BỘ GIÁO DỤC VÀ ĐÀO TẠO TRƯỜNG ĐẠI HỌC KINH TẾ TP.HỒ CHÍ MINH LÊ THỊ TUYẾT NGA CÁC YẾU TỐ TÁC ĐỘNG ĐẾN RỦI RO TÍN DỤNG CỦA CÁC NGÂN HÀNG THƯƠNG MẠI VIỆT NAM LUẬN VĂN THẠC SĨ KINH TẾ Tp Hồ Chí Minh – Năm 2018 BỘ GIÁO DỤC VÀ ĐÀO TẠO TRƯỜNG ĐẠI HỌC KINH TẾ TP.HỒ CHÍ MINH LÊ THỊ TUYẾT NGA CÁC YẾU TỐ TÁC ĐỘNG ĐẾN RỦI RO TÍN DỤNG CỦA CÁC NGÂN HÀNG THƯƠNG MẠI VIỆT NAM Chuyên ngành: Tài – Ngân hàng Mã số: 8340201 LUẬN VĂN THẠC SĨ KINH TẾ NGƯỜI HƯỚNG DẪN KHOA HỌC: TS NGUYỄN THANH PHONG Tp Hồ Chí Minh – Năm 2018 LỜI CAM ĐOAN Tôi cam đoan luận văn: “Các yếu tố tác động đến rủi ro tín dụng ngân hàng thương mại Việt Nam” nghiên cứu tơi Ngoại trừ tài liệu tham khảo trích dẫn luận văn này, tơi cam đoan kết nghiên cứu luận văn chưa công bố sử dụng để nhận cấp nơi khác Tp.Hồ Chí Minh, ngày … tháng … năm… Người viết cam đoan LÊ THỊ TUYẾT NGA MỤC LỤC TRANG PHỤ BÌA LỜI CAM ĐOAN MỤC LỤC DANH MỤC CHỮ VIẾT TẮT DANH MỤC BẢNG BIỂU DANH MỤC BIỂU ĐỒ CHƯƠNG 1: GIỚI THIỆU ĐỀ TÀI NGHIÊN CỨU 1.1 Tính cấp thiết đề tài 1.2 Mục tiêu nghiên cứu 1.2.1 Mục tiêu tổng quát: 1.2.2 Mục tiêu cụ thể: 1.3 Câu hỏi nghiên cứu 1.4 Đối tượng phạm vi nghiên cứu 1.5 Phương pháp nghiên cứu 1.5.1 Phương pháp nghiên cứu định tính 1.5.2 Phương pháp nghiên cứu định lượng 1.6 Kết cấu luận văn 1.7 Ý nghĩa khoa học thực tiễn nghiên cứu CHƯƠNG 2: TỔNG QUAN VỀ RỦI RO TÍN DỤNG VÀ CÁC YẾU TỐ TÁC ĐỘNG ĐẾN RỦI RO TÍN DỤNG CỦA NGÂN HÀNG THƯƠNG MẠI 2.1 Tổng quan rủi ro tín dụng NHTM 2.1.1 Khái niệm rủi ro tín dụng 2.1.2 Nguyên nhân rủi ro tín dụng 2.1.2.1 Nguyên nhân từ phía khách hàng vay 2.1.2.2 Nguyên nhân từ phía ngân hàng 2.1.2.3 Nhóm nguyên nhân khách quan 10 2.1.3 Hậu rủi ro tín dụng 11 2.1.3.1 Hậu rủi ro tín dụng đến hiệu hoạt động kinh doanh NHTM 11 2.1.3.2 Hậu rủi ro tín dụng khách hàng 13 2.1.3.3 Hậu rủi ro tín dụng đến kinh tế 13 2.1.4 Các tiêu đo lường rủi ro tín dụng 14 2.1.4.1 Tỷ lệ nợ hạn 14 2.1.4.2 Tỷ lệ nợ xấu 15 2.1.4.3 Hệ số rủi ro tín dụng 15 2.1.4.4 Tỷ lệ xoá nợ 15 2.1.4.5 Dự phòng rủi ro tín dụng 15 2.1.4.6 Thu nhập lãi cận biên 16 2.2 Các yếu tố tác động đến rủi ro tín dụng 16 2.2.1 Các yếu tố vi mô (thuộc ngân hàng) 16 2.2.1.1 Rủi ro tín dụng ngân hàng khứ 16 2.2.1.2 Các khoản dự phòng rủi ro 17 2.2.1.3 Đòn bẩy tài 17 2.2.1.4 Quy mô ngân hàng 17 2.2.1.5 Khả sinh lời 18 Phụ lục 9: Kết hồi quy mơ hình GMM Mơ hình GMM cổ điển Dynamic panel-data estimation, two-step system GMM Group variable: NH Number of obs = Time variable: Năm Number of instruments = 24 Number of groups Obs per group: 224 = 25 = F(8, 24) = 376.55 avg = 8.96 Prob > F = 0.000 max = nplt Coef Std Err t P>|t| [95% Conf Interval] nplt1 1984373 0131734 15.06 0.000 1712487 225626 llp 2.585793 2063604 