作　　者： ;

机构地区： 暨南大学经济学院

出　　处： 《中国海洋大学学报（社会科学版）》 2019年第1期44-50,共7页

摘　　要： 在金融科技广泛应用的背景下,商业银行传统优势不断削弱,短板问题日益突出。当前商业银行面临互联网金融快速发展、客户行为习惯不断变化、金融与科技不断融合的环境,使智慧化转型势在必行。本文构建了含有智慧化影响因子的DSGE模型,通过降低信息不对称程度,减少金融摩擦的影响,脉冲响应结果表明,智慧化可有效缓和外生冲击对宏观变量的作用,而不同状态稳态结果显示智慧化也可改善福利水平,提升经济发展水平,但也会提高企业平均杠杆率和破产率。针对分析结果,提出了完善智能风控和智能投顾、整合各类信息库、融合线上线下渠道、构建金融生态圈的商业银行智慧化转型策略。 Against the background of wide application of financial technology,the traditional advantages of commercial banks are being continually weakened,and the disadvantages are becoming more and more serious.Currently,commercial banks are faced with the rapid development of Internet finance,constant change of customers’ behavioral habits,and integration of finance and technology,which makes it imperative for banks to be smart.This article constructed a DSGE model with smart impact factors to reduce the influence of financial frictions by mitigating the degree of asymmetrical information.The impulse response results show that being smart can effectively mitigate the impact on macroeconomic variables,and the different state steady-state results show that being smart can also improve welfare level,enhance economic development,but can increase the rate of average leverage and bankruptcy of enterprises as well.In view of the analysis results,this paper proposes smart transformation strategies for commercial banks,that is,to perfect risk control and investment,integrate various information databases,integrate online and offline channels,and build a financial ecosystem.

关 键 词： 智慧化 环境因素 金融摩擦 转型策略

领　　域： [经济管理—金融学]