B GIÁO D O I H C KINH T TP H CHÍ MINH _ TR NG C A THÀNH PH N S C N KH H UV N I C A CÁC IC PH N VI T NAM LU Tp H Chí Minh 2015 B GIÁO D O I H C KINH T TP H CHÍ MINH _ TR NG C A THÀNH PH N S C N KH H UV N I C A CÁC IC PH N VI T NAM Chuyên ngành: Ngân hàng Mã s : 60340201 LU NG D N KHOA H C: PGS.TS Tr n Hoàng Ngân Tp H Chí Minh 2015 L Tơi cơng b t i b t c uc i s li u s d ng lu tin xác th c Tôi xin ch u m i trách nhi m v l a TP H Chí Minh, ngày 23 tháng 06 Tác gi lu Tr ng thông M CL C Trang Trang ph bìa L M cl c Danh m c t vi t t t Danh m c b ng Danh m c hình Danh m c ph l c M U 01 lý lu n 04 1.1 T c nghiên c u 04 1.2 Các khái ni ng nghiên c u 04 1.2.1 Thành ph n s h u v c 04 i c a ngân hàng TMCP 06 1.2.2 Kh 1.3 T ng quan k t qu nghiên c 1.4 ng nghiên c u 13 Th c tr kh 2.1 V 10 ng c a thành ph n s h u v n i c a ngân hàng TMCP Vi t Nam 16 i c 16 2.2 Th c tr ng v ng c a thành ph n s h u v sinh l i c n kh c .20 Mơ hình ng k t qu nghiên c u th c nghi m 25 3.1 D li u v u 25 3.1.1 D li u ch n m u 25 u 31 3.2 K t qu nghiên c u th c nghi m 37 3.2.1 Nhóm mơ hình s d ng ROA làm bi n ph thu c 37 3.2.2 Nhóm mơ hình s d ng ROE làm bi n ph thu c 42 3.2.3 Nhóm mơ hình s d ng NIM làm bi n ph thu c 44 3.2.4 Nhóm mơ hình s d ng NNIM làm bi n ph thu c 46 3.2.5 Nhóm mơ hình s d ng CIR làm bi n ph thu c 49 3.2.6 Phân tích m ng c a s h c n tác c 52 ng Th o lu n k t qu nghiên c u xu t gi i pháp 57 4.1 Th o lu n k t qu nghiên c u 57 4.2 xu t gi i pháp nh v n kh iv ng tích c c c a thành ph n s h u i c a ngân hàng TMCP Vi t Nam 62 c 62 i v i ngân hàng TMCP .65 K T LU N 68 Tài li u tham kh o Ph l c DANH M C CÁC T S th t T vi t t t VI T T T N i dung ABB Ngân hàng T i c ph n An Bình ACB Ngân hàng Th i c ph n Á Châu ADMIN AGE S CIR T l chi phí thu nh p ho CAR T l an toàn v n t i thi u DOM T l s h uv EQ EXIM 10 FDI 11 FIPERCENT 12 FEM T l chi phí qu n lý t ng tài s n bình quân n ngày quan sát ng i 5% T l v n c ph n t ng tài s n i c ph n Xu t nh p kh u Vi t Nam c ti c T l s h uv c ng c nh nhân t H 13 ng c ng qu n tr 14 LDR T l ng v n 15 MIN T l s h uv c t 16 MAJ T l s h uv c 15% 17 MDB 18 NIM 19 NNIM 20 NHNN 21 NPL T l n x u 22 ROA T su t sinh l i t ng tài s n bình quân 23 ROE T su t sinh l i v n ch s h u bình quân 24 REM n 15% i c ph n Phát tri n Mekong T su t thu nh p lãi c n biên T su t thu nh p lãi c n biên c ng nhân t ng u nhiên 25 SIZE Quy mô c a ngân hàng 26 TMCP 27 TCTD T ch c tín d ng 28 VCB Ngân hàng T Nam i c ph n i c ph n i c ph n Ngo t DANH M C CÁC B NG B ng 2.1: T l góp v n c c ngồi t i m t s ngân hàng TMCP Vi t Nam B ng 3.1: T ng h p bi n s d a bi n nh ng k v ng v d u c a h s c a bi n B ng 3.2: Tóm t t m t s c tính c a bi n dùng mơ hình 3.3: 3.4: E 3.5: NIM 3.6: NNIM 3.7: CIR 3.8: ng th ng kê H DANH M C CÁC HÌNH Hình 2.1: Ch s ic Hình 2.2: Ch s ic c) MIN2009-2013, MAJ2008-2013, DOM208-2013 (RE) Dependent Variable: NIM Method: Panel EGLS (Cross-section random effects) Date: 01/19/15 Time: 23:20 Sample: 2008 2013 Periods included: Cross-sections included: 32 Total panel (balanced) observations: 192 Swamy and Arora estimator of component variances Variable Coefficient Std Error t-Statistic Prob C SIZE