Tác động của sở hữu nhà nước và sở hữu nước ngoài đến hiệu quả hoạt động của các NHTM Việt Nam

B GIÁO DC VÀ ÀO TO TRNG I HC KINH T TP.HCM VÕ PHNG HÀ CHIÊU TÁC NG CA S HU NHÀ NC VÀ S HU NC NGOÀI N HIU QU HOT NG CA NHTM VIT NAM Chuyên ngành : Chính sách công Mã s : 60.34.04.02 LUN VN THC S KINH T NGI HNG DN KHOA HC: TS. V THÀNH T ANH Ths.  THIÊN ANH TUN TP. H CHÍ MINH – NM 2014 i  c hi liu s dng trong luc dn ngu t trong phm vi hiu bit ct thit phm ci hc Kinh t  H ng dy Kinh t Fulbright.  lu  ii LI C   TS. Cao     .        ,,       iii       s: (i)   (ii)                    . -CP      n   (ROA, ROE  )  2012.   t, 5 i (ROA, ROE)  . ,           (i)  (ii)      ; (iii)  iv (iv)   (v)   2012.     ,       .    v  L i LI CM N ii  iii T iv  v  vii  viii  ix  x CH 1 u 1 u 3 u 3 u 3 u 3 1.4 Phu 4  4 u 4 CH H  5 2.1 C s h 5 a s h 5 a s hc n  6  7  7 ng 8  s 8 CH 14 vi  14  14  h 2012 14  16  19 ng quan gi 20 3.3.1 Tng quan gi h 20 ng quan gic lng 21 3.4 Phu 22 CHC L 23 c l 23 c l  2012 23 c l l n x 009  2012 25 o lun kt qu c l ng ca c hu n hiu qu hong cNHTM Vit Nam 27 ng ca s hn hiu qu hong c n 2009  2012 27 c n 29 CH 31 5.1 Kt luu 31 5.2 G 32  33  34  38 vii     Agribank Vietnam Bank for Agriculture and Rural Development     BIDV Bank for Investment and Development of Vietnam   GDP Gross Domestic Product  GPBank Global Petro Commercial Joint Stock Bank         MHB Mekong Housing Bank         NHTM  NHTMCP  NHTMNN  ROA Return on assets  ROE Return on equity  SaigonBank SaigonBank For Industry and Trade         TCTD  TienPhongBank TienPhong Commercial Joint Stock Bank        Phong Vietcombank Joint Stock Commercial Bank for Foreign Trade of Vietnam   Vietinbank Viet Nam Joint Stock Commercial Bank For Industry and Trade   viii   h 2  13  h 2012 15  h 2012 21 c l 23 c lNHTM 25 ix   16  17  17  18  18  19  19 ng quan gi 22 Tng quan gi 22 [...]... 59 n 2012 60 1 1.1 ) , : (i) 9 2001: NHTMNN) (H nay: 1 ); ; TCTD) , quy 2 ; 3 , (i) NHTMNN , NHTMNN; (ii) : 2004 theo n 1 2 3 2015 (2012) 4 4 NHTM NHTMNN 4 2 5 NHTMNN (NHTM) Sau khi CP6 - n NHTM Corporation ( ); United Overseas Bank Limited ( ), S ROA cao ROE 5 NHTM cao NHTM 1.1 ROA ROE NHTM 5 1,19% 16,21% NHTM t 37 2,11% 11,89% ROA ROE 10 2,17% 13,96% 32 1,95% 11,91%... (2004) (-) NHTM (-) (+) , Bonin (2004), Berger (2005) ch bi n - 14 3.1 , NHTM 2009 - 2012 (ROA, ROE, NPL n - 2012 , NHTM n 160 2012 3.2 3.2.1 2012 : p 2011 3 (TinNghiaBank) do v / 15 : Theo NHTM 5 NHTM 17 : 2012: : NHTM / DNNN -CP 18 3.1 2012 2009 2010 2011 2012 42 42 40 39 5 NHTM 5 5 5 5 NHTM n 12 9 7 7 25 28 28 27 42 42 40 39 10 12 13 12 32 30 27 27 42 42 3919 3720 NHTM trong , : 5 NHTM 2 12,5... Bonin (2004), Berger (2005) theo B am Service (2014), ; T - 02/2013/TT-NHNN ; 7 , 8 ng 2.2.3.2 5 NHTM NHTM Trong 9 7 c ki 8 9 l n x , m t s NHTM th i 50 - 60% x u th 10 10 NHTM Trung Q 1986 1989 do 4 NHTM nhi m v kinh doanh ch v ( n nghi ng Vi Nam1 1) t 1996, i chia : 5 LaPorta (2002)12 n 2 c ( ) NHTM n theo , n 10 Non-Big Four majority state-owned banks Majority Private domestic Majority foreign... 