Các nhân tố tác động đến tăng trưởng tiền gửi của các ngân hàng thương mại cổ phần việt nam

V T TR Ờ V Ọ TP Ồ T Í - UY T T T TR T V P T U T T Chuyên ngành: T P – 34 02 01 TP Ồ Í , T 2023 V T TR Ờ V Ọ TP Ồ T Í - UY M T : 050607190143 L : HQ7 – GE14 T T TR T V P T U T T Chuyên ngành T P – 34 02 01 Ờ Ọ TS TP Ồ ỒT Í Ọ TUY , T 2023 i T uy ng i n g i ng h ng nh ng nghi ng ng n hàng n u h ng nh n i nghiên u uy nhiên i n nh h ghiên NHTM h u ài h nh n h - i nh nh h n i h i i nh ng n ng h i n ngh i n i ng n h ngh ng iêu i DG nh ng h ng i DG ngh ng n hàng i n ng i ghiên ng n hàng ng i n g i h u nhà h n nh h nh NHTM i i ng nghiên h nh h u h h n hu ng ng u h h n h y, nhà n i hu y ên i n g i u n ng ng h DG h h h y ng i n n i n h huy n ngh h nh u ng iêu i hi n nh ng y u ng ng i n i nh nh i àn ng inh u nghiên nh ng g i h h ng ê REM ng n hàng ng h i ghi nh nh ng nh h i n gi i ng i n i n h h ng ê n h i u n i ng u ng uy i h h ng ê ng h u hu u h nh n i ng h i u h ng h ng ng ng i n g i h n h h ng ê ài i ng ên ghiên h ng ê i h ng nn NHTM nghiên NHTM i n i i h nh h h ngh i i h ng ng ngu n i ng h nh n ng n hàng h nh n h n ng inh nh ng ng nh nên h i n i h nh C n DG uy nhiên i n nh h h ng nh ng ung i n ng u ng nh g i (DG) y u ng h ng in uy n h h ng, i ng i ng ng h n u n u n i i i i u i T T ng ành h nh ng ung n nh h n ng huy ng ii T iii ABSTRACT Deposit mobilization is one of the most basic and important operations in banking However, deposit management will become more difficult if the factors affecting it are not recognized and controlled Therefore, the study has proposed macro variables and micro variables from commercial banks to test their influence on deposit growth at commercial banks Synthesize and use secondary data sources collected from audited financial statements of 28 commercial banks in Vietnam for the period 2012 - 2021, combined with parameters published on the General Department Vietnamese statistics and other reputable information sites Research in the direction of qualitative research combined with quantitative under the support of Stata 17 software in analyzing and testing the models OLS, FEM and REM methods are used to find the most suitable model The results from the model show that, out of macro factors included in the study the inflation rate and money supply growth M2 that have statistical significance and have a positive impact on deposit growth (DG) at NHMs The other macro variable is economic growth, which has a negative impact on DG, but is not statistically significant Regarding micro variables, there are out of variables that are statistically significant