(Luận văn) the impact of credit risk on profitability in commercial banks in vietnam

h ng Master’s thesis Supervisor : Dr Pham Huu Hong Thai p ie n w lo ad yi ju y th The IMPACT of CREDIT RISK on pl PROFITABILITY IN cOMMERCIAL BANKS ua al n in vietnam n va oi m ll fu tz a nh z By Trong Quoc Tran Email : trong906@gmail.com Tel : 0907003639 ht vb k jm om l.c gm an Lu n va y te re ac th HOCHIMINH CITY-2010 h ng Master’s thesis Supervisor : Dr Pham Huu Hong Thai p ie n w lo ad ACKNOWLEDGEMENT yi ju y th pl I would like to express my thankfulness to all those who gave me the possibility ua al to complete this research project I am grateful all authors who have given me n a source of referential documents in the process of writing my thesis va n Especially, I am deeply indebted to my supervisor Dr Pham Huu Hong Thai, fu oi m ll whose support, interest, encouragement and suggestion supported me during the research and writing process of this research project a nh I also send to my gratitude to all teachers Financial and banking department tz has encouraged and help me this completes my thesis I would like to thank the z library staff of the University of Economics Ho Chi Minh City for their ht vb relentless effort in making access to research data and literature possible k jm om l.c gm an Lu n va y te re ac th Abstract By: Tran Quoc Trong h ng Master’s thesis Supervisor : Dr Pham Huu Hong Thai p ie Nowadays, Credit risk management in banks has become more important because of the financial crisis that the world is experiencing Since granting n w credit is one of the main sources of income in commercial banks, the lo ad management of the risk related to that credit affects the profitability of the ju y th banks The study evaluates the impact of credit risk on profitability in yi Commercial Banks in Vietnam for the period of 2005-2009 Using financial pl ratios such as Return on Asset (ROA), Return on Equity (ROE), Non- ua al performing loan (NPL) analyze In the study try to find out how the credit risk n management affects the profitability in banks The study is limited to va n identifying the relationship of credit risk management on profitability of fu oi m ll twenty commercial banks in Viet Nam The results of the study are limited to banks in the sample and are not generalized for the all the commercial banks in a nh Viet Nam Furthermore, as the study only uses the quantitative approach and tz focuses on the description of the outputs from SPSS, the reasons behind will z ht vb not be discussed and explained The quantitative method is used in order to k jm fulfill the main purpose of the study The study have used regression model to the empirical analysis In the model the study have defined ROE as gm profitability indicator while NPLR and CAR as credit risk management om l.c indicators The data is collected from the sample banks annual reports (20052009) and capital adequacy and risk management on financial reports (2005- Lu n va risk has effect on profitability in all twenty banks an 2009) in twenty commercial banks The findings and analysis reveal that credit y te re Keywords: credit risk management, profitability, banks ac th By: Tran Quoc Trong h ng Master’s thesis Supervisor : Dr Pham Huu Hong Thai p ie List of Acronyms n w lo ad Adj R2 Adjusted R-squared BCBS Basel Committee on Banking Supervision CAR Capital Adequacy Ratio CCF Credit Conversion Factors Coef Coefficient CRD Capital Requirements Directives FIRB Foundation Internal Rating-based FSA Financial Supervisory Authority ICAAP Internal Capital Adequacy Assessment Process IFRS International Financial Reporting Standards IRB Internal Rating-based LGD Loss Given Default N Number (of Observations) NI