TR TP H CHÍ MINH TR TP H Chuyên ngành CHÍ MINH : Tài - Ngân hàng : 60340201 Á TP HCM, ngày 30 tháng 03 L CH I 1.1 1.1.1 1.1.2 1.1.3 1.1.4 1.1.5 1.2 1.2.1 Các ph 11 11 1.2.2 12 1.3 14 1.4 16 1.4.1 Mơ hình 5C 16 1.4.2 Mơ hình KMV 17 1.4.3 Mơ hình Logit 19 1.4.4 Châu 22 NG 24 CH 25 25 2.1 25 27 Th 2.2 Á Châu 30 2.2.1 30 2.2.2 31 2.2.3 33 2.2.4 Ngân hàng Th 39 2.3 hàng Th 45 2.3.1 45 2.3.2 46 2.3.3 47 2.3.4 2.3.5 49 61 66 NG 67 CH 69 3.1 Th h 69 3.2 hàng Th 71 71 72 3.2.3 73 3.3 75 3.4 76 3.4.1 76 3.4.2 80 NG 81 82 ACB BCTC : Báo cáo tài CSTD KH : Khách hàng KHCN : Khách hàng cá nhân KHDN NHNN NQH NVTD RRTD SXKD TCTD TMCP : 28 2009 2013 30 2013 34 vay 35 cho vay 36 38 39 40 2013 40 62 63 hình Logit 67 Hình 2.1 vay 36 Hình 2.2 49 Hình 2.3 50 Hình 2.4 51 Hình 2.5 52 Hình 2.6 52 Hình 2.7 53 Hình 2.8 54 Hình 2.9 55 Hình 2.10 56 Hình 2.11 57 Hình 2.12 58 Hình 2.13 59 Hình 2.14 60 Hình 2.15 61 L n vay hàng vay 77 NHNN - Ngân hàng Nhà n 78 ình nam hồn tồn tín d h chính: 79 mơi hàng Á Châ 80 3.4.2 81 82 vay ách hàng vay g vay Châu hàng TMCP Á Châu Ho SPSS -NHNN ngày N -NHNN ngày -NHNN hàng T p chí ng d ng toán h c S T p ài 10 Black Et al.,1998 Risk and the democratization of credit cards Federal Reserve Bank of NewYork Research Paper, No: 9815 11 Chapman, 1940 Commercial Bank and comsumer instalment credit.[pdf] Available at: truy c p 10 tháng 08 12 Crook, J.N., 2001 The demand for household debt in the USA: Evidence from the 1995 survey of consumer finance Applide Financial Economics, Vol.11, No1,pp.83-91 13 Banking Market: Implementation and Implications for Transactional versus Relationship Lending 14 KMV, 1993 Portfolio Manager Model San Francisco: KMV Corporation 15 Lea Et al.,1993 The economic psychology of consumer debt Available at: < http://www.sciencedirect.com/science/article/pii/016748709390041I> truy c p 10 16 Lea Et al.,1995 Student attitudes to student debt Available at: < http://www.sciencedirect.com/science/article/pii/0167487096800146> truy c p 10 17 Zelizer, V.1994 The social meaning of money Available at: truy c PH MÔ HÌNH Dependent Variable: TRANO Method: ML - Binary Logit (Quadratic hill climbing) Sample: 500 Included observations: 500 Variable Coefficient Std Error z-Statistic Prob GTINH -0.324453 0.691972 -0.468882 0.6392 CVIEC -1.853378 0.752434 -2.463176 0.0138 0.002627 0.006778 0.387554 0.6983 -0.004825 0.006733 -0.716674 0.4736 2.060066 0.859171 2.397736 0.0165 -0.899967 0.451822 -1.991864 0.0464 THUNHAP 0.088057 0.042780 2.058393 0.0396 TGIANCUTRU 0.024080 0.053698 0.448440 0.6538 HONNHAN -1.696290 1.451082 -1.168983 0.2424 LAISUAT -0.303482 0.136104 -2.229778 0.0258 TGIANVAY -0.004256 0.011571 -0.367825 0.7130 0.001047 0.002535 0.413029 0.6796 -0.075508 0.023538 -3.207858 0.0013 9.497664 3.116997 0.0018 KNGHIEM TGIANLAM NHA PTHUOC DUNO TYLEVAY C Mean dependent var 0.832000 3.047056 S.D dependent var 0.374241 S.E of regression 0.151744 Akaike info criterion 0.233284 Sum squared resid 11.19072 Log likelihood -44.32092 Hannan-Quinn criter 0.279590 Restr log likelihood -226.3504 Avg log likelihood -0.088642 LR statistic (13 df) 364.0589 McFadden R-squared 0.804193 Schwarz criterion 0.351293 Probability(LR stat) 0.000000 Obs with Dep=0 84 Obs with Dep=1 416 Total obs 500 PH MƠ HÌNH Dependent Variable: TRANO Method: ML - Binary Logit (Quadratic hill climbing) Sample: 500 Included observations: 500 Variable Coefficient