and affect the dependent variable DG In which, profitability has a positive impact and has the strongest impact on the dependent variable, the remaining variables are equity ratio, bank size and loan-to-deposit ratio have a negative impact for DG The other variable is bad debt, which has a positive effect on DG but is not statistically significant From the research results, bank leaders need to pay attention to and improve the internal factors they control, while keeping in mind the effects of inflation and money supply growth The study provides suggestions and recommendations for bank leaders and policymakers to improve the ability to mobilize deposits for commercial banks in Vietnam Keywords: deposit growth, commercial banks, factors affecting deposit growth iv Ờ h u n à ung h ng n i ung ng ng h u n i h ng h ng nh nghiên u iêng n i ung h c hi n ngo i tr gi , k t qu nghiên ng h ẫn yh ặ c dẫn ngu n T y u v Ờ in i h g n u iên in h n hành àng hành h y h ng u h h i gi n nh n n ng u u h i gi n nghiên huyên h n n nhi u n ih nhi u h n h n i in h n hành g nh h n nh gi ng g ng n gi ngh n n nh h n c nh ng in h n ng ẫn gi i nh ng h u n n h n nhi u h n h nên nh ng g ng nh n i u hi n h h n i h y ng u n ng ài nh ng uy n u gi ng iên inh nh ng ng hi n h àn hành h n h n hành Ch n ig i nh ày h y n T h n ng ng ài vi M CL C T T T i Ờ iv Ờ v M C L C vi DANH M C VI T T T ix DANH M C B NG x S Ồ xi T Ọ 1.1 T 1.2 U U T U U U 1.3 U .2 T 1.4 V P V .3 P P 1.5 U .3 P P U P 1.6 U .4 U TR 1.7 U .4 T U 2: QU S T UY T V C KH U .7 V 2.1 Í T UY T 2.1.1 QU T T uy ng n hàng h n ng inh n h h i h u C P 10 y ên i n g i 10 vii u P 10 h 11 ng ng inh P 11 ng ng ung i n h .12 U QU 12 12 14 .18 T U 21 3: P C P P U 22 U .22 3.1 22 23 T UY T U 25 U U 27 QUY TR U 28 Ọ V T U 36 T QU 4: .30 UV T T QU U UV k 4.1.1 Th 37 37 37 i nh i nh ng u n gi i n .39 ng uy n 42 P 42 u h i uy 42 h n i h nh 44 nh gi huy i h 46 T .48 T U 52 T U T U V Í S 53 53 viii UY 54 V T U T U T UT PT 56 58 T 59 LI U THAM KH O 60 PH L C 63 75 18 19 PGB 2019 0.0875 17.2678 0.0024 0.9233 0.0316 0.1191 0.0702 0.0280 0.1478 PGB 2020 0.1319 17.4033 0.0047 0.8855 0.0244 0.1087 0.0291 0.0322 0.1453 PGB 2021 -0.0231 17.5173 0.0064 0.9708 0.0255 0.1032 0.0258 0.0184 0.1066 SCB 2012 0.3506 18.8208 0.0004 1.1169 0.0000 0.0762 0.0525 0.0883 0.1846 SCB 2013 0.8575 19.0141 0.0002 0.6047 0.0000 0.0724 0.0542 0.0659 0.1885 SCB 2014 0.3495 19.3054 0.0004 0.6743 0.0000 0.0544 0.0598 0.0408 0.1769 SCB 2015 0.2895 19.5570 0.0003 0.6628 0.0034 0.0489 0.0668 0.0063 0.1623 SCB 2016 0.1530 19.7063 0.0002 0.7494 0.0068 0.0423 0.0621 0.0267 0.1838 SCB 2017 