南华大学学报（社会科学版）2026，Vol.27Issue(1)：73-88,16.DOI:10.13967/j.cnki.nhxb.2026.009
极端天气对商业银行系统性风险的影响效应及机制研究
The Effect and Mechanism of Extreme Weather on Banking Systemic Risk of Commercial Banks
摘要
Abstract
Extreme weather brings great disasters to natural ecology and human society,posing serious challenges to financial stability and sustainable development,and climate-related financial risks have gradually become an important topic among academics and policymakers.Based on the data of 121 local commercial banks in China and the number of extreme weather days in each city from 2007 to 2023,this paper explores the impact of extreme weather on commercial banks'systemic risk.It is found that extreme weather significantly exacerbates commercial banks'systemic risk and still holds after a series of robustness tests.The mechanism of action test shows that extreme weather exacerbates commercial banks'systemic risk mainly by increasing direct economic losses caused by natural disasters and weakening the resilience of the industrial chain.The moderating mechanism test shows that bank competition can moder-ate the positive impact of extreme weather on commercial banks'systemic risk,while climate policy uncertainty strengthens this effect.The heterogeneity test shows that the positive effect of extreme weather on commercial banks'systemic risk is stronger when ecological resilience is weak,economic policy uncertainty is high,and urban investment debt scale is small.The findings provide important in-sights for preventing and mitigating climate-related systemic financial risks.关键词
极端天气/银行系统性风险/直接经济损失/产业链韧性/同业网络Key words
extreme weather/banking systemic risk/direct economic loss/industrial chain resilience/peer network分类
管理科学引用本文复制引用
吴成颂,李雅文..极端天气对商业银行系统性风险的影响效应及机制研究[J].南华大学学报（社会科学版）,2026,27(1):73-88,16.基金项目
国家社会科学基金一般项目"'双碳'目标下商业银行系统风险形成、传染及化解路径研究"资助(编号:24BGL061) （编号:24BGL061）
安徽建筑大学2024年度博士后科学研究项目(人文社科类)"'金融强国'背景下商业银行高质量发展的驱动机制与提升路径研究"资助(编号:2024QDHR02) （人文社科类）