Std Error z-Statistic Prob GTINH -0.358767 0.685342 -0.523485 0.6006 CVIEC -1.839836 0.747922 -2.459932 0.0139 0.002334 0.006742 0.346271 0.7291 -0.004501 0.006662 -0.675576 0.4993 2.081702 0.846187 2.460097 0.0139 -0.887293 0.449837 -1.972475 0.0486 THUNHAP 0.088131 0.042665 2.065662 0.0389 TGIANCUTRU 0.020902 0.052796 0.395900 0.6922 HONNHAN -1.622370 1.386846 -1.169827 0.2421 LAISUAT -0.292824 0.132350 -2.212490 0.0269 0.000895 0.002493 0.359207 0.7194 -0.076124 0.023573 -3.229342 0.0012 9.148140 3.217750 0.0013 KNGHIEM TGIANLAM NHA PTHUOC DUNO TYLEVAY C Mean dependent var 0.832000 2.843024 S.D dependent var 0.374241 S.E of regression 0.151945 Akaike info criterion 0.229553 Sum squared resid 11.24347 Log likelihood -44.38824 Hannan-Quinn criter 0.272552 Restr log likelihood -226.3504 Avg log likelihood -0.088776 LR statistic (12 df) 363.9243 McFadden R-squared 0.803896 Schwarz criterion 0.339133 Probability(LR stat) 0.000000 Obs with Dep=0 84 Obs with Dep=1 416 Total obs 500 PH MƠ HÌNH Dependent Variable: TRANO Method: ML - Binary Logit (Quadratic hill climbing) Sample: 500 Included observations: 500 Variable Coefficient Std Error z-Statistic Prob GTINH -0.363091 0.682472 -0.532024 0.5947 CVIEC -1.886262 0.735745 -2.563745 0.0104 TGIANLAM -0.002624 0.003820 -0.687062 0.4920 NHA 2.062795 0.836015 2.467413 0.0136 PTHUOC -0.874451 0.448844 -1.948227 0.0514 THUNHAP 0.091132 0.041868 2.176643 0.0295 TGIANCUTRU 0.020711 0.052957 0.391084 0.6957 HONNHAN -1.592095 1.370101 -1.162028 0.2452 LAISUAT -0.290771 0.133490 -2.178224 0.0294 DUNO 0.000754 0.002440 0.309088 0.7573 TYLEVAY -0.075702 0.023419 -3.232449 0.0012 C 9.215920 2.834227 3.251652 0.0011 Mean dependent var 0.832000 S.D dependent var 0.374241 S.E of regression 0.152174 Sum squared resid 11.30052 Log likelihood -44.44859 Hannan-Quinn criter 0.265486 Restr log likelihood -226.3504 Avg log likelihood -0.088897 LR statistic (11 df) 363.8036 Akaike info criterion 0.225794 Schwarz criterion 0.326945 McFadden R-squared 0.803629 Probability(LR stat) 0.000000 Obs with Dep=0 84 Obs with Dep=1 416 Total obs 500 PH MƠ HÌNH Dependent Variable: TRANO Method: ML - Binary Logit (Quadratic hill climbing) Date: 10/28/14 Time: 12:11 Sample: 500 Included observations: 500 Variable Coefficient Std Error z-Statistic Prob GTINH -0.383865 0.677844 -0.566303 0.5712 CVIEC -1.888775 0.736541 -2.564386 0.0103 TGIANLAM -0.002601 0.003810 -0.682710 0.4948 2.095992 0.831514 2.520695 0.0117 -0.867856 0.448615 -1.934522 0.0530 0.100518 0.029818 3.371059 0.0007 TGIANCUTRU 0.020332 0.052741 0.385512 0.6999 HONNHAN -1.689597 1.334852 -1.265756 0.2056 LAISUAT -0.276358 0.125365 -2.204424 0.0275 TYLEVAY -0.074891 0.023170 -3.232161 0.0012 8.992532 3.296080 0.0010 NHA PTHUOC THUNHAP C 2.728250 Mean dependent var 0.832000 S.D dependent var 0.374241 S.E of regression 0.151886 Akaike info criterion 0.221995 Sum squared resid 11.28091 Schwarz criterion 0.314717 Log likelihood -44.49885 Hannan-Quinn criter 0.258379 Avg log likelihood -0.088998 McFadden R-squared 0.803407 Total obs 500 Restr log likelihood -226.3504 LR statistic (10 df) 363.7030 Probability(LR stat) 0.000000 Obs with Dep=0 84 Obs with Dep=1 416 PH MƠ HÌNH Dependent Variable: TRANO Method: ML - Binary Logit (Quadratic hill climbing) Date: 10/28/14 Time: 12:13 Sample: 500 Included observations: 500 Variable Coefficient Std Error z-Statistic Prob