Net Income NPL Non-performing Loan NPLR Non-performing Loan Ratio PD Probability of DefaultP-value Probability Value R2 R-squared ROA Return on Assets ROE Return on Equity RORAC Return on Risk Adjusted Capital RWA Risk Weighted Asset SFSA Swedish Financial Supervisory Authority Signif Significance TL Total Loan TSE Total Shareholders’ Equity yi ju y th pl n ua al n va oi m ll fu tz a nh z ht vb k jm om l.c gm an Lu n va y te re ac th By: Tran Quoc Trong h ng Master’s thesis Supervisor : Dr Pham Huu Hong Thai p ie TABLE OF CONTENT TITLE PAGES PAGES n w lo (2) Abstract (3) List of Acronyms (4) ad ACKNOWLEDGEMENT y th ju CHAPTER ONE (8) yi 1.Introduction pl (8) 1.2 Problem Discussion (10) 1.3 Research question (10) n ua al 1.1 Statement of problems n va (11) 1.5 Scope of the study (12) (12) a nh 1.6 Layout of the study oi m ll fu 1.4 Objective of the study tz CHAPTER TWO LITERATURE REVIEW (13-14) z 2.1 The relationship between profitability and capital ht vb 2.2 The relationship between capital and risk (14-15) k jm 2.3 The relationship between risk and profitability 2.4.1 ROE – profitability indicator (18-19) (19-20-21-22) an Lu 2.5 Theories (17-18) om 2.4.3.Capital and profitability : l.c 2.4.2 Credit risk management indicators gm 2.4 Previous Studies (15-16) 2.6.1 The Basel Accords (28) ac 2.6 Regulations (24-25-26) th 2.5.3 Bank Profitability y te (24) re 2.5.2 Credit risk management in banks n (23) va 2.5.1 Risks in banks (28-29-30) CHAPTER THREE METHODOLOGY By: Tran Quoc Trong h ng Master’s thesis Supervisor : Dr Pham Huu Hong Thai p ie n w lo (31) 3.2 Hypothesis (31) 3.3 Sampling (32) 3.4 Data Collection (32) ad 3.1 Research approach (32-33) ju y th 3.5 Data analyzing instruments (33) 3.6.1 Dependent variable (33) yi 3.6 Applied regression model pl ua al 3.6.2 Independent variables (33) (34-35-36-37) n 3.6.3 Regression analysis explained va (37-38) n 3.7.Reliability and validity fu SYSTEM IN VIETNAM oi m ll CHAPTER FOUR : OVERVIEW OF THE COMMERCIAL BANKING a nh 4.1.The commercial banking system of Vietnam was the process of tz transition from mono-banking system to commercial banking system (39) z (39-40) ht vb 4.2 Role of commercial banks in the economy k jm 4.3 Banking system of the role of trade in Vietnam after 20 years (40-42) 4.4.Opportunities for Vietnam's commercial banking system (42-43) gm 4.5 The difficulties and challenges for Vietnam's banking system (44-45) 5.1Overview of the banks studied (46-48) Lu (50-52) an 5.2 Return on Equity (ROE) om l.c CHAPTER FIVE : EMPIRICAL RESULT AND DISCUSSION (54-55) 5.4 Capital Adequate Ratio (CAR) (56-57) 5.6.Basel I and basel II application affect CHAPTER SIX : CONCLUSION AND SUGGESTIONS (60-61) n va 5.3 Non-Performing Loan (NPLR) y te re th 6.1 Conclusion By: Tran Quoc Trong ac 6.1 Conclusion (66-67) (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam h ng Master’s thesis Supervisor : Dr Pham Huu Hong Thai p ie CHAPTER ONE n w INTRODUCTION lo ad y th Introduction yi ju In this chapter, we present the background of the thesis followed by the pl problem statement The discussion also contains the motivation for our thesis ua al Finally, we present the research question, the purpose of this thesis and limit n the area of the study va n 1.1 Statement of problems fu oi m ll Credit activities are crucial of Vietnam banking system, They bring 80-90% to income for each bank, but the risks are not less Credit risk will be higher than a nh the enormous influence to business banking Facing the opportunities and tz challenges of the process of international economic integration, the issue of z ht vb raising the competitiveness of the domestic commercial banks with foreign k jm commercial banks, in