0.1736 19.9114 0.0003 0.7627 0.0045 0.0346 0.0681 0.0352 0.1497 SCB 2018 0.1112 20.0479 0.0003 0.7772 0.0042 0.0323 0.0708 0.0354 0.1134 SCB 2019 0.1387 20.1575 0.0003 0.7551 0.0049 0.0293 0.0702 0.0280 0.1478 SCB 2020 0.0672 20.2672 0.0001 0.7441 0.0236 0.0262 0.0291 0.0322 0.1453 SCB 2021 0.0954 20.3711 0.0016 0.6896 0.0112 0.0320 0.0258 0.0184 0.1066 SGB 2012 0.0691 16.5137 0.0200 1.0287 0.0293 0.2383 0.0525 0.0883 0.1846 SGB 2013 0.0336 16.5023 0.0118 0.9783 0.0224 0.2384 0.0542 0.0659 0.1885 SGB 2014 0.0963 16.5770 0.0114 0.9406 0.0219 0.2203 0.0598 0.0408 0.1769 SGB 2015 0.1096 16.6918 0.0024 0.8766 0.0188 0.1911 0.0668 0.0063 0.1623 76 20 SGB 2016 0.0782 16.7625 0.0073 0.8773 0.0178 0.1845 0.0621 0.0267 0.1838 SGB 2017 0.0480 16.8751 0.0026 0.9437 0.0193 0.1603 0.0681 0.0352 0.1497 SGB 2018 -0.0115 16.8297 0.0020 0.9306 0.0220 0.1686 0.0708 0.0354 0.1134 SGB 2019 0.0674 16.9428 0.0063 0.9537 0.0194 0.1561 0.0702 0.0280 0.1478 SGB 2020 0.1631 16.9912 0.0041 0.8632 0.0144 0.1512 0.0291 0.0322 0.1453 SGB 2021 -0.0065 17.0186 0.0050 0.9312 0.0193 0.1507 0.0258 0.0184 0.1066 SHB 2012 0.7471 18.5737 0.0145 0.8322 0.0883 0.0816 0.0525 0.0883 0.1846 SHB 2013 0.1696 18.7827 0.9691 0.0567 0.0721 0.0542 0.0659 0.1885 SHB 2014 0.3577 18.9456 0.0047 0.8768 0.0203 0.0620 0.0598 0.0408 0.1769 SHB 2015 0.2078 19.1371 0.0039 0.8995 0.0172 0.0550 0.0668 0.0063 0.1623 SHB 2016 0.1192 19.2706 0.0039 1.0055 0.0187 0.0566 0.0621 0.0267 0.1838 SHB 2017 0.1700 19.4715 0.0054 1.0318 0.0233 0.0514 0.0681 0.0352 0.1497 SHB 2018 0.1556 19.5940 0.0052 0.9501 0.0240 0.0505 0.0708 0.0354 0.1134 SHB 2019 0.1510 19.7161 0.0066 1.0111 0.0191 0.0507 0.0702 0.0280 0.1478 SHB 2020 0.1711 19.8382 0.0063 0.9958 0.0183 0.0582 0.0291 0.0322 0.1453 SHB 2021 0.0778 20.0432 0.0099 1.1197 0.0167 0.0701 0.0258 0.0184 0.1066 0.0009 77 21 22 SSB 2012 -0.0846 18.1339 0.0007 0.6307 0.0000 0.0744 0.0525 0.0883 0.1846 SSB 2013 0.1506 18.1958 0.0019 1.0794 0.0000 0.0717 0.0542 0.0659 0.1885 SSB 2014 0.2445 18.1998 0.0011 0.9578 0.0000 0.0709 0.0598 0.0408 0.1769 SSB 2015 0.2662 18.2553 0.0011 0.7910 0.0136 0.0681 0.0668 0.0063 0.1623 SSB 2016 0.2650 18.4538 0.0011 0.8721 0.0160 0.0569 0.0621 0.0267 0.1838 SSB 2017 0.1096 18.6439 0.0024 0.8993 0.0083 0.0494 0.0681 0.0352 0.1497 SSB 2018 0.0538 18.7606 0.0035 1.0169 0.0148 0.0591 0.0708 0.0354 0.1134 SSB 2019 0.1350 18.8743 0.0070 1.0316 0.0231 0.0694 0.0702 0.0280 0.1478 SSB 2020 0.1833 19.0096 0.0075 0.9522 0.0188 0.0759 0.0291 0.0322 0.1453 SSB 2021 -0.0308 19.1705 0.0123 1.2130 0.0158 0.0882 0.0258 0.0184 0.1066 STB 2012 0.2945 18.8402 0.0066 0.9263 