业务多元化对商业银行的业绩影响——基于风险承担的中介效应

摘要/Abstract

摘要： 从收入多元化和资产多元化两个维度选取商业银行业务多元化的代理变量，以2006~2019年我国A股上市的28家商业银行为研究样本，通过建立动态面板数据模型，研究我国商业银行业务多元化对业绩和风险承担的影响机理，并实证检验风险承担在银行业务多元化和业绩影响中发挥的中介作用。研究结果表明，无论从收入多元化还是从资产多元化角度，业务多元化与我国商业银行业绩均呈负相关，与风险承担正相关，但其作用效果因所有权结构而异，在业务多元化对银行业绩的作用中，风险承担部分或完全地发挥中介效应。

关键词: 商业银行, 业务多元化, 业绩, 风险承担

Abstract: In this paper,we choose the agency variables of the diversification of commercial bank business from the two dimensions of income diversification and asset diversification,and take 28 commercial banks listed in A-share market in 2006~2019 as the research samples.Through the establishment of dynamic panel data model,this paper studies the impact mechanism of business diversification on performance and risk-taking in China's commercial banks,and empirically tests the intermediary role of risk-taking in business diversification and performance impact.The results show that,no matter from the perspective of income diversification or asset diversification,business diversification is negatively related to the performance of commercial banks in China,and positively related to the risk-taking of commercial banks in China,but its effect varies according to the ownership structure.In the role of business diversification on the performance of banks,risk-taking partially or completely plays an intermediary effect.

Key words: commercial bank, business diversification, performance, risk taking

中图分类号:

F832

王欣欣. 业务多元化对商业银行的业绩影响——基于风险承担的中介效应[J]. 贵州财经大学学报, 2021(04): 65-73.

WANG Xin-xin. The impact of business diversification on performance of commercial banks-Mediating effect based on risk taking[J]. Journal of Guizhou University of Finance and Economics, 2021(04): 65-73.

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