12.53 0.000 2.159886 3.0117 lev -.0052894 0025941 -2.04 0.053 -.0106433 0000645 size -.0051671 0011623 -4.45 0.000 -.0075659 -.0027682 roat1 -.1725413 0228380 -7.56 0.000 -.2196766 -.125406 lg -.0006784 0002522 -2.69 0.013 -.001199 -.0001579 inf 0161068 0063908 2.52 0.019 0029169 0292967 gdp -.2844862 0417253 -6.82 0.000 -.370603 -.1983693 _cons 0639045 0101789 6.28 0.000 0428962 0849128 Warning: Uncorrected two-step standard errors are unreliable Instruments for first differences equation Standard D.(llp lev size roat1lg inf gdp) GMM-type (missing=0, separate instruments for each period unless collapsed) L.nplt1 Instruments for levels equation Standard llp lev size roat1lg inf gdp _cons GMM-type (missing=0, separate instruments for each period unless collapsed) D.nplt1 -Arellano-Bond test for AR(1) in first differences: z = -1.14 Pr > z = 0.253 Arellano-Bond test for AR(2) in first differences: z = 0.10 Pr > z = 0.920 -Sargan test of overid restrictions: chi2(17) = 28.52 Prob > chi2 = 0.039 (Not robust, but not weakened by many instruments.) Hansen test of overid restrictions: chi2(17) = 18.40 Prob > chi2 = 0.364 (Robust, but weakened by many instruments.) Difference-in-Hansen tests of exogeneity of instrument subsets: GMM instruments for levels Hansen test excluding group: chi2(8) Difference (null H = exogenous): chi2(9) = 10.87 Prob > chi2 = 0.209 = 7.53 Prob > chi2 = 0.582 iv(llp lev size roat1 lg inf gdp) Hansen test excluding group: chi2(10) = 11.98 Prob > chi2 = 0.287 Difference (null H = exogenous): chi2(7) = 6.42 Prob > chi2 = 0.491 Mơ hình GMM theo Roodman Dynamic panel-data estimation, two-step system GMM Group variable: NH Number of obs Năm Time variable: Number of instruments = 18 = 248 Number of groups = 25 Obs per group: = Wald chi2(8) = 187.41 avg = 9.92 Prob > chi2 = 0.000 max = 10 Corrected nplt Coef Std Err z P>|z| [95% Conf Interval] nplt1 2123710 1155896 1.84 0.066 -.0141804 4389225 llp 2.008735 3260441 6.16 0.000 1.3697 2.64777 lev 0013316 0108091 0.12 0.902 -.0198539 0225171 size -.0054861 0026941 -2.04 0.042 -.0107663 -.0002058 roat1 -.1547289 0651646 -2.37 0.018 -.2824492 -.0270085 lg -.0008747 0005261 -1.66 0.096 -.0019058 0001565 inf 0184042 0151268 1.22 0.224 -.0112437 0480522 gdp -.3812814 1011913 -3.77 0.000 -.5796127 -.1829501 _cons 0690359 0239276 2.89 0.004 0221387 1159331 Instruments for first differences equation GMM-type (missing=0, separate instruments for each period unless collapsed) L(1/9).nplt1 collapsed Instruments for levels equation Standard llp lev size roat1 lg inf gdp _cons GMM-type (missing=0, separate instruments for each period unless collapsed) D.nplt1 collapsed -Arellano-Bond test for AR(1) in first differences: z = -1.16 Pr > z = 0.247 Arellano-Bond test for AR(2) in first differences: z = -0.02 Pr > z = 0.981 -Sargan test of overid restrictions: chi2(9) = 7.14 Prob > chi2 = 0.623 (Not robust, but not weakened by many instruments.) Hansen test of overid restrictions: chi2(9) = 9.11 Prob > chi2 = 0.427 (Robust, but weakened by many instruments.) Difference-in-Hansen tests of exogeneity of instrument subsets: GMM instruments for levels Hansen test excluding group: chi2(8) Difference (null H = exogenous): chi2(1) = 8.77 Prob > chi2 = 0.362 = 0.35 Prob > chi2 = 0.557 iv(llp lev size roat1 lg inf gdp, eq(level)) Hansen test excluding group: chi2(2) Difference (null H = exogenous): chi2(7) = 3.86 Prob > chi2 = 0.145 = 5.25 Prob > chi2 = 0.629 Phụ lục 10: Dữ liệu nghiên cứu: ngân hàng Năm NPL(t-1) LLP LEV SIZE ROA (t-1) LG INF GDP BID BID BID BID BID BID BID BID BID BID VCB VCB VCB VCB VCB VCB VCB VCB VCB VCB 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 8.81% 4.32% 3.16% 2.68% 2.53% 2.76% 2.70% 2.26% 2.03% 1.68% 2.75% 3.69% 4.61% 2.47% 2.83% 2.03% 2.40% 2.73% 2.31% 1.84% 1.42% 1.67% 1.82% 1.45% 1.44% 1.22% 1.12% 1.02% 0.88% 1.00% 1.06% 1.92% 1.81% 1.85% 1.45% 1.28% 1.38% 1.21% 1.28% 1.03% 0.94 0.95 0.94 0.93 0.94 0.94 0.94 0.95 0.95 0.96 0.93 0.94 0.93 0.93 0.92 0.90 0.91 0.92 0.93 0.94 8.31 8.39 8.47 8.56 8.61 8.69 8.74 8.81 8.93 9.00 8.30 8.35 8.41 8.49 8.56 8.62 8.67 8.76 8.83 8.90 0.39% 0.75% 0.80% 0.95% 1.03% 0.79% 0.61% 0.74% 0.77% 0.75% 1.72% 1.22% 0.61% 1.54% 1.38% 1.15% 1.07% 0.93% 0.80% 0.79% 33.80% 21.97% 28.21% 23.15% 15.64% 15.65% 15.04% 13.98% 34.27% 20.93% 10.97% 15.65% 25.56% 24.85% 18.44% 15.16% 13.75% 17.87% 19.91% 18.85% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 43.97% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% CTG CTG CTG CTG CTG CTG CTG CTG CTG CTG STB STB STB STB STB STB STB STB STB STB EIB EIB EIB 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 1.41% 1.03% 1.81% 0.61% 0.66% 0.75% 1.47% 1.00% 1.12% 0.92% 0.72% 0.23% 0.60% 0.64% 0.54% 0.58% 2.05% 1.48% 1.19% 5.87% 0.85% 0.88% 4.71% 1.03% 1.11% 0.64% 0.75% 0.66% 0.73% 0.57% 0.66% 0.58% 0.72% 0.27% 0.37% 0.50% 0.54% 0.57% 0.95% 0.82% 0.69% 0.77% 0.73% 0.22% 0.78% 0.58% 0.94 0.94 0.95 0.95 0.94 0.93 0.96 0.92 0.93 0.94 0.89 0.89 0.90 0.90 0.90 0.91 0.90 0.91 0.92 0.93 0.81 0.73 0.80 8.22 8.29 8.39 8.57 8.66 8.70 8.76 8.82 8.89 8.98 7.81 7.84 8.02 8.18 8.15 8.18 8.20 8.28 8.47 8.52 7.53 7.68 7.82 0.44% 0.69% 0.93% 0.53% 0.93% 1.36% 1.23% 1.01% 0.87% 0.73% 1.90% 2.16% 1.40% 1.61% 1.25% 1.41% 0.66% 1.35% 1.21% 0.22% 1.41% 1.37% 1.47% 7.40% 18.16% 35.13% 43.59% 25.24% 13.61% 12.88% 16.90% 