HCM ng c a m t s y u t nn x u h th m i Vi t Nam hi n Tháng n 2014 HCM ng c a m t s y u t nn x u h th m i Vi t Nam hi n Chuyên ngành : Tài - Ngân hàng : 60340201 L TS - L riêng tháng 06 2014 M CL C TRANG : : 10 1.2 : 11 11 11 12 13 14 14 vi mô 19 vi mô 22 : 29 29 31 32 40 2.2.3 M 42 : 46 46 46 49 50 52 52 54 56 56 57 62 67 68 73 79 DANH M C CÁC T VI T T T BCBS Committee on Banking supervision) BCTC Báo cáo tài CTNN DNNN FEM IAS Accounting Standards) IMF NH Ngân hàng NHNN NHTM REM model) TCTD XD DANH M C CÁC B NG BI U 2013 29 39 42 P P P P 55 56 P P Các quan sát có ( NII>0) 64 L IM tv U nghiên c u: nhâ àn nói chung m nói riêng tính không M c tiêu nghiên c u Á Ahman& Bashir, 2013 12 Cost to income ratio Cost to income ratio lag 13 Return on assets 14 Return on equity 15 16 17 Non interest income Index for revenues Collateralized loans of households over total loans CIRATIO Quagliarello, 2007 + Quagliarello, 2007 - Ahman& Bashir, 2013 + procyclical credit policy Greece Diversificatio n Greece Italia ROA = operating profit/ total assets Pakistan Italia lag CIRATIO Louizis et al, 2012 Louizis et al, 2012 IE Bad management & Skimping ROE (ROE = profit/ total equity) NII (NII = non interest income/ total income) Louizis et al, 2012 - Bad management II Bad management II Pakistan H7 Greece Hu et al, 2002 ENTROPY COLINDit Jmenez&Sauri na, 2006 - Spain Taiwan H2 Khôngrõcách 18 19 Collaterali zed loans of firms over total loans Real estate loans as % of total loans Jmenez&Sa urina, 2006 COLFIRit RLRAT Clair, 1992 quan Spain Texas (USA) + H8 n: corr loang mp size nii ldr dr lr solr inef roa roe bdsxd ctnn (obs=64) loang loang mp size nii ldr dr lr solr inef roa roe bdsxd ctnn mp size nii ldr dr lr solr inef roa roe bdsxd ctnn 1.0000 -0.2488 -0.2520 0.1633 -0.1005 -0.3137 -0.0674 0.0674 -0.2829 -0.0507 0.0661 -0.1013 -0.1034 1.0000 0.9695 0.0278 0.4666 -0.2359 -0.0481 0.0481 -0.0222 -0.0215 0.3418 -0.1441 0.7913 1.0000 0.0378 0.3714 -0.2424 -0.1440 0.1440 -0.0659 -0.1142 0.4021 -0.2688 0.7701 1.0000 0.1103 0.0276 -0.0240 0.0240 -0.2100 0.0072 0.0833 -0.0844 0.0075 1.0000 0.2838 -0.1319 0.1319 0.1025 -0.0988 0.0940 -0.0763 0.2172 1.0000 -0.1569 0.1569 0.0999 -0.1562 0.0774 -0.0010 -0.3338 1.0000 -1.0000 -0.0927 0.9803 0.0431 0.0028 0.0349 1.0000 0.0927 -0.9803 -0.0431 -0.0028 -0.0349 1.0000 -0.2216 -0.4443 0.1633 -0.0983 1.0000 0.1421 -0.0471 0.0679 1.0000 -0.4367 0.2244 1.0000 -0.1756 1.0000 4: 2: xtreg NPLs loang mp nii ldr dr lr inef roe bdsxd ctnn,fe Fixed-effects (within) regression Group variable: nganhang Number of obs Number of groups = = 64 12 R-sq: Obs per group: = avg = max = 5.3 within = 0.3273 between = 0.0462 overall = 0.1293 corr(u_i, Xb) F(10,42) Prob > F = -0.6026 NPLs Coef loang mp nii ldr dr lr inef roe bdsxd ctnn _cons 0381156 -.0485095 0311157 -.0287627 2177824 -.0036014 0373374 -.0843014 2236499 1049334 -.0311053 026227 3571471 0239529 03904 1791803 0035959 0487494 0671053 0921222 0694244 0484884 sigma_u sigma_e rho 02471749 02436515 5071782 est store FE F(11, 42) = t 1.45 -0.14 1.30 -0.74 1.22 -1.00 0.77 -1.26 2.43 1.51 -0.64 2.30 P>|t| 2.04 0.0525 (fraction of variance due to u_i) F test that all u_i=0: Std Err = = 0.154 0.893 0.201 0.465 0.231 0.322 