GTINH -0.370728 0.672445 -0.551313 0.5814 CVIEC -1.819123 0.708575 -2.567297 0.0102 TGIANLAM -0.002423 0.003789 -0.639482 0.5225 NHA 2.121011 0.832423 PTHUOC -0.884885 0.444330 -1.991503 0.0464 THUNHAP 0.098581 0.029024 HONNHAN -1.731262 1.353449 -1.279149 0.2008 LAISUAT -0.277230 0.126618 -2.189494 0.0286 TYLEVAY -0.075196 0.023035 -3.264454 0.0011 C 9.336715 2.619002 2.547997 0.0108 3.396516 0.0007 3.564990 0.0004 Mean dependent var 0.832000 S.D dependent var 0.374241 S.E of regression 0.151575 Akaike info criterion 0.218295 Sum squared resid 11.25781 Log likelihood Schwarz criterion 0.302587 -44.57376 Hannan-Quinn criter 0.251371 Restr log likelihood -226.3504 Avg log likelihood -0.089148 LR statistic (9 df) 363.5532 McFadden R-squared 0.803076 Probability(LR stat) 0.000000 Obs with Dep=0 84 Obs with Dep=1 416 Total obs 500 PH MƠ HÌNH Dependent Variable: TRANO Method: ML - Binary Logit (Quadratic hill climbing) Date: 10/28/14 Time: 12:15 Sample: 500 Included observations: 500 Variable Coefficient Std Error z-Statistic Prob CVIEC -1.878982 0.699440 -2.686410 0.0072 TGIANLAM -0.002330 0.003787 -0.615349 0.5383 NHA 2.129801 0.829018 2.569066 0.0102 PTHUOC -0.894990 0.442212 -2.023892 0.0430 THUNHAP 0.097413 0.028523 3.415253 0.0006 HONNHAN -1.612066 1.334697 -1.207814 0.2271 LAISUAT -0.267477 0.124054 -2.156134 0.0311 TYLEVAY -0.075768 0.022968 -3.298840 0.0010 C 9.053853 2.538003 3.567314 0.0004 Mean dependent var 0.832000 S.D dependent var 0.374241 S.E of regression 0.153015 Akaike info criterion 0.214891 Sum squared resid 11.49607 Schwarz criterion 0.290754 Log likelihood -44.72275 Hannan-Quinn criter 0.244659 Avg log likelihood -0.089445 Restr log likelihood -226.3504 LR statistic (8 df) 363.2552 Probability(LR stat) 0.000000 Obs with Dep=0 84 Obs with Dep=1 416 McFadden R-squared 0.802418 Total obs 500 PH MƠ HÌNH Dependent Variable: TRANO Method: ML - Binary Logit (Quadratic hill climbing) Date: 10/28/14 Time: 12:17 Sample: 500 Included observations: 500 Variable Coefficient Std Error z-Statistic Prob CVIEC -1.885213 0.698413 -2.699282 0.0069 NHA 2.159240 0.805242 2.681479 0.0073 PTHUOC -0.913885 0.441035 -2.072136 0.0383 THUNHAP 0.097468 0.028565 3.412199 0.0006 HONNHAN -1.650504 1.348071 -1.224345 0.2208 LAISUAT -0.270180 0.123623 -2.185518 0.0289 TYLEVAY -0.071891 0.021749 -3.305406 0.0009 C 8.630480 2.421927 3.563476 0.0004 Mean dependent var 0.832000 S.D dependent var 0.374241 S.E of regression 0.153202 Akaike info criterion 0.211629 Sum squared resid 11.54764 Log likelihood Schwarz criterion 0.279063 -44.90729 Hannan-Quinn criter 0.238090 Restr log likelihood -226.3504 Avg log likelihood -0.089815 LR statistic (7 df) 362.8862 McFadden R-squared 0.801603 Probability(LR stat) 0.000000 Obs with Dep=0 84 Obs with Dep=1 416 Total obs 500 ... 61 L n vay hàng vay 3.1 vay g 3.2 : Áp vay vay cá nhân vay vay vay 1.1 1.1.1 , cho vay khách hàng cá nhân C cá nhân, h 1.1.2 1.1.2.1 tháng, t 1.1.2.2 1.1.2.3 1.1.2.4 Phâ h t tín i gian xác 1.1.2.5... cá nhân v NHTM q tiêu dùng cá nhân Tuy quy mô ngân hàng ngân hàng 8 cho vay KHCN: g 1.1.4 Các cho vay khách hàng cá nhân u chi hàng 1.1.5 10 hàng : cho vay an toàn Tuy nhiên ân c lãi tre hàng. .. 21 khơ - Mơ hình Lo 22 1.4.4 Châu vay 23 Lãi su Th vay vay VAY KHÁCH HÀNG CÁ hôn nhân ACB làm CV công tác (Ngu 24 vay vay khách hàng vay vay Châu 25 2.1 2.1.1 Quá trình hình thành p - Giai 1993