22.33% 23.03% 145.78% -1.04% 70.41% 38.27% -2.36% 19.61% 11.95% 15.51% 47.43% 6.95% 80.77% 15.07% 80.77% 27.50% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% EIB EIB EIB EIB EIB EIB EIB ACB ACB ACB ACB ACB ACB ACB ACB ACB ACB SHB SHB SHB SHB SHB SHB 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 1.83% 1.42% 1.61% 1.32% 1.98% 2.46% 1.86% 0.19% 0.08% 0.89% 0.41% 0.34% 0.59% 2.50% 3.03% 2.21% 2.15% 1.37% 0.50% 1.89% 2.82% 1.41% 2.26% 0.48% 0.34% 0.36% 0.42% 0.63% 0.70% 0.83% 0.16% 0.22% 0.30% 0.35% 0.35% 0.85% 0.93% 0.88% 0.76% 0.77% 0.07% 0.21% 0.46% 0.53% 0.50% 1.07% 0.90 0.91 0.91 0.91 0.91 0.89 0.90 0.93 0.93 0.94 0.94 0.96 0.93 0.92 0.93 0.94 0.94 0.82 0.98 0.91 0.92 0.92 0.92 8.12 8.26 8.23 8.23 8.21 8.10 8.11 7.93 8.02 8.23 8.31 8.45 8.25 8.22 8.25 8.30 8.37 7.09 7.09 7.44 7.71 7.85 8.07 1.73% 1.38% 1.66% 1.24% 0.38% 0.03% 0.03% 1.13% 2.06% 2.10% 1.31% 1.14% 1.14% 0.44% 0.50% 0.53% 0.51% 0.53% 1.03% 1.57% 1.16% 0.97% 1.06% 62.44% 19.76% 0.35% 11.25% 4.55% -2.74% 2.51% 86.96% 9.50% 79.02% 39.83% 17.91% 0.01% 4.26% 7.05% 17.96% 20.73% 748.61% 48.85% 103.97% 89.76% 19.52% 97.66% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% SHB SHB SHB SHB NCB NCB NCB NCB NCB NCB NCB NCB NCB NCB MBB MBB MBB MBB MBB MBB MBB MBB MBB 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 8.81% 5.66% 2.02% 1.72% 1.04% 0.16% 2.91% 2.45% 1.40% 2.23% 5.64% 6.07% 2.55% 2.15% 2.78% 1.53% 1.83% 1.68% 1.26% 0.79% 1.84% 24.46% 2.73% 0.83% 0.62% 0.69% 0.77% 0.06% 0.20% 0.51% 0.53% 0.50% 1.01% 0.72% 0.53% 0.43% 0.42% 0.49% 0.56% 0.65% 0.67% 0.79% 0.75% 0.98% 1.23% 0.89% 0.93 0.94 0.95 0.94 0.94 0.90 0.94 0.92 0.92 0.85 0.89 0.91 0.93 0.95 0.88 0.89 0.89 0.91 0.93 0.92 0.91 0.91 0.90 8.16 8.23 8.31 8.37 7.00 7.04 7.27 7.71 7.85 7.33 7.46 7.57 7.68 7.84 7.47 7.65 7.84 8.04 8.14 8.24 8.26 8.30 8.34 1.45% 0.59% 0.47% 0.39% 1.85% 0.75% 0.52% 0.76% 0.97% 1.06% 0.01% 0.06% 0.02% 0.01% 1.61% 1.66% 1.59% 2.88% 1.56% 1.53% 1.31% 1.27% 1.25% 34.37% 36.06% 26.26% 22.18% 1131.72% 25.46% 81.93% 144.74% 19.64% -55.81% 4.58% 22.04% 24.24% 24.08% 93.57% 35.55% 87.97% 64.92% 21.00% 26.14% 17.81% 14.62% 20.66% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% MBB ABB ABB ABB ABB ABB ABB ABB ABB ABB ABB SeaBank SeaBank SeaBank SeaBank SeaBank SeaBank SeaBank SeaBank SeaBank SeaBank VIETCAP VIETCAP 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 1.61% 3.10% 1.51% 2.07% 2.21% 2.36% 2.58% 2.84% 6.74% 3.97% 2.12% 0.23% 0.24% 2.14% 1.88% 2.14% 2.75% 2.98% 2.84% 2.86% 1.60% 0.04% 0.44% 0.80% 0.34% 0.60% 0.54% 0.56% 0.77% 0.90% 1.13% 0.70% 0.60% 0.79% 0.18% 0.35% 0.53% 0.59% 0.32% 0.62% 0.63% 0.62% 0.43% 0.53% 0.10% 0.10% 0.90 0.86 0.71 0.83 