0.448 0.216 0.020 0.138 0.525 [95% Conf Interval] -.0148126 -.7692616 -.0172232 -.1075486 -.1438182 -.0108582 -.0610429 -.2197253 0377399 -.0351706 -.1289589 0910437 6722426 0794546 0500232 5793829 0036554 1357176 0511226 4095599 2450374 0667482 Prob > F = 0.0260 xtreg NPLs loang mp nii ldr dr lr inef roe bdsxd ctnn,re Random-effects GLS regression Group variable: nganhang Number of obs Number of groups = = 64 12 R-sq: Obs per group: = avg = max = 5.3 within = 0.2538 between = 0.2527 overall = 0.2468 Random effects u_i ~ Gaussian corr(u_i, X) = (assumed) NPLs Coef loang mp nii ldr dr lr inef roe bdsxd ctnn _cons -.0016331 -.1757013 0483684 -.0089094 -.0083116 -.0032868 -.0000782 -.0392814 0933816 1033649 0225458 0189174 1168963 0221327 025473 1400649 0034882 0415346 0602717 0551408 0520375 0347377 sigma_u sigma_e rho 01007315 02436515 14597061 (fraction of variance due to u_i) est store RE Std Err Wald chi2(10) Prob > chi2 z -0.09 -1.50 2.19 -0.35 -0.06 -0.94 -0.00 -0.65 1.69 1.99 0.65 P>|z| 0.931 0.133 0.029 0.727 0.953 0.346 0.998 0.515 0.090 0.047 0.516 = = 17.68 0.0607 [95% Conf Interval] -.0387105 -.4048139 004989 -.0588355 -.2828338 -.0101235 -.0814845 -.1574117 -.0146922 0013733 -.0455388 0354443 0534114 0917478 0410167 2662106 0035499 0813282 0788489 2014555 2053565 0906304 5: A : xtabond NPLs loang mp nii ldr dr lr inef roe bdsxd ctnn, lags(1) vce(robust) artests(2) noconstant Arellano-Bond dynamic panel-data estimation Group variable: nganhang Time variable: nam Number of obs Number of groups Number of instruments = 20 38 12 = avg = max = 3.166667 = = Obs per group: = = 823.10 0.0000 Wald chi2(11) Prob > chi2 One-step results (Std Err adjusted for clustering on nganhang) Robust Std Err NPLs Coef z P>|z| [95% Conf Interval] NPLs L1 .5016061 2860896 1.75 0.080 -.0591191 1.062331 loang mp nii ldr dr lr inef roe bdsxd ctnn 04012 -.1257885 186834 -.0939212 6586946 0005153 0938838 -.1121509 0834954 0237984 0176441 3899839 0677942 03291 208207 0013292 0592876 0655694 0502939 0641411 2.27 -0.32 2.76 -2.85 3.16 0.39 1.58 -1.71 1.66 0.37 0.023 0.747 0.006 0.004 0.002 0.698 0.113 0.087 0.097 0.711 0055382 -.8901429 0539599 -.1584237 2506164 -.0020899 -.0223178 -.2406646 -.0150787 -.1019157 0747017 638566 3197081 -.0294187 1.066773 0031205 2100854 0163628 1820696 1495126 Instruments for differenced equation GMM-type: L(2/.).NPLs Standard: D.loang D.mp D.nii D.ldr D.dr D.lr D.inef D.roe D.bdsxd D.ctnn : xtabond NPLs loang L1.loang mp nii ldr dr lr inef roe bdsxd ctnn, lags(1) vce(robust) artests(2) noconstant Arellano-Bond dynamic panel-data estimation Group variable: nganhang Time variable: nam Number of obs Number of groups Number of instruments = 21 38 12 = avg = max = 3.166667 = = Obs per group: = = 28.18 0.0030 Wald chi2(11) Prob > chi2 One-step results (Std Err adjusted for clustering on nganhang) Robust Std Err NPLs Coef z P>|z| [95% Conf Interval] NPLs L1 .2729262 2848282 0.96 0.338 -.2853268 8311792 loang L1 .058918 0269753 0195436 017435 3.01 1.55 0.003 0.122 0206133 -.0071967 0972227 0611473 mp nii ldr dr lr inef roe bdsxd ctnn -.1641378 202442 -.1234 7464583 0005719 1553417 -.1216555 0868388 0274403 3070544 0657261 0443365 2090022 0012927 0629496 