particular improving the quality of credit, risk reduction has become urgent Besides, the world economic situation is complicated and gm the risk of increasing the credit crisis Vietnam is a country with open economy om l.c should not avoid the effects of the world economy Facing this situation, requires commercial banks of Vietnam must improve the management of credit an Lu risk, limited to the minimum possible risks, causing potential risks va Managing credit risk in financial institutions is critical for the survival and n growth of the financial institutions In the case of banks, the issue of credit risk debtor’s non-payment of a loan or other forms of credit As they default, delay By: Tran Quoc Trong (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ac that they find themselves in Credit risk refers to the risk of loss because of th resulting from some of the characteristics of clients and business conditions y te re is even of greater concern because of the higher levels of perceived risks (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam h ng Master’s thesis Supervisor : Dr Pham Huu Hong Thai p ie in repayments, restructuring of borrower repayments and bankruptcy are also considered as additional risks When it comes to banking, credit risk is n w apparent on lending services to clients There is the need for an effective lo ad employment of credit scorecard for the purpose of ranking potential and ju y th existing customers according to risk In this will be based the appropriate yi measures to be applied by the banks Nevertheless, banks charge higher price pl for higher risk customers Credit limits and faced by lenders to consumers, ua al lenders to business, businesses and even individuals Credit risks, nevertheless, n are most encountered in the financial sector particularly by the institutions va n such as banks Credit risk management therefore is both a solution and a fu oi m ll necessity in the banking setting The global financial crisis also requires the banks to regain enough confidence by the public not only for the financial a nh institutions but also the financial system in general and to not just rely on the tz financial aid by the governments and central banks It is critical for the banks z k jm exemption ht vb to engage in better credit risk management practices Banks are not an The banks of Vietnam as well as the other over all the World are required to gm follow Basel II capital adequacy framework from 2007 Basel II aims to build om l.c on a solid foundation of prudent capital regulation, supervision, and market discipline, and to enhance further risk management and financial stability Lu an However, it is worth mentioning that regulatory and deregulatory transitions n va usually end up with the same result The exposed risk – the main and most importance of this risk is increased by the fact that it is linked to the problem techniques, wider than Basel I did The goal is to improve the credit risk By: Tran Quoc Trong (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ac studied For this reason, Basel II considers varieties of credit risk measurement th of collateral Therefore, it is in need of being deliberately examined and y te re difficult one to identify – is the credit risk in the particular current case The (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam h ng Master’s thesis Supervisor : Dr Pham Huu Hong Thai p ie management quality without constraining banks’competitiveness Regulations should be interactive or flexible to be successful because of rapidly changing n w technological, political, and economical circumstances Credit risk lo ad measurement tools presented in Basel II intended to be flexible The