0.88 0.89 0.89 0.90 0.92 0.91 0.92 0.87 0.81 0.82 0.90 0.95 0.93 0.93 0.93 0.93 0.94 0.63 0.69 8.41 7.23 7.13 7.42 7.58 7.62 7.66 7.76 7.83 7.81 7.87 7.42 7.35 7.49 7.74 8.00 7.88 7.90 7.90 7.93 8.01 6.31 6.52 1.14% 1.87% 0.94% 0.37% 1.18% 1.26% 0.74% 0.87% 0.24% 0.17% 0.14% 0.97% 1.14% 1.43% 1.50% 1.14% 0.12% 0.07% 0.19% 0.11% 0.11% 1.52% 3.16% 24.22% 506.42% -4.65% 97.02% 54.29% 0.19% -5.82% 26.08% 9.82% 19.05% 26.83% 227.81% -31.29% 26.89% 113.09% -4.25% -15.00% 25.36% 53.22% 33.49% 37.81% 101.76% 23.30% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% VIETCAP VIETCAP VIETCAP VIETCAP VIETCAP VIETCAP VIETCAP VIETCAP EAB EAB EAB EAB EAB EAB EAB EAB EAB EAB MSB MSB MSB MSB MSB 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 1.24% 3.48% 4.07% 2.70% 1.90% 4.11% 4.25% 4.33% 0.98% 0.44% 2.55% 1.33% 1.60% 1.69% 3.95% 3.99% 3.76% 4.55% 3.76% 2.08% 2.78% 3.42% 2.65% 0.54% 0.45% 0.28% 0.35% 0.54% 0.54% 0.42% 0.36% 0.23% 0.77% 0.81% 0.80% 1.01% 1.29% 1.20% 1.09% 1.14% 1.09% 0.20% 0.26% 0.27% 0.27% 0.32% 0.07 0.75 0.81 0.84 0.86 0.87 0.89 0.84 0.88 0.90 0.90 0.90 0.91 0.91 0.92 0.94 0.96 0.93 0.89 0.94 0.94 0.95 0.92 6.52 6.92 7.23 7.32 7.36 7.41 7.46 7.52 7.44 7.54 7.63 7.75 7.82 7.84 7.87 7.94 7.96 7.99 7.24 7.51 7.81 8.06 8.06 0.15% 1.64% 0.69% 1.59% 1.00% 0.45% 0.63% 0.18% 1.55% 1.21% 1.55% 1.38% 1.18% 1.44% 0.83% 0.44% 0.03% 0.22% 0.93% 0.98% 0.97% 1.21% 1.00% 78.60% 58.23% 19.59% 77.66% 28.93% 29.46% 22.12% 12.78% 123.62% 43.19% 34.35% 11.54% 14.83% 15.11% 4.74% -2.26% 8.80% -2.26% 126.02% 71.72% 112.95% 33.34% 18.61% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% MSB MSB MSB MSB MSB KLB KLB KLB KLB KLB KLB KLB KLB KLB KLB TECHCOM TECHCOM TECHCOM TECHCOM TECHCOM TECHCOM TECHCOM TECHCOM 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2.42% 2.30% 2.21% 2.02% 1.95% 0.68% 1.22% 1.61% 1.17% 1.11% 2.77% 2.93% 2.47% 1.95% 1.13% 0.66% 1.41% 1.65% 2.00% 2.31% 2.83% 2.70% 3.71% 0.68% 0.68% 0.51% 0.58% 0.49% 0.33% 0.39% 0.39% 0.49% 0.53% 0.76% 0.59% 0.59% 0.54% 0.56% 0.00% 0.55% 0.41% 0.41% 0.49% 0.63% 0.75% 0.55% 0.92 0.91 0.88 0.87 0.85 0.71 0.64 0.85 0.74 0.81 0.81 0.84 0.85 0.87 0.89 0.91 0.92 0.94 0.94 0.93 0.93 0.91 0.91 8.04 8.03 8.03 8.02 7.97 6.34 6.47 6.87 7.10 7.25 7.27 7.33 7.36 7.40 7.48 7.60 7.97 8.18 8.18 8.26 8.26 8.20 8.25 0.70% 0.21% 0.31% 0.13% 0.11% 2.20% 2.45% 1.27% 1.22% 1.55% 2.21% 1.89% 1.47% 0.76% 0.65% 1.48% 1.29% 1.84% 1.38% 1.38% 1.75% 0.43% 0.41% -23.33% -5.30% -14.23% 19.49% 25.02% 124.50% 62.41% 122.03% 43.78% 19.91% 15.23% 25.25% 11.53% 19.90% 21.88% 135.58% 105.47% 25.74% 0.00% 19.88% 7.58% 1.21% 14.85% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% TECHCOM TECHCOM NAMA