0.0205 0.0901 0.0525 0.0883 0.1846 STB 2013 0.2251 18.8993 0.0138 0.8486 0.0146 0.1057 0.0542 0.0659 0.1885 STB 2014 0.2386 19.0615 0.0116 0.7812 0.0119 0.0952 0.0598 0.0408 0.1769 STB 2015 0.6006 19.4924 0.0022 0.7037 0.0580 0.0756 0.0668 0.0063 0.1623 STB 2016 0.1175 19.6207 0.0003 0.6739 0.0691 0.0668 0.0621 0.0267 0.1838 STB 2017 0.0967 19.7249 0.0032 0.6898 0.0467 0.0631 0.0681 0.0352 0.1497 STB 2018 0.0923 19.8220 0.0044 0.7255 0.0213 0.0607 0.0708 0.0354 0.1134 78 23 24 STB 2019 0.1473 19.9327 0.0054 0.7297 0.0194 0.0590 0.0702 0.0280 0.1478 STB 2020 0.0677 20.0150 0.0054 0.7842 0.0170 0.0588 0.0291 0.0322 0.1453 STB 2021 -0.0014 20.0715 0.0065 0.8931 0.0153 0.0657 0.0258 0.0184 0.1066 TCB 2012 0.2920 19.0081 0.0043 0.6938 0.0270 0.0739 0.0525 0.0883 0.1846 TCB 2013 0.0764 18.8838 0.0041 0.6058 0.0365 0.0876 0.0542 0.0659 0.1885 TCB 2014 0.0976 18.9854 0.0062 0.6735 0.0238 0.0852 0.0598 0.0408 0.1769 TCB 2015 0.0801 19.0730 0.0080 0.8316 0.0167 0.0857 0.0668 0.0063 0.1623 TCB 2016 0.2194 19.2766 0.0134 0.8859 0.0158 0.0832 0.0621 0.0267 0.1838 TCB 2017 -0.0143 19.4117 0.0239 1.0112 0.0161 0.1000 0.0681 0.0352 0.1497 TCB 2018 0.1781 19.5869 0.0264 0.8388 0.0175 0.1613 0.0708 0.0354 0.1134 TCB 2019 0.1484 19.7654 0.0267 1.0259 0.0133 0.1618 0.0702 0.0280 0.1478 TCB 2020 0.1996 19.9014 0.0286 1.0207 0.0047 0.1697 0.0291 0.0322 0.1453 TCB 2021 0.1344 20.1589 0.0324 1.1904 0.0061 0.1621 0.0258 0.0184 0.1066 TPB 2012 0.7865 16.5316 0.0077 0.7018 0.0366 0.2195 0.0525 0.0883 0.1846 TPB 2013 0.5460 17.2840 0.0119 0.9168 0.0233 0.1153 0.0542 0.0659 0.1885 TPB 2014 0.5088 17.7567 0.0104 0.9822 0.0122 0.0823 0.0598 0.0408 0.1769 TPB 2015 0.8270 18.1491 0.0074 0.7710 0.0081 0.0630 0.0668 0.0063 0.1623 79 25 26 TPB 2016 0.3943 18.4819 0.0053 0.9219 0.0075 0.0534 0.0621 0.0267 0.1838 TPB 2017 0.2763 18.6367 0.0078 0.8983 0.0110 0.0538 0.0681 0.0352 0.1497 TPB 2018 0.0831 18.7295 0.0133 1.0107 0.0112 0.0780 0.0708 0.0354 0.1134 TPB 2019 0.2141 18.9180 0.0188 1.0407 0.0129 0.0795 0.0702 0.0280 0.1478 TPB 2020 0.2538 19.1449 0.0170 1.0534 0.0118 0.0812 0.0291 0.0322 0.1453 TPB 2021 0.2041 19.4951 0.0165 1.0916 0.0076 0.0887 0.0258 0.0184 0.1066 VAB 2012 -0.1309 17.0186 0.0067 0.8464 0.0465 0.1436 0.0525 0.0883 0.1846 VAB 2013 0.2550 17.1126 0.0022 0.7542 0.0288 0.1327 0.0542 0.0659 0.1885 VAB 2014 0.0509 17.3876 0.0013 0.7904 0.0233 0.1022 0.0598 0.0408 0.1769 VAB 2015 0.2356 17.5503 0.0020 0.8316 0.0226 0.0936 0.0668 0.0063 0.1623 VAB 2016 0.3171 17.9340 0.0016 0.9411 0.0216 0.0654 0.0621 0.0267 0.1838 VAB 2017 0.0687 17.9812 0.0015 1.0144 0.0149 0.0639 0.0681 0.0352 