banks can ju y th either choose from the proposed options or employ their own as long as it yi gives sound and fair results The importance of the credit risk management and pl its impact on profitability has motivated us to pursue this study We assume ua al that if the credit risk management is sound, the profit level will be satisfactory n The other way around, if the credit risk management is poor, the profit level va n will be relatively lower Because the less the banks loss from credits, the more fu oi m ll the banks gain.The profitability is the indicator of credit risk management The central question is how significant is the impact of credit risk management on tz 1.2 Problem Discussion a nh profitability z ht vb The importance of the credit risk and its impact on profitability has motivated k jm us to pursue this study We assume that if the credit risk management is sound, the profit level will be satisfactory The other way around, if the credit risk gm management is poor, the profit level will be relatively lower Because the less om l.c the banks loss from credits, the more the banks gain Profitability is the indicator of credit risk management The central question is how significant is Lu n The discussed background and problem formulation make us to have the 1.4 Objective of the study By: Tran Quoc Trong (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ac commercial banks in Vietnam ? th following research question: How does credit risk affect the profitability in y te re 1.3 Research question va endeavor to find the answer an the impact of credit risk management on profitability This thesis is an (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam h ng Master’s thesis Supervisor : Dr Pham Huu Hong Thai p ie The purpose of the research is to describe the impact level of credit risk on profitability in twenty commercial banks in Vietnam n w The study is to test the following hypothesis by econometric model : lo ad H1: Banks with higher profitability (ROE, ROA) have lower loan losses (Non- ju y th Performing Loans/ Total Loans) yi H2: Banks with higher interest income (net interest/Average total assets, pl interest net /total income) also have lower bad loans (NPL) ua al H3: The growth of ROE/ ROA may also depend on the capitalization of the n banks and operating profit margin If a bank is highly capitalized through the va n risk-weighted capital adequacy ratio (RWCAR) or Tier capital adequacy fu oi m ll ratio (CAR), the expansion of ROE will be retarded we test the hypothesis using the following regression model: a nh P(ROA/ROE)= α+β1NPLR+ β2CAR+ ε tz Using data on 20 commercial banks in Vietnam and our results show no ht vb k jm 1.5 Scope of the study z rejection by ourhypothesis The research is limited on evaluate the impact of credit risk on profitability in gm the twenty Banks in Vietnam Thus, the other risks mentioned in Basel om l.c Accords are not discussed Due to the unavailability of information in annual reports, our sample only contains twenty largest commercial banks and their Lu an years’ annual reports from 2005 to 2009 respectively Since the banks in n va sample rejected to participate in our internet based survey, the primary data the results of the study are limited to twenty commercial banks in the sample By: Tran Quoc Trong (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam 10 ac uses the quantitative approach and focus on the description of the outputs from th and are not generalized for all the banks in Vietnam Finally, as the study only y te re was not possible to obtain Considering the above mentioned circumstances, (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Master’s thesis Supervisor : Dr Pham