资产规模、业务结构与银行绩效水平——基于“一带一路”中国及沿线国家银行面板数据

Assets,business structure and bank performance:based on the panel data from banks in China and countries along the “Belt and Road”

以"一带一路"倡议下的中国及沿线国家银行资产规模扩张及非利息业务拓展为视角,从反映银行绩效水平的盈利和风险两个维度出发,发现"一带一路"区域内商业银行的资产规模与业务结构具有正向交互效应,二者对银行盈利能力及风险承担具有显著非线性协同影响。本文基于三维拟合曲面及边际分析法得出银行从非利息业务获得绩效水平提升须达到门槛规模,小型商业银行过度经营非利息业务反而降低银行的绩效水平,只有规模较大的银行提高非利息收入占比才能获益,但不能无限扩大规模,存在与非利息业务相匹配的最优资产规模-业务结构组合;因此,银行自身应合理调整规模与业务,强化风险意识;同时,"一带一路"沿线国家应建立区域性金融集群,优化资产规模-业务结构组合,提升银行业整体核心竞争力。

Based on profit and risk that reflecting bank performance,from the perspective of bank asset expansion and non-interest business development in China and those countries along the“Belt and Road”,the paper reveals that:firstly,there is interaction effect between asset and business structure,both of them have significant nonlinear co-effect on bank profitability and risk taking.Secondly,three-dimensional fitting surface and marginal analysis show that bank can only rise the level of performance on the condition that it achieves the threshold of assets,banks with small scale would decrease the performance when operating excessive non-interest business,it’s only profitable for banks with large scale extending non-interest business,but they cannot expand the scale unlimited,there is the optimal asset size-business structure that matches the non-interest business.Therefore,banks should reasonably adjust asset and business,strengthen risk awareness,build regional financial cluster and optimize the structure between asset and business types in those countries along the“Belt and Road”to enhance competitiveness of banks.