0713903 0542562 0686034 -0.53 3.08 -2.78 3.57 0.44 2.47 -1.70 1.60 0.40 0.593 0.002 0.005 0.000 0.658 0.014 0.088 0.109 0.689 -.7659533 0736213 -.2102979 3368215 -.0019617 0319628 -.261578 -.0195014 -.1070198 4376777 3312628 -.0365021 1.156095 0031055 2787206 018267 1931791 1619005 Instruments for differenced equation GMM-type: L(2/.).NPLs Standard: D.loang LD.loang D.mp D.nii D.ldr D.dr D.lr D.inef D.roe D.bdsxd D.ctnn 6: Ngânhàng VIETCOMBANK VIETCOMBANK VIETCOMBANK VIETCOMBANK VIETCOMBANK 2012 2011 2010 2009 2008 Tong tiengui KH 284.414.568.000.000 227.016.854.000.000 204.755.949.000.000 169.071.562.000.000 157.067.019.000.000 BIDV BIDV BIDV BIDV BIDV 2012 2011 2010 2009 2008 303.059.537.000.000 240.507.629.000.000 244.700.635.000.000 187.280.394.000.000 163.396.947.000.000 SACOMBANK SACOMBANK SACOMBANK SACOMBANK SACOMBANK SCB SCB SCB SCB SCB 2012 2011 2010 2009 2008 2012 2011 2010 2009 2008 107.458.698.000.000 75.092.252.000.000 78.335.416.000.000 60.516.273.000.000 46.128.820.000.000 79.192.921.000.000 58.633.444.000.000 35.121.557.000.000 30.113.315.000.000 22.969.094.000.000 57.397.714.000.000 22.260.905.000.000 35.684.387.000.000 12.004.543.000.000 25,28% 10,87% 21,11% 7,64% 31.836.887.250.000 62.551.908.000.000 (4.193.006.000.000) 57.420.241.000.000 23.883.447.000.000 26,01% -1,71% 30,66% 14,62% 34.915.647.500.000 32.366.446.000.000 (3.243.164.000.000) 17.819.143.000.000 14.387.453.000.000 15.332.469.500.000 20.559.477.000.000 23.511.887.000.000 5.008.242.000.000 7.144.221.000.000 14.055.956.750.000 43,10% -4,14% 29,45% 31,19% 35,06% 66,94% 16,63% 31,10% 12 Von dieu le 23.174.171.000.000 19.698.045.000.000 13.223.715.000.000 12.100.860.000.000 12.100.860.000.000 23.011.705.000.000 12.947.563.000.000 14.599.713.000.000 10.498.568.000.000 8.755.818.000.000 10.739.677.000.000 10.739.677.000.000 9.179.230.000.000 6.700.353.000.000 5.115.831.000.000 10.583.801.000.000 10.583.801.000.000 4.184.795.000.000 3.635.429.000.000 2.180.683.000.000 3.476.126.000.000 6.474.330.000.000 1.122.855.000.000 - 17,65% 48,96% 9,28% 0,00% 2.768.327.750.000 10.064.142.000.000 (1.652.150.000.000) 4.101.145.000.000 1.742.750.000.000 77,73% -11,32% 39,06% 19,90% 3.563.971.750.000 1.560.447.000.000 2.478.877.000.000 1.584.522.000.000 0,00% 17,00% 37,00% 30,97% 1.405.961.500.000 6.399.006.000.000 549.366.000.000 1.454.746.000.000 0,00% 152,91% 15,11% 66,71% 2.100.779.500.000 TECHCOMBANK TECHCOMBANK TECHCOMBANK TECHCOMBANK TECHCOMBANK MSB MSB MSB MSB MSB 2012 2011 2010 2009 2008 2012 2011 2010 2009 2008 111.462.288.000.000 88.647.779.000.000 80.550.753.000.000 62.347.400.000.000 39.617.723.000.000 59.586.516.000.000 62.294.523.000.000 48.626.708.000.000 30.053.287.000.000 14.111.556.000.000 SHB SHB SHB SHB SHB 2012 2011 2010 2009 2008 77.598.520.000.000 34.785.614.000.000 25.633.644.000.000 14.672.147.000.000 9.508.142.000.000 EXIMBANK EXIMBANK EXIMBANK EXIMBANK EXIMBANK 2012 2011 2010 2009 2008 70.458.310.000.000 53.652.639.000.000 58.150.698.000.000 38.766.465.000.000 30.877.730.000.000 VIETINBANK VIETINBANK VIETINBANK 2012 2011 2010 289.105.307.000.000 257.135.945.000.000 205.918.705.000.000 22.814.509.000.000 8.097.026.000.000 18.203.353.000.000 22.729.677.000.000 17.961.141.250.000 (2.708.007.000.000) 13.667.815.000.000 18.573.421.000.000 15.941.731.000.000 25,74% 10,05% 29,20% 57,37% -4,35% 28,11% 61,80% 112,97% 8.848.079.000.000 8.788.450.000.000 6.932.555.000.000 5.400.417.000.000 3.642.015.000.000 8.000.000.000.000 8.000.000.000.000 5.000.000.000.000 3.000.000.000.000 1.500.000.000.000 11.368.740.000.000 42.812.906.000.000 9.151.970.000.000 10.961.497.000.000 5.164.005.000.000 123,08% 35,70% 74,71% 54,31% 8.865.795.000.000 4.815.795.000.000 3.497.519.000.000 2.000.000.000.000 2.000.000.000.000 17.022.594.500.000 16.805.671.000.000 (4.498.059.000.000) 19.384.233.000.000 7.888.735.000.000 31,32% -7,74% 50,00% 25,55% 12.355.229.000.000 12.355.229.000.000 10.560.069.000.000 12.526.947.000.000 12.526.947.000.000 9.895.145.000.000 31.969.362.000.000 51.217.240.000.000 57.544.106.000.000 12,43% 24,87% 38,78% 26.217.545.000.000 20.229.722.000.000 15.172.291.000.000 59.629.000.000 1.855.895.000.000 1.532.138.000.000 1.758.402.000.000 0,68% 26,77% 28,37% 48,28% 1.301.516.000.000 3.000.000.000.000 2.000.000.000.000 1.500.000.000.000 0,00% 60,00% 66,67% 100,00% 1.625.000.000.000 4.050.000.000.000 1.318.276.000.000 1.497.519.000.000 - 84,10% 37,69% 74,88% 0,00% 1.716.448.750.000 1.795.160.000.000 (1.966.878.000.000) - 0,00% 17,00% -15,70% 0,00% (42.929.500.000) 5.987.823.000.000 5.057.431.000.000 3.919.318.000.000 29,60% 33,33% 34,83% VIETINBANK VIETINBANK 2009 2008 148.374.599.000.000 121.634.466.000.000 ACB ACB ACB ACB ACB 2012 2011 2010 2009 2008 125.233.595.000.000 142.218.091.000.000 106.936.611.000.000 86.919.196.000.000 64.216.949.000.000 MB BANK MB BANK MB BANK MB BANK MB BANK 2012 2011 2010 2009 2008 117.747.416.352.273 89.548.672.963.831 65.740.838.000.000 39.978.447.000.000 27.162.881.000.000 OCEAN BANK OCEAN BANK OCEAN BANK OCEAN BANK OCEAN BANK 2012 2011 2010 2009 2008 43.239.855.989.834 38.589.892.625.378 42.337.825.325.123 23.376.979.716.007 6.411.983.513.757 26.740.133.000.000 21,98% 11.252.973.000.000 7.717.168.000.000 41.867.710.250.000 (16.984.496.000.000) 35.281.480.000.000 20.017.415.000.000 22.702.247.000.000 -11,94% 32,99% 23,03% 35,35% 9.376.965.000.000 9.376.965.000.000 9.376.965.000.000 7.814.138.000.000 6.355.813.000.000 15.254.161.500.000 28.198.743.388.442 23.807.834.963.831 25.762.391.000.000 12.815.566.000.000 31,49% 36,21% 64,44% 47,18% 10.000.000.000.000 7.300.000.000.000 7.300.000.000.000 5.300.000.000.000 3.400.000.000.000 22.646.133.838.068 4.649.963.364.456 (3.747.932.699.745) 18.960.845.609.116 16.964.996.202.250 9.206.968.119.019 12,05% -8,85% 81,11% 264,58% 4.000.000.000.000 4.000.000.000.000 3.500.000.000.000 2.000.000.000.000 1.000.000.000.000 3.535.805.000.000 45,82% 4.625.094.250.000 1.562.827.000.000 1.458.325.000.000 0,00% 0,00% 20,00% 22,94% 755.288.000.000 2.700.000.000.000 2.000.000.000.000 1.900.000.000.000 36,99% 0,00% 37,74% 55,88% 1.650.000.000.000 500.000.000.000 1.500.000.000.000 1.000.000.000.000 0,00% 14,29% 75,00% 100,00% 750.000.000.000 Ngânhàng NAM A BANK NAM A BANK NAM A BANK NAM A BANK NAM A BANK MDB MDB MDB MDB MDB WESTERN BANK WESTERN BANK WESTERN BANK WESTERN BANK WESTERN BANK 2012 2011 2010 2009 2008 2012 2011 2010 2009 2008 2012 2011 2010 2009 2008 Tong tiengui KH 8.727.085.884.073 