Huu Hong Thai w n Coefficients l Coefficients Correlations oa d Standardized Unstandardized Coefficients Collinearity Statistics t Std Error Beta t Sig Zero-order 5,811 ,000 1,656 -,161 -1,064 ,294 CAR_BASEL_II -,593 ,260 -,346 -2,282 ,028 Tolerance VIF -,193 -,172 -,161 ,992 1,008 -,361 -,351 -,345 ,992 1,008 n a Dependent Variable: ROE_BASEL_II Part u 3,598 -1,761 l 20,906 a l ua (Constant) NPLR_BASEL_II Partial yi p B hy j Model n va f u ll m Collinearity Diagnosticsa Model on Eigenvalue Condition Index (Constant) 1 2,736 1,000 ,01 ,04 ,234 3,417 ,03 ,95 ,030 9,570 ,96 vb h oi n Variance Proportions Dimensi NPLR_BASEL_II CAR_BASEL_II h at z ,01 z ,04 ,01 k jm t a Dependent Variable: ROE_BASEL_II ,95 gm l.c Residuals Statisticsa 14,9869 Residual -1,03707E1 Std Predicted Value -2,011 Lu a Std Deviation N 11,8705 Mean 2,24422 40 14,85267 ,00000 5,22062 40 1,389 ,000 1,000 40 om Maximum 7,3585 n Minimum Predicted Value va n 82 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Master’s thesis Supervisor : Dr Pham Huu Hong Thai 2,771 ,000 ,974 w -1,935 40 n Std Residual l oa d a Dependent Variable: ROE_BASEL_II t hy j l yi p u Regression a l ua [DataSet1] C:\Users\LENOVO\Documents\ABC.sav n Std Deviation N ,80887 100 ,7481 ,49928 100 CAR 12,8013 3,04983 100 at z h oi n NPLR n Mean 1,5940 f u ll m ROA va Descriptive Statistics z CAR -,166 ,389 NPLR -,166 1,000 ,102 CAR ,389 ,102 1,000 ,050 ,000 ,157 t NPLR 1,000 k ROA ROA jm Pearson Correlation vb h Correlations gm l.c CAR ,000 ,157 ROA 100 100 om ,050 Lu a N ROA NPLR n Sig (1-tailed) 100 va n 83 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Master’s thesis Supervisor : Dr Pham Huu Hong Thai 100 100 100 w 100 100 oa d l 100 CAR n NPLR t hy j yi p u Variables Entered/Removedb l Variables Removed Method CAR, NPLRa Enter n Variables Entered a l ua Model n va a All requested variables entered b Dependent Variable: ROA f u ll m oi n Model Summaryb h R Adjusted R Square Estimate ,194 ,177 ,73374 R Square Change Change Statistics F Change df1 df2 Sig F Change Durbin-Watson 11,656 97 ,00002906 1,316 z R Square at z Std Error of the Model ,440 ,194 jm t a Predictors: (Constant), CAR, NPLR vb h a b Dependent Variable: ROA k gm l.c ANOVAb 12,551 Residual 52,222 n Regression df Mean Square F Sig 6,275 11,656 ,00002906 97 ,538 Lu a Sum of Squares om Model va n 84 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Master’s thesis Supervisor : Dr Pham Huu Hong Thai w 64,772 99 n Total l oa d a Predictors: (Constant), CAR, NPLR hy j t b Dependent Variable: ROA u yi p Coefficientsa l a l ua Standardized Unstandardized Coefficients ,328 NPLR -,336 ,148 -,207 CAR ,109 ,024 ,410 Lower Bound 1,383 ,170 -,197 -2,262 ,026 -,630 4,473 ,00000294 ,060 Upper Bound Collinearity Statistics Zero-order Partial Part Tolerance VIF -,041 -,166 -,224 -,206 ,990 1,010 ,157 ,389 ,414 ,408 ,990 1,010 1,104 at z h a Dependent Variable: ROA Correlations n ,453 Sig f u ll m (Constant) 95% Confidence Interval for B t Beta oi n Std Error n Coefficients B va Model z 1,000 -,102 -,102 1,000 CAR ,001 ,000 NPLR ,000 Covariances om ,022 Lu a a Dependent Variable: ROA gm l.c CAR NPLR t Correlations NPLR k CAR jm Model vb h Coefficient Correlationsa n va n 85 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Master’s thesis Supervisor : Dr Pham Huu Hong Thai w n Collinearity Diagnosticsa l oa d Variance Proportions Dimensi Eigenvalue Condition Index (Constant) NPLR CAR 1 2,755 1,000 ,01 ,03 ,01 ,218 3,553 ,03 ,96 ,04 ,027 10,140 ,96 ,01 ,95 t on hy j Model u l yi p a l ua a Dependent Variable: ROA n n va f u ll m Mean Std Deviation N h Maximum at z Minimum oi n Residuals Statisticsa ,6750 2,5193 1,5940 ,35605 Residual -1,15144 3,31219 ,00000 ,72629 Std Predicted Value -2,581 2,599 ,000 1,000 100 Std Residual -1,569 4,514 ,000 ,990 100 100 vb h t k jm a Dependent Variable: ROA 100 z Predicted Value om gm l.c Regression Lu a n [DataSet1] C:\Users\LENOVO\Documents\ABC.sav va n 86 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Master’s thesis Supervisor : Dr Pham Huu Hong Thai w n Std Deviation N 1,5932 ,75905 57 NPLR_BASEL_I ,7374 ,50092 57 CAR_BASEL_I 12,6205 3,00051 57 hy j t Mean ROA_BASEL_I oa d l Descriptive Statistics u l yi p n a l ua NPLR_BASEL_I -,260 1,000 ,074 CAR_BASEL_I ,407 ,074 1,000 h ,025 ,025 CAR_BASEL_I ,001 ,291 57 CAR_BASEL_I 57 57 57 57 57 k om Variables Entered/Removedb 57 ,291 t 57 vb h 57 jm ROA_BASEL_I ,001 z ROA_BASEL_I NPLR_BASEL_I NPLR_BASEL_I n ,407 f u ll m CAR_BASEL_I -,260 gm l.c N NPLR_BASEL_I 1,000 oi n Sig (1-tailed) ROA_BASEL_I ROA_BASEL_I at z Pearson Correlation va Correlations Lu a Variables Variables Entered Removed n Model Method va n 87 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Supervisor : Dr Pham Huu Hong Thai w CAR_BASEL_I, Enter oa d l NPLR_BASEL_Ia n Master’s thesis a All requested variables entered t hy j b Dependent Variable: ROA_BASEL_I u l yi p a l ua Model Summaryb Change Statistics Std Error of the ,501 a Adjusted R Square ,251 ,223 Estimate R Square Change ,66914 F Change ,251 9,030 n R Square n R df1 va Model df2 54 Sig F Change ,0004 Durbin-Watson -4 1,445 f u ll m a Predictors: (Constant), CAR_BASEL_I, NPLR_BASEL_I at z h oi n b Dependent Variable: ROA_BASEL_I ANOVAb Mean Square Regression 8,086 4,043 Residual 24,178 54 ,448 Total 32,265 56 F z df 9,030 Sig ,00004-4 k jm t Sum of Squares vb h Model gm l.c a Predictors: (Constant), CAR_BASEL_I, NPLR_BASEL_I om b Dependent Variable: ROA_BASEL_I Lu a n va Coefficientsa n 88 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Master’s thesis Supervisor : Dr Pham Huu Hong Thai w l Correlations Beta t Sig Lower Bound Upper Bound Zero-order Std Error ,549 ,400 1,372 ,176 -,253 1,351 NPLR_BASEL_I -,442 ,179 -,292 -2,470 ,017 -,801 -,083 CAR_BASEL_I ,109 ,030 ,429 3,633 ,001 ,049 ,168 Partial Part Tolerance VIF -,260 -,319 -,291 ,994 1,006 ,407 ,443 ,428 ,994 1,006 t B (Constant) Collinearity Statistics oa d 95% Confidence Interval for B Coefficients hy j Model n Standardized Unstandardized Coefficients u l yi p a l ua a Dependent Variable: ROA_BASEL_I n n va f u ll m Coefficient Correlationsa NPLR_BASEL_I 1,000 -,074 NPLR_BASEL_I -,074 1,000 CAR_BASEL_I ,001 ,000 NPLR_BASEL_I ,000 ,032 at z z Covariances h CAR_BASEL_I CAR_BASEL_I Correlations oi n Model vb h t k jm a Dependent Variable: ROA_BASEL_I om gm l.c Lu a n va n 89 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Master’s thesis Supervisor : Dr Pham Huu Hong Thai w n Collinearity Diagnosticsa l oa d Variance Proportions Dimensi Eigenvalue Condition Index (Constant) NPLR_BASEL_I CAR_BASEL_I 1 2,748 1,000 ,01 ,03 ,01 ,225 3,494 ,03 ,95 ,04 ,026 10,208 ,96 ,01 ,95 t on hy j Model u l yi p a l ua a Dependent Variable: ROA_BASEL_I n n va Minimum Maximum Mean Std Deviation N ,5268 2,2929 1,5932 ,38000 57 Residual -,97070 2,71450 ,00000 ,65708 57 Std Predicted Value -2,806 1,841 ,000 1,000 Std Residual -1,451 4,057 ,000 ,982 57 h oi n Predicted Value at z f u ll m Residuals Statisticsa 57 z vb h a Dependent Variable: ROA_BASEL_I t k jm gm l.c Regression om [DataSet1] C:\Users\LENOVO\Documents\ABC.sav Lu a Descriptive Statistics n Std Deviation va Mean N n 90 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Master’s thesis Supervisor : Dr Pham Huu Hong Thai 40 ,52042 40 CAR_BASEL_II 13,0305 3,31482 40 w ,53997 ,7400 oa d l 1,4022 n ROA_BASEL_II NPLR_BASEL_II t hy j u yi p Correlations l a l ua ROA_BASEL_II