金融創新對銀行績效的影響—以美國為例

Impact of financial innovation on bank performance - Evidence from the United States.

潘慶媛(Poon Hing Wun)

指導教授 ： 陳庭萱

共同指導教授 ： 吳明義(Ming-Yi Wu)

國立臺中科技大學/商學院/財務金融研究所碩士班/碩士(2023年)

摘要

本文以美國銀行為研究對象，使用動態二階段GMM模型進行分析，探討金融創新與銀行績效的關係，樣本期間涵蓋2011年至2019年。本文使用USPTO資料庫的金融專利申請數量作為金融科技之衡量指標，並以文字過濾法將專利按照創新類別分類；而銀行績效則以CAMEL評等系統作為衡量指標。實證結果顯示金融創新對銀行績效有顯著正面的影響，而其中用作資料分析的創新技術於七個金融科技分類中最為有價值。在數位轉型的浪潮下，這些發現對銀行及金融業制定金融科技策略具有重要的意義及貢獻。

關鍵字

金融創新 ； 金融科技 ； 專利 ； 銀行績效 ； CAMEL

並列摘要

This study investigates the relationship between financial innovations and bank performance of the United States from 2011 to 2019. We use text-based filter analysis to identify fintech patent application filings from USPTO as proxy of financial innovation. Then we adopt bank rating system CAMEL to evaluate banks’ financial performance. Our estimated models are analyzed by the two-step generalized method of moments estimators. The empirical results indicate a positive significant association between fintech and bank performance and the fintech innovation of data analytics being the most valuable among seven main fintech categories. These findings have meaningful implications for banking and financial institutions to formulate fintech strategies under the new wave of digital transformation.

並列關鍵字

Financial innovations ； fintech ； patent ； bank performance ； CAMEL

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