ADMIN EQ LDR AGE NPL CAR MIN2009 MIN2010 MIN2011 MIN2012 MIN2013 MAJ2008 MAJ2009 MAJ2010 MAJ2011 MAJ2012 MAJ2013 DOM2008 DOM2009 DOM2010 DOM2011 DOM2012 DOM2013 -0.012106 -0.000417 0.973845 0.039695 0.003371 0.000119 -0.004985 0.010218 0.021527 0.034350 0.025191 0.027498 0.033541 0.018465 0.021050 0.024402 0.025466 0.019864 0.021834 0.015855 0.020600 0.019211 0.027437 0.020777 0.015487 0.018226 0.003606 0.172196 0.017445 0.003563 0.000131 0.034895 0.012521 0.011919 0.008719 0.008841 0.008631 0.008934 0.008322 0.008038 0.008290 0.007918 0.007910 0.007873 0.007439 0.007507 0.007537 0.007619 0.007744 0.007754 -0.664210 -0.115655 5.655456 2.275408 0.946242 0.909176 -0.142861 0.816074 1.806046 3.939794 2.849510 3.185920 3.754360 2.218679 2.618786 2.943435 3.216219 2.511095 2.773285 2.131345 2.744236 2.548981 3.601100 2.682948 1.997255 0.5075 0.9081 0.0000 0.0242 0.3454 0.3646 0.8866 0.4156 0.0727 0.0001 0.0049 0.0017 0.0002 0.0279 0.0096 0.0037 0.0016 0.0130 0.0062 0.0345 0.0067 0.0117 0.0004 0.0080 0.0474 Effects Specification S.D Cross-section random Idiosyncratic random 0.003754 0.009471 Rho 0.1358 0.8642 Weighted Statistics R-squared Adjusted R-squared S.E of regression F-statistic Prob(F-statistic) 0.447691 0.368317 0.010537 5.640285 0.000000 Mean dependent var S.D dependent var Sum squared resid Durbin-Watson stat 0.025480 0.013258 0.018542 1.050632 Unweighted Statistics R-squared Sum squared resid 0.527379 0.022744 Mean dependent var Durbin-Watson stat 0.035514 0.856525 Nhóm mơ hình v i bi n ph thu c NNIM, bi a) FIPERCENT (FE) cl pl t mơ hình v i RE có h s R2 th p (6,5%), ch n mơ hình FE v i m Dependent Variable: NNIM Method: Panel EGLS (Cross-section weights) Date: 01/19/15 Time: 22:55 Sample: 2008 2013 Periods included: Cross-sections included: 32 Total panel (balanced) observations: 192 Linear estimation after one-step weighting matrix Variable Coefficient Std Error t-Statistic Prob C SIZE ADMIN EQ LDR AGE NPL CAR FIPERCENT 0.031463 -0.000769 0.025461 -0.001858 -0.001062 -0.001150 0.020683 0.001908 0.017908 0.010946 0.003146 0.079325 0.007501 0.001860 0.000371 0.021665 0.007051 0.006467 2.874514 -0.244423 0.320968 -0.247721 -0.571115 -3.095882 0.954697 0.270651 2.769072 0.0046 0.8072 0.7487 0.8047 0.5688 0.0023 0.3412 0.7870 0.0063 Effects Specification Cross-section fixed (dummy variables) Weighted Statistics R-squared Adjusted R-squared S.E of regression F-statistic Prob(F-statistic) 0.657632 0.569787 0.006399 7.486313 0.000000 Mean dependent var S.D dependent var Sum squared resid Durbin-Watson stat 0.010493 0.010411 0.006225 1.879986 Unweighted Statistics R-squared Sum squared resid 0.417964 0.006856 Mean dependent var Durbin-Watson stat 0.007926 2.090922 F-test Redundant Fixed Effects Tests Equation: Untitled Test cross-section fixed effects Effects Test Statistic Cross-section F 6.259297 d.f Prob (31,152) 0.0000 Hausman test Correlated Random Effects - Hausman Test Equation: Untitled Test cross-section random effects Chi-Sq Statistic Cross-section random Chi-Sq d.f Prob 13.924599 Test Summary 0.0838 b) MIN, MAJ (FE) - mơ hình v i RE có h s R2 th p (6,9%), ch n mơ hình FE v i m Dependent Variable: NNIM Method: Panel EGLS (Cross-section weights) Date: 01/19/15 Time: 23:13 Sample: 2008 2013 Periods included: Cross-sections included: 32 Total panel (balanced) observations: 192 Linear estimation after one-step weighting matrix Variable Coefficient Std Error t-Statistic Prob C SIZE ADMIN EQ LDR AGE NPL CAR MIN MAJ 0.024954 0.000427 -0.025838 0.003043 -0.001051 -0.001068 0.014355 0.005138 0.000781 0.002220 0.010989 0.003198 0.081587 0.007912 0.001808 0.000376 0.021932 0.007253 0.001433 0.001372 2.270703 0.133484 -0.316693 0.384673 -0.581023 -2.843565 0.654510 0.708410 0.544723 1.617918 0.0246 0.8940 0.7519 0.7010 0.5621 0.0051 0.5138 0.4798 0.5867 0.1078 Effects Specification Cross-section fixed (dummy variables) Weighted Statistics R-squared Adjusted R-squared S.E of regression F-statistic Prob(F-statistic) 0.638056 0.542177 0.006403 6.654786 0.000000 Mean dependent var S.D dependent var Sum squared resid Durbin-Watson stat 0.010341 0.010091 0.006191 1.824654 Unweighted Statistics R-squared Sum squared resid F-test 0.412151 0.006925 Mean dependent var Durbin-Watson stat 0.007926 2.073595 Redundant Fixed Effects Tests Equation: Untitled Test cross-section fixed effects Effects Test Statistic d.f Prob Cross-section F 5.860613 (31,151) 0.0000 Chi-Sq Statistic Chi-Sq d.f Prob 14.468682 0.1066 Hausman test Correlated Random Effects - Hausman Test Equation: Untitled Test cross-section random effects Test Summary Cross-section random c) MIN2008-2013, MAJ2008-2013, DOM208-2013 (RE) Dependent Variable: NNIM Method: Panel EGLS (Cross-section random effects) Date: 01/19/15 Time: 23:22 Sample: 2008 2013 Periods included: Cross-sections included: 32 Total panel (balanced) observations: 192 Swamy and Arora estimator of component variances Variable Coefficient Std Error t-Statistic Prob C SIZE ADMIN EQ LDR AGE NPL CAR MIN2009 MIN2010 MIN2011 MIN2012 MIN2013 MAJ2008 MAJ2009 MAJ2010 MAJ2011 MAJ2012 MAJ2013 DOM2008 DOM2009 DOM2010 DOM2011 DOM2012 DOM2013 0.010323 0.000286 -0.113944 -0.001197 -0.001358 6.26E-05 0.034300 -0.010205 0.002305 -0.001850 -0.002137 -0.004523 -0.005086 0.008055 0.006530 0.000471 -0.004339 -0.003264 -0.001856 -0.000562 0.001918 0.001076 -0.004128 -0.002418 -0.002431 0.014362 0.002898 0.127052 0.012868 0.002548 0.000111 0.024402 0.009472 0.008232 0.006076 0.006220 0.006070 0.006322 0.005814 0.005596 0.005774 0.005514 0.005526 0.005501 0.005267 0.005314 0.005328 0.005392 0.005493 0.005496 0.718774 0.098728 -0.896826 -0.093042 -0.533248 0.565957 1.405613 -1.077313 0.280027 -0.304477 -0.343494 -0.745130 -0.804456 1.385451 1.166991 0.081611 -0.786881 -0.590706 -0.337448 -0.106668 0.360975 0.201991 -0.765621 -0.440191 -0.442361 0.4733 0.9215 0.3711 0.9260 0.5946 0.5722 0.1617 0.2829 0.7798 0.7611 0.7317 0.4572 0.4223 0.1678 0.2449 0.9351 0.4325 0.5555 0.7362 0.9152 0.7186 0.8402 0.4450 0.6604 0.6588 Effects Specification S.D Cross-section random Idiosyncratic random 0.003852 0.006491 Rho 0.2604 0.7396 Weighted Statistics R-squared Adjusted R-squared S.E of regression F-statistic Prob(F-statistic) 0.209498 0.095893 0.006495 1.844089 0.013715 