6.445.925.609.823 5.781.793.179.226 4.500.523.718.332 3.413.137.099.384 1.501.085.602.348 1.254.257.806.256 6.556.452.910.227 677.245.337.842 1.297.603.000.000 10.929.952.238.611 12.629.595.269.155 5.593.260.167.411 3.309.043.883.929 859.372.000.000 NAVIBANK NAVIBANK NAVIBANK NAVIBANK NAVIBANK 2012 2011 2010 2009 2008 12.272.866.399.410 14.822.282.688.737 10.721.301.807.605 9.629.727.488.024 6.021.861.477.895 MHB 2012 23.096.754.516.968 2.281.160.274.250 664.132.430.597 1.281.269.460.894 1.087.386.618.948 1.328.487.196.172 246.827.796.092 (5.302.195.103.971) 5.879.207.572.385 (620.357.662.158) 50.870.650.587 (1.699.643.030.544) 7.036.335.101.744 2.284.216.283.482 2.449.671.883.929 35,39% 11,49% 28,47% 31,86% 19,68% -80,87% 868,11% -47,81% -13,46% 125,80% 69,03% 285,05% Von dieu le 3.000.000.000.000 3.000.000.000.000 2.000.000.000.000 1.252.836.620.000 1.252.836.620.000 3.750.000.000.000 3.750.000.000.000 3.000.000.000.000 1.000.000.000.000 500.000.000.000 3.000.000.000.000 3.000.000.000.000 2.000.000.000.000 1.000.000.000.000 1.000.000.000.000 2.517.645.059.653 (2.549.416.289.327) 4.100.980.881.132 1.091.574.319.581 3.607.866.010.129 -17,20% 38,25% 11,34% 59,91% 2.980.571.140.030 2.980.571.140.030 1.820.234.850.000 1.000.000.000.000 1.000.000.000.000 1.562.751.230.379 2.727.940.516.968 13,39% 3.062.152.000.000 1.000.000.000.000 747.163.380.000 - 0,00% 50,00% 59,64% 0,00% 436.790.845.000 750.000.000.000 2.000.000.000.000 500.000.000.000 0,00% 25,00% 200,00% 100,00% 812.500.000.000 1.000.000.000.000 1.000.000.000.000 - 0,00% 50,00% 100,00% 0,00% 500.000.000.000 1.160.336.290.030 820.234.850.000 - 0,00% 63,75% 82,02% 0,00% 495.142.785.008 - 0,00% MHB MHB MHB MHB KIEN LONG KIEN LONG KIEN LONG KIEN LONG KIEN LONG 2011 2010 2009 2008 2012 2011 2010 2009 2008 20.368.814.000.000 21.402.745.000.000 14.907.351.000.000 11.781.179.000.000 11.136.952.095.455 8.177.174.067.878 6.597.238.534.608 4.794.376.187.133 1.651.950.049.749 VPBANK VPBANK VPBANK VPBANK VPBANK 2012 2011 2010 2009 2008 59.514.141.000.000 29.412.135.000.000 23.969.645.000.000 16.489.544.000.000 14.230.102.000.000 SAIGONBANK SAIGONBANK SAIGONBANK SAIGONBANK SAIGONBANK 2012 2011 2010 2009 2008 10.451.684.000.000 8.929.181.000.000 9.067.522.766.566 8.481.534.348.159 7.164.714.417.102 DONG A DONG A DONG A DONG A 2012 2011 2010 2009 50.790.243.000.000 36.064.013.000.000 31.417.279.000.000 27.973.540.000.000 (1.033.931.000.000) 6.495.394.000.000 3.126.172.000.000 2.828.893.879.242 2.959.778.027.577 1.579.935.533.270 1.802.862.347.475 3.142.426.137.384 -4,83% 43,57% 26,54% 36,20% 23,95% 37,60% 190,23% 3.062.152.000.000 3.006.600.000.000 823.394.000.000 816.794.000.000 3.000.000.000.000 3.000.000.000.000 3.000.000.000.000 1.000.000.000.000 1.000.000.000.000 2.371.250.511.427 30.102.006.000.000 5.442.490.000.000 7.480.101.000.000 2.259.442.000.000 102,35% 22,71% 45,36% 15,88% 5.770.000.000.000 5.050.000.000.000 4.000.000.000.000 2.117.474.000.000 2.117.474.000.000 11.321.009.750.000 1.522.503.000.000 (138.341.766.566) 585.988.418.407 1.316.819.931.057 17,05% -1,53% 6,91% 18,38% 3.080.000.000.000 2.960.000.000.000 2.460.000.000.000 1.500.000.000.000 1.020.000.000.000 821.742.395.725 14.726.230.000.000 