0.1497 VAB 2018 0.2024 18.0823 0.0017 0.9071 0.0000 0.0594 0.0708 0.0354 0.1134 VAB 2019 0.1465 18.1521 0.0027 0.9732 0.0000 0.0581 0.0702 0.0280 0.1478 VAB 2020 0.2497 18.2760 0.0038 0.8066 0.0233 0.0662 0.0291 0.0322 0.1453 VAB 2021 0.1420 18.4310 0.0065 0.7974 0.0190 0.0631 0.0258 0.0184 0.1066 VCB 2012 0.2111 19.8426 0.0107 0.8452 0.0240 0.1006 0.0525 0.0883 0.1846 80 27 VCB 2013 0.1642 19.9661 0.0093 0.8303 0.0273 0.0907 0.0542 0.0659 0.1885 VCB 2014 0.2708 20.1733 0.0079 0.8846 0.0231 0.0754 0.0598 0.0408 0.1769 VCB 2015 0.1855 20.3293 0.0079 0.8341 0.0184 0.0670 0.0668 0.0063 0.1623 VCB 2016 0.1797 20.4849 0.0087 0.8490 0.0151 0.0610 0.0621 0.0267 0.1838 VCB 2017 0.2000 20.7580 0.0088 0.8599 0.0114 0.0508 0.0681 0.0352 0.1497 VCB 2018 0.1318 20.7947 0.0136 0.8547 0.0098 0.0579 0.0708 0.0354 0.1134 VCB 2019 0.1578 20.9244 0.0152 0.8475 0.0079 0.0662 0.0702 0.0280 0.1478 VCB 2020 0.1117 21.0056 0.0139 0.8573 0.0062 0.0709 0.0291 0.0322 0.1453 VCB 2021 0.1000 21.0702 0.0155 0.8663 0.0062 0.0771 0.0258 0.0184 0.1066 VIB 2012 0.3901 17.9903 0.0080 0.8776 0.0275 0.1297 0.0525 0.0883 0.1846 VIB 2013 0.1070 18.1577 0.0007 0.8295 0.0282 0.1038 0.0542 0.0659 0.1885 VIB 2014 0.1344 18.2058 0.0065 0.8512 0.0251 0.1054 0.0598 0.0408 0.1769 VIB 2015 0.0867 18.2500 0.0062 0.8855 0.0207 0.1021 0.0668 0.0063 0.1623 VIB 2016 0.1118 18.4649 0.0054 1.0096 0.0258 0.0836 0.0621 0.0267 0.1838 VIB 2017 0.1538 18.6290 0.0091 1.1671 0.0249 0.0714 0.0681 0.0352 0.1497 VIB 2018 0.2411 18.7512 0.0158 1.1307 0.0252 0.0767 0.0708 0.0354 0.1134 VIB 2019 0.4418 19.0333 0.0177 1.0547 0.0196 0.0728 0.0702 0.0280 0.1478 81 28 VIB 2020 0.2288 19.3154 0.0190 1.1261 0.0174 0.0735 0.0291 0.0322 0.1453 VIB 2021 0.1544 19.5505 0.0207 1.2408 0.0217 0.0785 0.0258 0.0184 0.1066 VPB 2012 0.4536 18.4471 0.0063 0.7733 0.0272 0.0653 0.0525 0.0883 0.1846 VPB 2013 0.4088 18.6135 0.0084 0.7236 0.0281 0.0637 0.0542 0.0659 0.1885 VPB 2014 0.2923 18.9107 0.0077 0.8203 0.0254 0.0550 0.0598 0.0408 0.1769 VPB 2015 0.2023 19.0827 0.0124 0.9283 0.0269 0.0691 0.0668 0.0063 0.1623 VPB 2016 -0.0498 19.2482 0.0172 1.1947 0.0291 0.0751 0.0621 0.0267 0.1838 VPB 2017 0.0789 19.4422 0.0232 1.3614 0.0339 0.1069 0.0681 0.0352 0.1497 VPB 2018 0.2793 19.5941 0.0228 1.2855 0.0350 0.1075 0.0708 0.0354 0.1134 VPB 2019 0.2523 19.7483 0.0219 1.2046 0.0342 0.1119 0.0702 0.0280 0.1478 VPB 2020 0.0910 19.8534 0.0249 1.2511 0.0341 0.1260 0.0291 0.0322 0.1453 VPB 2021 0.0360 20.1207 0.0210 1.4979 0.0448 0.1432 0.0258 0.0184 0.1066 82 S 1: T 2: k 83 3: k 4: S 84 5: 85 6: L A CHỌ 7: R 86 P 8: 9: 87 KI NH L I FEM 10: 11: ự 88 12 k k ắ k