多元化战略、贷款质量与银行绩效——基于信息协同的角度  

Diversification Strategy,Loan Quality and Bank Performance:A View Based on Information Synergy

作　　者：王擎[1] 田娇[2] 

机构地区：[1]西南财经大学中国金融研究中心﹑金融安全协同创新中心,四川成都610074 [2]西南财经大学金融智能与金融工程四川省重点实验室,四川成都610074

出　　处：《金融研究》2014年第5期110-125,共16页Journal of Financial Research

基　　金：中央高校基本科研业务费专项资金项目(JBK1207001;JBK130401);金融安全协同创新中心项目(JRXT201309);四川省教育厅高校科研创新团队项目(13TD0050);西南财经大学"211工程"四期建设项目的资助

摘　　要：本文使用我国80家城市商业银行1997～2012年的非平衡面板数据，在信息协同理论下研究了业务多元化战略对银行绩效的影响及作用渠道。研究发现，业务多元化并不总是利于改善贷款质量；但非利息业务的多元化可能通过改善贷款质量进而提升银行业绩，且只在具有信息协同效应的样本内得到体现。不同层次业务多元化的绩效表现不同，为银行的风险管理和业务拓展提供了经验证据，也为监管部门优化监管政策提供了理论支撑。By using unbalanced panel data of 80 city commercial banks from 1997 to 2012, this paper empiri- cally studies the correlative impact of banks＇ diversification strategy on its risk - adjusted performance with the role of information synergy theory. Diversification is not necessarily conducive to loan quality improvement. Yet, a positive correlation of diversity within non - interest income to bank performance, by benefiting from loan quality improvement, could ollly be identified in the subsample of banks with information synergy. The fact that diversification of different business lines has distinct effects on bank performance provides empirical evidence for banks＇ risk management and business development, as well as academic suggestion for regulators＇ policy mak- ing.

关 键 词：业务多元化 信息协同 贷款质量 银行绩效 

分 类 号：F832.4[经济管理—金融学] F832.2