4.646.734.000.000 3.443.739.000.000 4.963.103.000.000 40,83% 14,79% 12,31% 21,57% 5.000.000.000.000 4.500.000.000.000 4.500.000.000.000 3.400.000.000.000 55.552.000.000 2.183.206.000.000 6.600.000.000 1,85% 265,15% 0,81% 561.339.500.000 2.000.000.000.000 - 0,00% 0,00% 200,00% 0,00% 500.000.000.000 720.000.000.000 1.050.000.000.000 1.882.526.000.000 - 14,26% 26,25% 88,90% 0,00% 913.131.500.000 120.000.000.000 500.000.000.000 960.000.000.000 480.000.000.000 4,05% 20,33% 64,00% 47,06% 515.000.000.000 500.000.000.000 1.100.000.000.000 520.000.000.000 11,11% 0,00% 32,35% 18,06% DONG A 2008 23.010.437.000.000 HD BANK HD BANK HD BANK HD BANK HD BANK 2012 2011 2010 2009 2008 34.261.860.116.786 19.089.859.618.148 13.986.212.955.048 9.459.244.000.000 4.336.883.000.000 PG BANK PG BANK PG BANK PG BANK PG BANK 2012 2011 2010 2009 2008 12.332.420.759.303 10.925.179.046.121 10.704.750.380.539 6.896.041.537.588 2.199.038.932.980 VIETABANK VIETABANK VIETABANK VIETABANK VIETABANK VIB VIB VIB VIB VIB OCB 2012 2011 2010 2009 2008 2012 2011 2010 2009 2008 2012 14.997.980.001.456 7.246.738.950.118 9.394.524.572.550 10.809.533.459.157 7.447.585.242.911 39.061.259.000.000 41.491.260.000.000 44.990.328.000.000 32.364.898.000.000 23.905.294.000.000 15.271.370.800.028 2.880.000.000.000 6.944.951.500.000 15.172.000.498.638 5.103.646.663.100 4.526.968.955.048 5.122.361.000.000 79,48% 36,49% 47,86% 118,11% 5.000.000.000.000 3.000.000.000.000 2.000.000.000.000 1.550.000.000.000 1.550.000.000.000 7.481.244.279.197 1.407.241.713.182 220.428.665.582 3.808.708.842.951 4.697.002.604.608 12,88% 2,06% 55,23% 213,59% 3.000.000.000.000 2.000.000.000.000 2.000.000.000.000 1.000.000.000.000 1.000.000.000.000 2.533.345.456.581 7.751.241.051.338 (2.147.785.622.432) (1.415.008.886.607) 3.361.948.216.246 1.887.598.689.636 (2.430.001.000.000) (3.499.068.000.000) 12.625.430.000.000 8.459.604.000.000 3.788.991.250.000 5.478.423.847.219 106,96% -22,86% -13,09% 45,14% -5,86% -7,78% 39,01% 35,39% 55,94% 3.098.000.000.000 3.098.000.000.000 2.936.893.200.000 1.515.336.910.000 1.359.834.860.000 4.250.000.000.000 4.250.000.000.000 4.000.000.000.000 2.400.000.000.000 2.000.000.000.000 3.234.000.000.000 530.000.000.000 2.000.000.000.000 1.000.000.000.000 450.000.000.000 - 66,67% 50,00% 29,03% 0,00% 862.500.000.000 1.000.000.000.000 1.000.000.000.000 - 50,00% 0,00% 100,00% 0,00% 500.000.000.000 161.106.800.000 1.421.556.290.000 155.502.050.000 0,00% 5,49% 93,81% 11,44% 434.541.285.000 250.000.000.000 1.600.000.000.000 400.000.000.000 0,00% 6,25% 66,67% 20,00% 562.500.000.000 234.000.000.000 7,80% OCB OCB OCB OCB 2011 2010 2009 2008 VIET CAPITAL BANK VIET CAPITAL BANK VIET CAPITAL BANK VIET CAPITAL BANK VIET CAPITAL BANK 2012 2011 2010 2009 2008 9.792.946.952.809 8.687.241.470.977 8.051.896.796.992 6.796.187.000.000 10.298.787.923.123 5.231.506.504.543 3.181.318.577.841 1.161.517.020.401 619.820.644.527 1.105.705.481.832 635.344.673.985 1.255.709.796.992 2.118.795.950.007 5.067.281.418.580 2.050.187.926.702 2.019.801.557.440 541.696.375.874 12,73% 7,89% 18,48% 96,86% 64,44% 173,89% 87,40% 3.000.000.000.000 2.635.000.000.000 2.000.000.000.000 1.474.477.000.000 3.000.000.000.000 3.000.000.000.000 2.000.000.000.000 1.000.000.000.000 