40 39 5 NHTM 5 5 5 5 NHTM n 12 9 7 7 25 28 28 27 42 42 40 39 10 12 13 12 32 30 27 27 42 42 3919 3720 NHTM trong , : 5 NHTM 2 12,5 21,87 65,63 17 18 Chi P 4 19 20 Trustbank 16 3.2.2 NHTM , NHTM , , NHTM T 2009 2012, NHTM p - 3.1 140 Series: LISTING Sample 1 160 Observations 160 Mean 0.193750 120 100 80 60 40 20 0 0.0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0 : 4 21 21 17 3.2 120 Series: RURALBANK... l i c m ts c22; (iii) h th ng ki u r i ro v u c, y u v , a 3.3 3.3.1 c : T 5 so , NHTM 22 21 , trong khi 5 NHTM 23 NHTM T 24 3.2 2012 ROA ROE NPL TSCK/TTS 1,14% 14,51% 2,74% 1,68% 1,97% 12,22% 2,20% 4,80% 1,59% 10,03% 2,36% 7,58% 1,64% 12,49% 2,04% 6,38% 1,61% 10,48% 2,51% 6,16% 1,62% 11,07% 2,37% 6,23% ROE NPL S 5 NHTMNN ROA TSCK/TTS 2009 2,00% 12,36% 1,51% 4,05% 2010 1,75% 12,38% 1,77% 7,55% 2011... pm i x 15 3) c chuy -CP i 12 NHTM : (i) ho ng t ; (ii) (Shih nghi m Farazi 2007, 2010) (2011) u th c NHTM u qu cao di n cho , n c n16 V ng t l t, t l n m c cho vay c (Bourke, 1989, A Athanasoglou , 2006) theo Noulas (1997), 2006) M i quan h c ho c B g Athanasoglou 2006 Wang 09 16 2012 Zhu, 2008) 13 nh : 2.1 N Claessens (2000), Bonin (2004), Berger (2005) (-) (-) NHTM Berger (2007) LaPorta (2002),... T nhau C (i) ( Micco 5 2010 (P 35,56% 6 Q ; (ii) Global Financail Development Report 2013 (World Bank, 2013) 15 n 3 (Bonin 2004; , 2007) n trong 1.2 , hai ? am ? 1.3 1.3.1 NHTM , ng i nhu N 1.3.2 Do NHTM 2012 4 1.4 s T , NHTM : 1.5 , website c 2012 1.6 K , ; t qu t t lu l i t ra C 5 5 2.1 quan Theo Gursoy Aydogan (2002), Kiruri (2013), v k H theo 2 ( Shapiro, 1998, Kobeissi, 2010); (ii) m ... 2012 1,00% 7,36% 3,72% 6,57% 3.3.2 ( 23 24 22 3.8 3.9 7 6 Capital Structure 5 4 3 2 1 0 6.0 6.5 7.0 7.5 8.0 8.5 9.0 BANKSIZE 3.4 Sau 23 Trong (GLS) NHTM 4.1 4.1.1 NHTM trong 2009 2012 VIF25 T nh 2 K VIF < 26 10 K : 44,17 45,74 27 4.1 ROA BIGSTATE (NHTM STATE FOREIGNER_STRATEGIC LISTING ROE -0,0052*** 0,0015 -0,0334** 0,0150 0,0046*** 0,0014 0,0342*** 0,0097 0,0005 0,0011 -0,0134 0,0095 0,0036***... 0.6 0.7 0.8 0.9 19 3.2.3 NHTM 1,57% 2012 - (TienphongBank) 3.6 28 40 Series: ROA Sample 1 160 Observations 160 Mean 0.015693 Median 0.015177 Std Dev 0.011461 35 30 25 24 20 16 Series: ROE Sample 1 160 Observations 160 Mean 0.106524 Median 0.098640 Std Dev 0.085003 20 12 15 8 10 4 5 0 0 -0.06 -0.04 -0.02 -0.00 0.02 0.04 0.06 T -0.500 -0.375 -0.250 -0.125 0.000 0.125 0.250 NHTM Tuy nh 6,3% 3.7 32 Series:... thanh kho n : t su t sinh l i t , trung b 25 , 0,0084 0,06% t su t l i nhu n ROA c th : tro RO 576 0,097 T , ROA so T u su t l i nhu n t v m su t l i nhu n m c 2009 4.1.2 NHTM 2012 l n x u 2012 35,01% s bi a NPL v 4.2 NPL BIGSTATE (5 NHTM doanh) 0,0016 0,0039 -0,0439*** 0,0074 -0,0086*** 0,0020 -0,0222*** 0,0074 -0,0004 0,0017 0,0026 0,0060 -0,0058* 0,0032 -0,0145*** 0,0051 -0,0048 0,0021 -0,0031 0,0084 . GIÁO DC VÀ ÀO TO TRNG I HC KINH T TP.HCM VÕ PHNG HÀ CHIÊU TÁC NG CA S HU NHÀ NC VÀ S HU NC NGOÀI N HIU QU HOT NG CA NHTM VIT NAM .       NHTM  NHTMCP  NHTMNN  ROA Return on assets.  Agribank Vietnam Bank for Agriculture and Rural Development     BIDV Bank for Investment and Development of Vietnam  