Mean dependent var S.D dependent var Sum squared resid Durbin-Watson stat 0.004493 0.006830 0.007044 1.828946 Unweighted Statistics R-squared Sum squared resid 0.205637 0.009358 Mean dependent var Durbin-Watson stat Nhóm mơ hình v i bi n ph thu c CIR, bi cl pl 0.007926 1.376732 t a) FIPERCENT (FE) Dependent Variable: CIR Method: Panel EGLS (Cross-section weights) Date: 01/19/15 Time: 22:57 Sample: 2008 2013 Periods included: Cross-sections included: 32 Total panel (balanced) observations: 192 Linear estimation after one-step weighting matrix Variable Coefficient Std Error t-Statistic Prob C SIZE ADMIN EQ LDR AGE NPL CAR FIPERCENT 0.483154 -0.171628 10.59967 -0.591450 -0.027490 0.034230 0.301744 0.477518 0.012649 0.209034 0.062177 1.619621 0.160564 0.036061 0.007070 0.319268 0.172257 0.115187 2.311361 -2.760331 6.544535 -3.683564 -0.762325 4.841319 0.945113 2.772123 0.109816 0.0222 0.0065 0.0000 0.0003 0.4470 0.0000 0.3461 0.0063 0.9127 Effects Specification Cross-section fixed (dummy variables) Weighted Statistics R-squared Adjusted R-squared S.E of regression 0.690993 0.611708 0.117182 Mean dependent var S.D dependent var Sum squared resid 0.645663 0.325277 2.087207 F-statistic Prob(F-statistic) 8.715324 0.000000 Durbin-Watson stat 1.477370 Unweighted Statistics R-squared Sum squared resid 0.493934 2.389565 Mean dependent var Durbin-Watson stat 0.496101 1.262973 F-test Redundant Fixed Effects Tests Equation: Untitled Test cross-section fixed effects Effects Test Statistic d.f Prob Cross-section F 5.359853 (31,152) 0.0000 Chi-Sq Statistic Chi-Sq d.f Prob 35.053938 0.0000 Hausman test Correlated Random Effects - Hausman Test Equation: Untitled Test cross-section random effects Test Summary Cross-section random b) MIN, MAJ (FE) Dependent Variable: CIR Method: Panel EGLS (Cross-section weights) Date: 01/19/15 Time: 23:15 Sample: 2008 2013 Periods included: Cross-sections included: 32 Total panel (balanced) observations: 192 Linear estimation after one-step weighting matrix Variable Coefficient Std Error t-Statistic Prob C SIZE ADMIN EQ LDR AGE NPL CAR MIN MAJ 0.569568 -0.206972 10.93151 -0.650210 -0.009742 0.037722 0.386590 0.422533 0.068389 0.002294 0.225430 0.065764 1.744214 0.164326 0.038156 0.007363 0.321166 0.168787 0.032614 0.025468 2.526585 -3.147193 6.267297 -3.956829 -0.255326 5.123446 1.203710 2.503350 2.096935 0.090059 0.0125 0.0020 0.0000 0.0001 0.7988 0.0000 0.2306 0.0134 0.0377 0.9284 Effects Specification Cross-section fixed (dummy variables) Weighted Statistics R-squared Adjusted R-squared S.E of regression F-statistic Prob(F-statistic) 0.663194 0.573974 0.116427 7.433235 0.000000 Mean dependent var S.D dependent var Sum squared resid Durbin-Watson stat 0.627734 0.313746 2.046851 1.487797 Unweighted Statistics R-squared Sum squared resid F 0.517415 2.278693 Mean dependent var Durbin-Watson stat 0.496101 1.318404 test Redundant Fixed Effects Tests Equation: Untitled Test cross-section fixed effects Effects Test Statistic d.f Prob Cross-section F 4.838076 (31,151) 0.0000 Chi-Sq Statistic Chi-Sq d.f Prob 34.804399 0.0001 Hausman test Correlated Random Effects - Hausman