Based on the unbalanced panel data of 101 Chinese commercial banks during the period of 2005—2015,this paper analyses the non-linear relationship between and among the degree of bank competition, concentration and risks with the method of dynamic panel GMM estimation. On the basis of the distinction between competition and concentration,we firstly put HHI index,Boone index and their respective quadratic term into the regression model simultaneously. The results show that both of them have nonlinear relationship with bank risk, and the HHI index and the Boone index of our country are in the“concentration-fragility”area and the“competition-fragility”area respectively in recent years, which means the decrease of concentration can reduce bank risks while the increase of competition may increase bank risks in our country. Based on this conclusion, this paper puts forward some relevant policy suggestions.
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