NPLR_BASEL_II CAR_BASEL_II ,250 1,000 ,091 ,091 1,000 ,226 ,060 NPLR_BASEL_II ,226 ,288 CAR_BASEL_II ,060 ,288 ROA_BASEL_II 40 40 NPLR_BASEL_II 40 40 CAR_BASEL_II 40 40 h n ,250 oi n CAR_BASEL_II ROA_BASEL_II va -,122 -,122 at z N 1,000 f u ll m Sig (1-tailed) ROA_BASEL_II NPLR_BASEL_II n Pearson Correlation 40 z 40 vb h 40 t k jm gm l.c Variables Entered/Removedb Variables Variables Entered CAR_BASEL_II, Removed Lu a NPLR_BASEL_II Enter n a Method om Model va n 91 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Master’s thesis Supervisor : Dr Pham Huu Hong Thai w n Variables Entered/Removedb l oa d Variables Variables Entered CAR_BASEL_II, Removed Method Enter hy j t Model yi p u NPLR_BASEL_II a l a l ua a All requested variables entered b Dependent Variable: ROA_BASEL_II n n va Change Statistics Std Error of the R Adjusted R Square Estimate R Square Change ,084 ,034 ,53072 ,084 a h ,289 R Square at z oi n Model f u ll m Model Summaryb a Predictors: (Constant), CAR_BASEL_II, NPLR_BASEL_II F Change df1 df2 Sig F Change Durbin-Watson 1,686 37 ,199 1,397 z vb h b Dependent Variable: ROA_BASEL_II t jm Sum of Squares df Regression ,950 Residual 10,422 om gm l.c Model k ANOVAb Total 11,371 39 37 Mean Square F Sig ,475 1,686 ,199a ,282 Lu a n a Predictors: (Constant), CAR_BASEL_II, NPLR_BASEL_II va n 92 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Master’s thesis Supervisor : Dr Pham Huu Hong Thai w n ANOVAb l Mean Square F Sig ,475 1,686 ,199a Residual 10,422 37 ,282 Total 11,371 39 t df ,950 hy j Sum of Squares Regression oa d Model u yi p l b Dependent Variable: ROA_BASEL_II n a l ua va Coefficientsa n Coefficients 95% Confidence Interval for B t Sig 2,686 ,011 Beta NPLR_BASEL_II -,152 ,164 -,146 -,926 CAR_BASEL_II ,043 ,026 ,263 1,663 Lower Bound Upper Bound ,235 1,679 ,360 -,484 ,105 -,009 h ,356 oi n Std Error ,957 z B (Constant) at z Model f u ll m Standardized Unstandardized Coefficients Correlations Collinearity Statistics Zero-order Partial Part Tolerance VIF ,180 -,122 -,151 -,146 ,992 1,008 ,095 ,250 ,264 ,262 ,992 1,008 vb h a Dependent Variable: ROA_BASEL_II t k jm Model CAR_BASEL_II NPLR_BASEL_II Correlations CAR_BASEL_II Lu a NPLR_BASEL_II Covariances CAR_BASEL_II n va NPLR_BASEL_II 1,000 -,091 -,091 1,000 ,001 ,000 ,000 ,027 om gm l.c Coefficient Correlationsa n 93 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Master’s thesis Supervisor : Dr Pham Huu Hong Thai w n Coefficient Correlationsa l oa d Model CAR_BASEL_II NPLR_BASEL_II Correlations -,091 1,000 CAR_BASEL_II ,001 ,000 NPLR_BASEL_II ,000 ,027 Covariances u NPLR_BASEL_II hy j -,091 l 1,000 yi p CAR_BASEL_II t a l ua a Dependent Variable: ROA_BASEL_II n n va f u ll m Collinearity Diagnosticsa Variance Proportions Dimensi Model on Eigenvalue Condition Index (Constant) 1 2,736 1,000 ,01 ,04 ,234 3,417 ,03 ,95 ,030 9,570 ,96 ,01 oi n NPLR_BASEL_II CAR_BASEL_II at z h ,01 ,04 z vb h ,95 a Dependent Variable: ROA_BASEL_II t k jm om gm l.c Lu a Residuals Statisticsa n va Minimum Maximum Mean Std Deviation N n 94 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam ep n g hi Master’s thesis Supervisor : Dr Pham Huu Hong Thai 1,4022 ,15605 40 1,52347 ,00000 ,51693 40 Std Predicted Value -1,603 2,303 ,000 1,000 40 Std Residual -1,541 2,871 ,000 ,974 40 w 1,7616 -,81766 oa d l 1,1521 Residual n Predicted Value t hy j u l yi p a Dependent Variable: ROA_BASEL_II n a l ua n va f u ll m h oi n at z z vb h t k jm om gm l.c Lu a n va n 95 re By: Tran Quoc Trong t ey th ac si cd e g jg hg (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam (Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam(Luận.văn).the.impact.of.credit.risk.on.profitability.in.commercial.banks.in.vietnam