitivity to seasonal temperature fluctuations. Finally, this paper puts forward corresponding counter-measures and suggestions in bank management.