1.000.000.000.000 2.419.741.819.649 13,85% 31,75% 35,64% 439.880.750.000 1.000.000.000.000 1.000.000.000.000 - 0,00% 50,00% 100,00% 0,00% 500.000.000.000 7: TÊN NGÂN HÀNG VIETCOMBANK VIETCOMBANK VIETCOMBANK VIETCOMBANK VIETCOMBANK VIETCOMBANK BIDV BIDV BIDV BIDV BIDV BIDV 365.000.000.000 635.000.000.000 525.523.000.000 CHO N 2013 2012 2011 2010 2009 2008 2013 2012 2011 2010 2009 2008 NPL LOANG 2.73% 0.14 2.40% 0.15 2.03% 0.18 2.91% 0.25 2.47% 0.26 4.61% 0.16 2.37% 0.15 2.70% 0.16 2.76% 0.16 2.53% 0.23 2.22% 0.28 2.60% 0.22 MP 0.16 0.16 0.16 0.16 0.17 0.19 0.23 0.23 0.22 0.23 0.25 0.28 SIZE 0.18 0.16 0.15 0.16 0.18 0.21 0.21 0.19 0.17 0.19 0.21 0.23 NII 0.30 0.27 0.16 0.29 0.30 0.33 0.29 0.20 0.18 0.20 0.31 0.25 LDR 0.83 0.85 0.92 0.86 0.84 0.72 1.15 1.12 1.22 1.04 1.10 0.99 DR 0.05 0.07 0.09 0.06 0.05 0.05 0.09 0.07 0.13 0.08 0.08 0.10 LR SOLR 0.91 0.09 0.90 0.10 0.92 0.08 0.93 0.07 0.93 0.07 0.94 0.06 0.94 0.06 0.94 0.06 0.94 0.06 0.93 0.07 0.94 0.06 0.95 0.05 INEF 0.40 0.40 0.38 0.40 0.38 0.30 0.38 0.40 0.43 0.48 0.45 0.41 ROA ROE 0.02 0.19 0.02 0.19 0.03 0.21 0.02 0.33 0.02 0.33 0.02 0.12 0.02 0.14 0.01 0.11 0.02 0.25 0.02 0.26 0.02 0.27 0.02 0.23 BDSXD 0.06 0.06 0.06 0.06 0.08 0.07 0.22 0.20 0.15 0.27 0.23 0.23 CTNN 0.28 0.24 0.27 0.35 0.40 0.47 0.24 0.27 0.31 0.37 0.35 0.39 TÊN NGÂN HÀNG SACOMBANK SACOMBANK SACOMBANK SACOMBANK SACOMBANK SCB SCB SCB TECHCOMBANK TECHCOMBANK TECHCOMBANK TECHCOMBANK SHB SHB SHB SHB SHB SHB DONG A DONG A DONG A DONG A DONG A EXIMBANK EXIMBANK EXIMBANK EXIMBANK EXIMBANK EXIMBANK VIETINBANK VIETINBANK N 2012 2011 2010 2009 2008 2010 2009 2008 2013 2012 2011 2010 2013 2012 2011 2010 2009 2008 2013 2012 2011 2009 2008 2013 2012 2011 2010 2009 2008 2013 2012 NPL LOANG 2.05% 0.20 0.58% -0.02 0.54% 0.38 0.64% 0.70 0.60% -0.01 19.92% 0.06 1.28% 0.35 0.57% 0.20 3.65% 0.03 2.70% 0.08 2.83% 0.20 2.29% 0.26 5.67% 0.34 9.04% 0.95 2.24% 0.20 1.40% 0.90 2.79% 1.05 1.89% 0.49 3.99% 0.05 3.95% 0.15 1.69% 0.28 1.33% 0.34 2.55% 0.43 1.98% 0.11 1.32% 0.00 1.61% 0.20 1.42% 0.62 1.83% 0.81 4.71% 0.15 1.00% 0.13 1.47% 0.14 MP 0.06 0.06 0.08 0.07 0.06 0.03 0.04 0.04 0.04 0.05 0.05 0.05 0.05 0.04 0.02 0.02 0.02 0.01 0.03 0.03 0.03 0.04 0.04 0.05 0.05 0.06 0.06 0.05 0.04 0.23 0.22 SIZE 0.06 0.06 0.08 0.07 0.06 0.03 0.04 0.04 0.06 0.07 0.07 0.08 0.06 0.05 0.03 0.03 0.02 0.01 0.03 0.03 0.03 0.03 0.03 0.07 0.07 0.08 0.07 0.05 0.04 0.22 0.20 NII 0.05 0.14 0.23 0.44 0.53 0.70 0.22 0.17 0.23 0.11 0.20 0.33 0.11 0.36 0.15 0.18 0.25 0.66 0.12 0.10 0.13 0.33 0.43 0.16 0.09 0.15 0.21 0.23 0.30 0.16 0.16 LDR 0.90 1.07 1.05 0.99 0.76 0.94 1.04 1.01 0.59 0.61 0.72 0.66 0.84 0.73 0.84 0.95 0.87 0.66 0.82 1.00 1.22 1.23 1.11 1.05 1.06 1.39 1.07 0.99 0.69 1.03 1.15 DR 0.10 0.16 0.10 0.08 0.13 0.14 0.12 0.15 0.07 0.11 0.17 0.10 0.08 0.10 0.17 0.10 0.07 0.12 0.07 0.10 0.14 0.08 0.13 0.10 0.17 0.23 0.08 0.06 0.09 0.07 0.11 LR SOLR 0.91 0.09 0.90 0.10 0.90 0.10 0.90 0.10 0.89 0.11 0.92 0.08 0.92 0.08 0.93 0.07 0.91 0.09 0.93 0.07 0.93 0.07 0.94 0.06 0.93 0.07 0.92 0.08 0.92 0.08 0.92 0.08 0.91 0.09 0.84 0.16 0.92 0.08 0.91 0.09 0.91 0.09 0.90 0.10 0.90 0.10 0.91 0.09 0.91 0.09 0.91 0.09 0.90 0.10 0.80 0.20 0.73 0.27 0.91 0.09 0.93 0.07 INEF 0.61 0.53 0.43 0.40 