非贷款业务、同业业务与银行绩效研究——基于银行异质性视角

Research on Non-Loan Business, Interbank Business and Bank Performance—Based on Banking Heterogeneity Perspective

摘要: 本文基于我国100家商业银行数据，实证分析我国商业银行贷款净额外的盈利性资产对于银行绩效的影响，且进一步分析了其中主要组成部分银行同业业务对银行绩效的影响。实证结果表明：1) 商业银行贷款净额外的盈利性资产会降低银行绩效，其中银行同业业务增加了银行绩效。2) 考虑银行异质性，按照银行分类分别进行回归，发现全国和区域性股份制商业银行、城市商业银行和农村商业银行结果更为显著，其绩效受到银行同业业务更多影响。3) 采用其他绩效代理变量和样本分类进行稳健性检验，回归结果保持不变。这对我国不同类型商业银行资产结构调整具有借鉴意义，并对已有研究的不确定结果进一步提供了证据。

Abstract: This paper empirically analyzes the impact of profitable assets except net loans on bank performance, and further analyzes the impact of their main components on bank performance based on the data of 100 commercial banks in China. The empirical results show: 1) The profitable assets except net loans will reduce the profitability of banks, and loans and advances to banks will increase the profitability of banks. 2) Considering the heterogeneity of banks, the results of regression according to bank classification show that the regression results of national and regional joint-stock commercial banks, urban commercial banks and rural commercial banks are more significant, and their performance is more affected by the interbank business. 3) The robustness checks were carried out by using another performance proxy variable and other sample classifications, and the regression results remained unchanged. This paper is of guiding significance to the formation of future profit models of different types of commercial banks in China and further provides evidence for the uncertain results of the existing research.