Test Equation: Untitled Test cross-section random effects Test Summary Cross-section random c) MIN2008-2013, MAJ2008-2013, DOM208-2013 (RE) Dependent Variable: CIR Method: Panel EGLS (Cross-section random effects) Date: 01/19/15 Time: 23:23 Sample: 2008 2013 Periods included: Cross-sections included: 32 Total panel (balanced) observations: 192 Swamy and Arora estimator of component variances Variable Coefficient Std Error t-Statistic Prob C SIZE ADMIN EQ LDR AGE 0.696010 -0.004042 8.207183 -0.685967 -0.001048 -0.002622 0.246025 0.050220 2.081920 0.211196 0.041076 0.001986 2.829017 -0.080476 3.942122 -3.248014 -0.025510 -1.319922 0.0052 0.9360 0.0001 0.0014 0.9797 0.1887 NPL CAR MIN2009 MIN2010 MIN2011 MIN2012 MIN2013 MAJ2008 MAJ2009 MAJ2010 MAJ2011 MAJ2012 MAJ2013 DOM2008 DOM2009 DOM2010 DOM2011 DOM2012 DOM2013 0.396985 0.387348 -0.310229 -0.321941 -0.297478 -0.232240 0.036977 -0.363805 -0.369428 -0.372896 -0.282031 -0.190541 -0.147351 -0.228997 -0.328654 -0.311572 -0.308384 -0.227401 -0.178331 0.389457 0.157608 0.130640 0.096884 0.099692 0.097271 0.101823 0.092734 0.089122 0.092021 0.087908 0.088243 0.087875 0.084775 0.085516 0.085719 0.086830 0.088544 0.088552 1.019331 2.457667 -2.374682 -3.322947 -2.983978 -2.387571 0.363147 -3.923117 -4.145219 -4.052278 -3.208251 -2.159264 -1.676832 -2.701229 -3.843176 -3.634795 -3.551603 -2.568232 -2.013849 0.3095 0.0150 0.0187 0.0011 0.0033 0.0181 0.7170 0.0001 0.0001 0.0001 0.0016 0.0323 0.0954 0.0076 0.0002 0.0004 0.0005 0.0111 0.0456 Effects Specification S.D Cross-section random Idiosyncratic random 0.074554 0.102626 Rho 0.3454 0.6546 Weighted Statistics R-squared Adjusted R-squared S.E of regression F-statistic Prob(F-statistic) 0.491039 0.417895 0.104947 6.713321 0.000000 Mean dependent var S.D dependent var Sum squared resid Durbin-Watson stat 0.243045 0.137553 1.839328 1.206142 Unweighted Statistics R-squared Sum squared resid 0.389958 2.880526 Mean dependent var Durbin-Watson stat 0.496101 0.770168 ng h s H a) H s H chung (FE) Dependent Variable: LOG(IR) Method: Panel EGLS (Cross-section weights) Date: 10/12/14 Time: 09:13 Sample: 2008 2013 Periods included: Cross-sections included: 32 Total panel (balanced) observations: 192 Linear estimation after one-step weighting matrix Variable Coefficient Std Error t-Statistic Prob C 4.377422 1.349558 3.243598 0.0015 LOG(W1) LOG(W2) LOG(W3) LOG(SIZE) LOG(EQ) LOG(LDR) LOG(AGE) LOG(NPL) LOG(CAR) 0.054862 0.651173 0.999156 -0.966639 0.150252 -0.143912 0.125393 -0.130304 -0.306754 0.088655 0.148047 0.186240 0.617750 0.138252 0.136826 0.051615 0.047041 0.146784 0.618826 4.398410 5.364889 -1.564774 1.086795 -1.051789 2.429376 -2.769994 -2.089832 0.5370 0.0000 0.0000 0.1197 0.2789 0.2946 0.0163 0.0063 0.0383 Effects Specification Cross-section fixed (dummy variables) Weighted Statistics R-squared Adjusted R-squared S.E of regression F-statistic Prob(F-statistic) 0.613848 0.511556 1.686803 6.000945 0.000000 Mean dependent var S.D dependent var Sum squared resid Durbin-Watson stat -16.36729 9.597280 429.6408 1.973104 Unweighted Statistics R-squared Sum squared resid 0.287973 1957.211 Mean dependent