Name
Zhe Niu
Major
Data Science
Class
2024
About
| Zhe Niu, Data Science major at DKU, focuses on FinTech innovations and their impact on credit risk management in commercial banking. |
| Zhe Niu, Data Science major at DKU, focuses on FinTech innovations and their impact on credit risk management in commercial banking. |
| My signature work project delves into the intricate relationship between Intelligent Risk-Management Technology (IRMT) and the Non-Performing Loan (NPL) ratio in the landscape of Chinese commercial banks. This research spans from 2012 to 2022, covering operational and financial data from 42 A-share listed commercial banks. Utilizing a dual approach that combines econometric models and advanced machine learning techniques, the study seeks to elucidate how the adoption and sophistication of IRMT affect credit risk across different types of banks, including state-owned, joint-stock, and city banks.
The econometric analysis employed a two-way fixed effects model to quantify the impact of IRMT on NPL ratios, revealing significant inverse relationships and highlighting the potent role of technology in mitigating credit risks. Complementarily, machine learning models such as Random Forest and Gradient Boosting Regression provided deeper insights into the predictive variables affecting NPL ratios, enhancing the study’s accuracy and depth through feature importance and SHAP value analysis. This research not only contributes to the understanding of FinTech’s role in credit risk management but also offers practical implications for banks, policymakers, and regulators. |
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