We study Bayesian neural networks (BNNs) in the theoretical limits of infinitely increasing number of training examples, network width and input space dimension. Our findings establish new bridges between kernel-theoretic approaches and techniques derived from statistical mechanics through the correspondence between Mercer's eigenvalues and limiting spectral distributions of covariance matrices studied in random matrix theory. Our theoretical contributions first consist in novel integral formulas that accurately describe the predictors of BNNs in the asymptotic linear-width and sublinear-width regimes. Moreover, we extend the recently developed renormalisation theory of deep linear neural networks, enabling a rigorous explanation of the mounting empirical evidence that hints at the theory's applicability to nonlinear BNNs with ReLU activations in the linear-width regime. From a practical standpoint, our results introduce a novel technique for estimating the predictor statistics of a trained BNN that is applicable to the sublinear-width regime where the predictions of the renormalisation theory are inaccurate.