商业银行金融科技的发展对自身风险管理的影响——基于我国大型国有、股份制银行的实证研究摘要：本文研究样本选择为2011年1月—2020年12月Wind数据库和各大商业银行年报公布的中国工商银行、中国农业银行、中国银行、中国建设银行、交通银行、招商银行、中国民生银行、中信银行、兴业银行9家大型商业银行的公开数据，求出的2011年到2020年的金融科技指数指标，通过对金融科技与商业银行资产资本比进行实证分析，得出金融科技对于商业银行风险的的影响。关键词：金融科技商业银行风险管理Abstract:ThesampleselectionforthisarticleistheWinddatabasefromJanuary2011toDecember2020andthepublicdataofseverallargecommercialbanks,includingBankofChina.Thefinancialtechnologyindexindicatorsfortheperiodfrom2011to2020arecalculatedthroughtheanalysisoffinancialtechnologyandfinancialtechnology.Empiricalanalysisoftheasset-to-capitalratioofcommercialbanks,andtheimpactoffinancialtechnologyoncommercialbankrisksKeywords:financialtechnology,commercialbank,riskmanagement目录前言.......................................................................................................................................4文献综述.................................................................................................................................4理论分析与研究假设.................................................................................................................7实证分析...............................................................................................................................10数据准备........................................................................................................................10被解释变量.....................................................................................................................10解释变量........................................................................................................................10控制变量........................................................................................................................12模型构造........................................................................................................................12金融科技指数合成............................................................................................................13因子分析法...............................................................................................................13球形检验..................................................................................................................13回归分析........................................................................................................................15统计描述..................................................................................................................15共线性检验...............................................................................................................15模型设置检验............................................................................................................16实证分析结果..................................................................................................................16结论和政策启示.....................................................................................................................17参考文献...........................................................................
