数字化转型对商业银行风险承担影响研究——以A股上市银行为例
Research on the Impact of Digital Transformation on the Risk-Taking of Commercial Banks—A Case Study of A-Share Listed Banks

伴随着第四次工业革命而来的数字化浪潮，正变革和重塑着千行百业，而以商业银行为代表的金融产业，可以说是数字化浪潮影响最深刻的领域，但数字化给银行带来新机遇的同时，也给银行的风险管理带来了新的挑战。本文选择中国沪深A股上市银行2011~2021年的数据作为研究样本，实证考察了商业银行数字化转型对其风险承担水平的影响及作用机制。研究发现，商业银行数字化转型通过提高银行的风险管理能力和金融创新能力，进而显著抑制了商业银行的风险承担水平。异质性分析结果表明数字化转型对大型商业银行风险承担水平的降低作用较中小型商业银行更为明显；不同维度的数字化转型对商业银行风险承担的影响不同，技术数字化对商业银行风险承担的影响最大，业务数字化次之，管理数字化在当前阶段的作用并不明显。
The digital wave that comes with the fourth industrial revolution is transforming and reshaping thousands of industries, and the financial industry represented by commercial banks can be said to be the most profoundly affected area by the digital wave, but while digitalization brings new opportunities to banks, it also brings new challenges to banks' risk management. This paper selects the data of China’s Shanghai and Shenzhen A-share listed banks from 2011 to 2021 as the research sample, and empirically examines the impact and mechanism of digital transformation of commercial banks on their risk-taking level. The study finds that the digital transformation of commercial banks significantly inhibits the risk-taking level of commercial banks by improving their risk management capabilities and financial innovation capabilities. The results of heterogeneity analysis show that digital transformation has a more obvious effect on the reduction of risk-taking level of large commercial banks than that of small and medium-sized commercial banks. The impact of digital transformation on the risk-taking of commercial banks is different in different dimensions, and the impact of technological digitalization on the risk-taking of commercial banks is greater, followed by business digitalization, and the role of management digitalization in the current stage is not obvious.