var Durbin-Watson stat -3.996354 2.827320 F-test Redundant Fixed Effects Tests Equation: Untitled Test cross-section fixed effects Effects Test Statistic d.f Prob Cross-section F 3.068135 (31,151) 0.0000 Chi-Sq Statistic Chi-Sq d.f Prob 21.492347 0.0106 Std Error t-Statistic Hausman test Correlated Random Effects - Hausman Test Equation: Untitled Test cross-section random effects Test Summary Cross-section random b) H s Dependent Variable: LOG(IR) Method: Least Squares Date: 10/12/14 Time: 09:45 Sample: 32 Included observations: 32 Variable Coefficient Prob C LOG(W1) LOG(W2) LOG(W3) LOG(SIZE) LOG(EQ) LOG(LDR) LOG(AGE) LOG(NPL) LOG(CAR) R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) -2.119278 -0.918841 0.433817 0.227725 -0.398682 0.358527 0.045038 0.127959 -0.123250 -0.111986 0.633118 0.483030 0.426258 3.997318 -12.12424 4.218311 0.002807 1.993320 0.340600 0.257793 0.322564 1.082621 0.223710 0.329303 0.122258 0.130297 0.188610 -1.063190 -2.697710 1.682807 0.705981 -0.368256 1.602642 0.136768 1.046627 -0.945914 -0.593744 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat 0.2992 0.0131 0.1066 0.4876 0.7162 0.1233 0.8925 0.3066 0.3545 0.5587 -3.638145 0.592844 1.382765 1.840807 1.534593 1.997772 c) H s Dependent Variable: LOG(IR) Method: Least Squares Date: 10/12/14 Time: 09:48 Sample: 32 Included observations: 32 Variable Coefficient Std Error t-Statistic Prob C LOG(W1) LOG(W2) LOG(W3) LOG(SIZE) LOG(EQ) LOG(LDR) LOG(AGE) LOG(NPL) LOG(CAR) 0.572375 0.033834 0.471250 0.217946 0.108709 0.442173 -0.172083 0.022363 0.000146 -0.035434 1.090180 0.214525 0.170187 0.112271 0.657420 0.113004 0.204188 0.080458 0.008825 0.130919 0.525028 0.157718 2.769010 1.941245 0.165357 3.912890 -0.842766 0.277952 0.016568 -0.270655 0.6048 0.8761 0.0112 0.0651 0.8702 0.0007 0.4084 0.7836 0.9869 0.7892 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.772420 0.679319 0.206203 0.935433 11.11368 8.296596 0.000027 d) H s Dependent Variable: LOG(IR) Method: Least Squares Date: 10/12/14 Time: 09:51 Sample: 32 Included observations: 32 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat -3.557633 0.364132 -0.069605 0.388438 0.082223 1.718995 Variable Coefficient Std Error t-Statistic Prob C LOG(W1) LOG(W2) LOG(W3) LOG(SIZE) LOG(EQ) LOG(LDR) LOG(AGE) LOG(NPL) LOG(CAR) -0.886719 -0.398051 0.290135 0.992002 2.939864 0.680332 -0.548991 0.036965 0.082911 0.148624 1.664175 0.357797 0.263732 0.249850 1.411881 0.255893 0.227130 0.118802 0.071895 0.174521 -0.532828 -1.112504 1.100110 3.970385 2.082233 2.658656 -2.417076 0.311149 1.153221 0.851613 0.5995 0.2779 0.2832 0.0006 0.0492 0.0143 0.0244 0.7586 0.2612 0.4036 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.718742 0.603682 0.275826 1.673758 1.804601 6.246672 0.000222 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat -3.642326 0.438140 0.512212 0.970255 0.664041 2.111155 e) H s Dependent Variable: LOG(IR) Method: Least Squares Date: 10/12/14 Time: 09:53 Sample: 32 Included observations: 32 Variable Coefficient Std Error t-Statistic Prob C LOG(W1) LOG(W2) LOG(W3) LOG(SIZE) LOG(EQ) LOG(LDR) LOG(AGE) LOG(NPL) LOG(CAR) 22.25110 8.834451 -0.229026 9.590954 13.09354 1.985583 -4.935274 3.731942 -1.327693 -1.539129 16.09731 2.526170 2.343399 2.144838 11.47375 2.537125 2.443257 1.057874 1.102898 2.148632 1.382287 3.497172 -0.097732 4.471645 1.141174 0.782611 -2.019957 3.527775 -1.203822 -0.716330 0.1808 0.0020 0.9230 0.0002 0.2661 0.4422 0.0557 0.0019 0.2415 0.4813 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.871002 0.818231 2.526742 140.4573 -69.07272 16.50508 0.000000 f) H s Dependent Variable: LOG(IR) Method: Least Squares Date: 10/12/14 Time: 09:54 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat -4.526185 5.926530 4.942045 5.400088 5.093873 2.122676 Sample: 32 Included observations: 32 Variable Coefficient Std Error t-Statistic Prob C LOG(W1) LOG(W2) LOG(W3) LOG(SIZE) LOG(EQ) LOG(LDR) LOG(AGE) LOG(NPL) LOG(CAR) -28.48290 -2.663143 -4.270427 14.59843 57.01607 11.60201 -4.419769 0.305062 -0.775950 1.698281 32.99572 4.795945 4.761123 5.204206 28.39392 6.230256 5.023188 2.762802 3.052704 5.089319 -0.863230 -0.555291 -0.896937 2.805121 2.008038 1.862205 -0.879873 0.110418 -0.254185 0.333695 0.3973 0.5843 0.3795 0.0103 0.0571 0.0760 0.3884 0.9131 0.8017 0.7418 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.449650 0.224507 6.277493 866.9522 -98.19400 1.997175 0.089584 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat -4.762598 7.128486 6.762125 7.220167 6.913953 1.791660 g) H s Dependent Variable: LOG(IR) Method: Least Squares Date: 10/12/14 Time: 09:57 Sample: 32 Included observations: 32 Variable Coefficient Std Error t-Statistic Prob C LOG(W1) LOG(W2) LOG(W3) LOG(SIZE) LOG(EQ) LOG(LDR) LOG(AGE) LOG(NPL) LOG(CAR) 0.975827 0.209055 1.055336 0.723785 1.959110 -0.371316 -0.425126 -0.109830 -0.477627 0.673921 2.155184 0.352142 0.322770 0.368974 2.052258 0.522562 0.499701 0.247993 0.278994 0.650963 0.452781 0.593667 3.269624 1.961614 0.954612 -0.710569 -0.850762 -0.442873 -1.711963 1.035267 0.6551 0.5588 0.0035 0.0626 0.3501 0.4848 0.4041 0.6622 0.1010 0.3118 R-squared Adjusted R-squared S.E of regression Sum squared resid Log likelihood F-statistic Prob(F-statistic) 0.763632 0.666936 0.474965 4.963016 -15.58648 7.897258 0.000040 Mean dependent var S.D dependent var Akaike info criterion Schwarz criterion Hannan-Quinn criter Durbin-Watson stat -3.851237 0.822996 1.599155 2.057197 1.750983 1.852767 Ph l c K t qu ch Ngu n: Trích xu t t ph n m m Eview 6.1 K t qu ki nh v i bi c l p ROA K t qu ki nh v i bi c l p ROE K t qu ki nh v i bi c l p NIM K t qu ki nh v i bi c l p NNIM K t qu ki nh v i bi c l p CIR ... hàng 2013 + /ngân hàng ngân hàng ngân hàng ngân hàng ngân hàng ngân hàng ngân hàng ngân hàng 11 -/+ -/+ -/+ -/+ - 29 - ngân hàng ngân hàng 12 DOM2012 -/+ ngân hàng ngân hàng DOM2013 -/+ SIZE +/-... I C A CÁC NGÂN HÀNG TMCP VI T NAM 2.1 V c Hàng lo t cá ph i k ph n hóa, s m nh t n Ngân hàng TMCP t Nam, r i Ngân hàng TMCP Ngo i t Nam, n Vi t Nam Cùng v i m ts c TMCP t lâu Ngân hàng TMCP Á... MAJ2008 ngân hàng +/1 MAJ2009 ngân hàng 2009 MAJ2010 ngân hàng 2010 +/1 +/1 MAJ2011 ngân hàng 2011 MAJ2012 ngân hàng 2012 +/1 +/1 MAJ2013 DOM2008 DOM2009 DOM2010 DOM2011 ngân hàng 2013 + /ngân hàng ngân