FinTech adoption and bank risk-taking: evidence from China

Pin Guo, Maoyong Cheng and Yue Shen

Applied Economics Letters, 2024, vol. 31, issue 7, 594-602

Abstract: We examine the impact of FinTech adoption on bank risk-taking. Applying the instrumental variable panel quantile regression (IV-QRPD) approach to the data of 160 Chinese commercial banks over the period of 2011–2020, we provide fresh evidence on the quantile-varying relation between FinTech adoption and bank risk-taking. We show that FinTech adoption increases bank risk-taking in low and middle quantiles but reduces bank risk-taking in high quantiles. We further find that this quantile-varying impact works through the efficiency-enhancing, gamble for resurrection, and credit expansion channels.

Date: 2024
References: Add references at CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1080/13504851.2022.2140755 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:taf:apeclt:v:31:y:2024:i:7:p:594-602

Ordering information: This journal article can be ordered from
http://www.tandfonline.com/pricing/journal/RAEL20

DOI: 10.1080/13504851.2022.2140755

Access Statistics for this article

Applied Economics Letters is currently edited by Anita Phillips

More articles in Applied Economics Letters from Taylor & Francis Journals
Bibliographic data for series maintained by Chris Longhurst ().