数字化转型对农村商业银行经营风险的影^*——兼论农村商业银行的数字化转型焦虑

How does Digital Transformation Affect the Operational Risk of Rural Commercial Banks? --Analyzing Digital Transformation Anxiety in Rural Commercial Banks

摘要

农村商业银行作为中国金融体系的重要组成部分和薄弱环节，金融科技浪潮下，其数字化转型是否有助于压降长期高企的经营风险是一个重要的现实问题。基于2015-2021年江苏省全县域47家农村商业银行的调查数据，构建数字化转型评价指标体系并计算合成指数，考察数字化转型对农村商业银行经营风险的影响。结果显示：数字化转型能够降低农村商业银行经营风险。影响机制检验发现，数字化转型通过缓解信息不对称的信息改善效应降低农村商业银行经营风险。相较于大规模、所处县域信用基础设施建设落后的农村商业银行，数字化转型对小规模、所处县域信用基础设施建设完善的农村商业银行经营风险的缓释作用更加明显。进一步讨论发现，数字化转型焦虑背景下农村商业银行过度数字化转型会提高其经营风险。建议稳步推进农商行数字化转型，完善农商行数字化转型的政策支持体系，营造审慎创新环境，防范农商行数字化转型的潜在风险和隐患。

Abstract

Rural commercial banks not only play an important role, but also be a weak link of China's financial system. Whether the digital transformation of rural commercial banks under the wave of financial technology can help to reduce the long-standing high operational risks is an important practical issue. Based on the survey data of 47 rural commercial banks in the whole county area of Jiangsu Province from 2015 to 2021, this paper constructs the digital transformation evaluation index system and calculates the synthetic index to analyze and test the impact of digital transformation on the operation risk of rural commercial banks. The study found that digital transformation can reduce the operational risk of rural commercial banks. The analysis of the impact mechanism found that digital transformation reduces the operational risk of rural commercial banks through the information improvement effect of mitigating information asymmetry. Heterogeneity analyses show that digital transformation has a more pronounced mitigating effect on the operational risk of rural commercial banks that are small and located in counties with well-developed credit environments than those that are large and located in counties with poorly developed credit environments. Further analysis reveals that excessive digital transformation of rural commercial banks under digital transformation anxiety raises operational risk. It is recommended to improve the policy support system for the digital transformation of rural commercial banks and steadily promote the digital transformation of rural commercial banks. At the same time, a prudent innovation environment should be created to guard against the potential risks and pitfalls of the digital transformation of rural commercial banks.

关键词

数字化转型 / 经营风险 / 农村商业银行 / 信息不对称

Key words

digital transformation / operational risk / rural commercial banks / information asymmetry

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基金资助

*江苏省卓越博士后计划(2024ZB834)