互联网金融对我国商业银行的影响研究——基于VAR模型的实证分析
为探究互联网金融对我国商业银行的影响效果，本文在分析互联网金融透明度高、广泛参与、支付便捷，信息处理更加高效等特点的基础上，比较了互联网金融对商业银行资产业务、中间业务、负债业务三个方面的影响程度，再从受冲击最大的中间业务入手，结合数据并利用VAR模型对商业银行支付结算业务从互联网金融第三方支付中所受到的冲击进行了量化分析，根据模型的脉冲响应和方差分解的结果显示，商业银行的结算业务并未受到负面影响，而且在长期中，互联网金融和商业银行存在着一定的相互促进的作用。
关键词:互联网金融；商业银行；VAR模型
Analysis of the Impact of Internet Finance on the Traditional Commercial Banks in China——Empirical Analysis Based on VAR Model
Abstract：In order to explore the Internet financial impact on China's commercial banks, based on the analysis of the Internet financial transparency, broad participation, convenient payment, more efficient information processing, we compare the influence degree of the three aspects of the commercial bank and find intermediary business has the biggest impact., this paper use VAR model to analysis the impact that commercial bank payment affected by the third party payment. According to the results of impulse response and variance decomposition model, the settlement business of commercial banks did not receive negative impact . In the long run, there is a certain mutual promotion Internet between Internet finance and commercial bank.
Key words：internet finance; traditional commercial banks; VAR model
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