0.52 0.39 0.43 0.38 0.59 0.57 0.32 0.34 0.79 0.57 0.51 0.46 0.40 0.40 0.61 0.49 0.46 0.44 0.38 0.65 0.43 0.31 0.28 0.35 0.32 0.45 0.43 ROA ROE 0.02 0.09 0.02 0.19 0.02 0.21 0.02 0.25 0.02 0.19 0.02 0.07 0.01 0.09 0.02 0.21 0.01 0.07 0.01 0.09 0.03 0.36 0.02 0.30 0.00 0.10 0.01 0.19 0.02 0.16 0.02 0.14 0.02 0.16 0.02 0.10 0.01 0.07 0.02 0.12 0.02 0.21 0.02 0.17 0.03 0.19 0.01 0.05 0.02 0.17 0.02 0.25 0.02 0.17 0.03 0.09 0.03 0.06 0.02 0.16 0.02 0.24 BDSXD 0.21 0.11 0.10 0.16 0.14 0.28 0.13 0.16 0.22 0.08 0.08 0.09 0.14 0.15 0.16 0.12 0.10 0.19 0.32 0.28 0.26 0.20 0.22 0.09 0.09 0.09 0.08 0.10 0.12 0.14 0.15 CTNN 0.06 0.05 0.03 0.06 0.02 0.02 0.01 0.00 0.05 0.05 0.05 0.06 0.21 0.16 0.14 0.12 0.15 0.08 0.01 0.01 0.02 0.05 0.06 0.15 0.14 0.12 0.09 0.09 0.33 0.34 0.34 TÊN NGÂN HÀNG VIETINBANK VIETINBANK VIETINBANK VIETINBANK ACB ACB ACB ACB ACB MB BANK MB BANK MB BANK MB BANK MB BANK MB BANK OCEAN BANK OCEAN BANK OCEAN BANK OCEAN BANK OCEAN BANK OCEAN BANK N 2011 2010 2009 2008 2012 2011 2010 2009 2008 2013 2012 2011 2010 2009 2008 2013 2012 2011 2010 2009 2008 NPL LOANG 0.75% 0.25 0.66% 0.44 0.61% 0.35 1.81% 0.18 2.50% 0.00 0.89% 0.18 0.34% 0.40 0.41% 0.79 0.89% 0.09 2.45% 0.18 2.60% 0.26 3.17% 0.21 8.46% 0.65 10.11% 0.88 6.57% 0.36 4.04% 0.09 3.52% 0.37 2.08% 0.09 1.67% 0.73 1.61% 0.72 1.44% 0.26 MP 0.22 0.22 0.20 0.21 0.07 0.08 0.08 0.08 0.06 0.05 0.05 0.05 0.04 0.04 0.03 0.02 0.02 0.01 0.02 0.01 0.01 SIZE 0.19 0.19 0.17 0.18 0.07 0.12 0.10 0.12 0.10 0.01 0.07 0.06 0.06 0.05 0.04 0.03 0.03 0.03 0.03 0.02 0.01 NII 0.10 0.18 0.18 0.17 -0.18 0.14 0.24 0.43 0.36 0.20 0.15 -0.01 0.14 0.31 0.13 0.03 -0.10 -0.10 -0.04 0.17 0.59 LDR 1.14 1.14 1.10 0.99 0.82 0.72 0.82 0.72 0.54 0.64 0.63 0.66 0.74 0.74 0.58 0.55 0.61 0.50 0.42 0.44 0.93 DR 0.14 0.10 0.04 0.11 0.12 0.13 0.10 0.08 0.12 0.05 0.08 0.10 0.08 0.06 0.08 0.08 0.11 0.13 0.07 0.06 0.20 LR SOLR 0.94 0.06 0.95 0.05 0.95 0.05 0.94 0.06 0.93 0.07 0.96 0.04 0.94 0.06 0.94 0.06 0.93 0.07 8.94 -7.94 0.92 0.08 0.93 0.07 0.91 0.09 0.89 0.11 0.89 0.11 0.94 0.06 0.93 0.07 0.93 0.07 0.93 0.07 0.93 0.07 0.92 0.08 INEF 0.41 0.49 0.58 0.57 0.73 0.41 0.39 0.37 0.38 0.36 0.35 0.37 0.31 0.30 0.34 0.49 0.47 0.43 0.30 0.37 0.58 ROA ROE 0.03 0.31 0.02 0.23 0.01 0.11 0.02 0.23 0.01 0.08 0.02 0.34 0.02 0.25 0.02 0.28 0.03 0.35 0.27 0.20 0.03 0.23 0.02 0.26 0.03 0.24 0.03 0.22 0.02 0.20 0.01 0.05 0.01 0.06 0.01 0.12 0.02 0.15 0.01 0.11 0.00 0.05 BDSXD 0.14 0.13 0.12 0.12 0.04 0.06 0.06 0.05 0.04 0.15 0.17 0.17 0.12 0.11 0.13 0.46 0.29 0.24 0.27 0.23 0.25 CTNN 0.31 0.39 0.33 0.36 0.03 0.03 0.06 0.07 0.08 0.19 0.12 0.14 0.21 0.17 0.31 0.10 0.11 0.12 0.00 0.05 0.10 ... hi x trình m ngân hàng xem xét danh m c cho vay kho n vay vào nhóm khác d a r ro a Vi th lo i n giúp ngân hàng có th ki m sốt tr h p thi t, v ch tín d ng ngân hàng s d ng nh nhà hàng ch y trích... phân lo ngân hàng s có quy trình phân lo tiêu báo cáo, so nh giá nh q có trách nhi m phát tri ngân hàng áp d ng m giá kh m c ã s d ng cách ti giám sát ngân hàng a ý ki t có t s lý ngân hàng th... li u nghiên c u quy D 41 tính tốn th http://www.cophieu68.vn/ trang web Theo danh sách cá Ngân hàng kèm khơng có - NHNN 42 - M 3: T sát hàng Ngân hàng Ngân hàng 64 2008 2013 12 2.2.3 Mô hình