NAMA NAMA NAMA NAMA NAMA NAMA NAMA NAMA NAMA OCB OCB OCB OCB OCB OCB OCB OCB OCB OCB SGB 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2.41% 1.66% 0.17% 1.76% 1.94% 2.04% 2.18% 2.84% 2.48% 1.48% 1.47% 0.91% 0.35% 1.39% 2.87% 2.64% 2.05% 2.25% 2.80% 2.90% 3.00% 1.90% 0.77% 0.61% 0.64% 0.15% 0.34% 0.23% 0.37% 0.28% 0.43% 0.27% 0.40% 0.55% 0.91% 0.36% 0.69% 0.84% 0.53% 0.69% 1.14% 0.63% 0.78% 0.49% 0.52% 0.62% 0.91 0.92 0.87 0.78 0.88 0.85 0.83 0.80 0.89 0.91 0.90 0.92 0.86 0.84 0.82 0.84 0.85 0.86 0.88 0.90 0.91 0.93 0.86 8.28 8.37 6.72 6.77 7.04 7.16 7.28 7.20 7.46 7.57 7.55 7.63 7.07 7.00 7.10 7.29 7.41 7.44 7.52 7.59 7.69 7.80 7.01 0.62% 0.80% 1.01% 1.43% 0.16% 0.51% 0.96% 1.26% 1.13% 0.47% 0.50% 0.55% 1.61% 1.43% 0.64% 1.63% 1.55% 1.19% 0.84% 0.74% 0.56% 0.42% 1.91% 41.38% 27.13% 31.80% 38.94% 33.69% 5.77% 17.79% 9.65% 68.95% 37.09% 31.55% 15.21% 62.16% 13.76% 18.84% 13.39% 19.52% 24.51% 17.06% 6.37% 29.03% 39.04% 51.76% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% SGB SGB SGB SGB SGB SGB SGB SGB SGB VPB VPB VPB VPB VPB VPB VPB VPB VPB VPB TPB TPB TPB TPB 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2009 2010 2011 2012 0.42% 0.69% 1.78% 1.91% 4.75% 2.93% 2.24% 2.08% 1.88% 0.58% 0.49% 3.40% 1.63% 1.20% 1.82% 2.72% 2.81% 2.54% 2.69% 0.12% 0.15% 0.52% 0.67% 0.64% 1.02% 0.87% 1.54% 0.74% 0.69% 0.59% 0.52% 0.54% 0.23% 0.87% 0.47% 0.38% 0.38% 0.37% 0.50% 0.69% 0.90% 0.91% 0.20% 0.33% 0.24% 0.61% 0.87 0.84 0.79 0.78 0.76 0.76 0.78 0.81 0.82 0.88 0.87 0.91 0.91 0.93 0.94 0.94 0.94 0.93 0.92 0.85 0.85 0.93 0.78 7.05 7.08 7.23 7.19 7.17 7.17 7.20 7.25 7.28 7.26 7.27 7.44 7.78 7.92 8.01 8.08 8.21 8.29 8.36 7.03 7.32 7.40 7.18 1.67% 1.44% 1.74% 4.73% 1.98% 2.00% 1.18% 1.14% 0.24% 1.12% 1.25% 0.77% 1.07% 0.84% 0.97% 0.63% 0.84% 0.77% 1.24% 2.79% 0.34% 0.25% -5.51% 7.51% 22.81% 7.55% 6.95% -2.88% -1.76% 5.27% 3.38% 7.94% 164.10% -2.88% 22.54% 60.14% 15.24% 26.45% 42.19% 49.37% 49.03% 23.86% 1059.50% 63.65% -29.86% 66.00% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 6.52% 11.75% 18.13% 6.81% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 5.40% 6.42% 6.24% 5.25% TPB TPB TPB TPB PGB PGB PGB PGB PGB PGB PGB PGB PGB PGB HDB HDB HDB HDB HDB HDB HDB HDB HDB 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 3.66% 1.97% 1.01% 0.66% 0.09% 1.10% 1.40% 1.23% 1.42% 2.06% 8.44% 2.98% 2.48% 2.75% 0.29% 0.31% 1.93% 1.10% 0.83% 2.11% 2.35% 3.53% 2.27% 0.36% 0.39% 0.34% 0.39% 0.08% 0.29% 0.45% 0.64% 1.05% 1.65% 0.75% 0.67% 0.72% 0.71% 0.26% 0.42% 0.33% 0.25% 0.31% 0.37% 0.81% 0.49% 0.66% 0.88 0.92 0.94 0.95 0.88 0.83 0.90 0.87 0.85 0.83 0.87 0.87 0.86 0.86 0.95 0.83 0.91 0.93 0.92 0.90 0.90 0.91 0.91 7.51 7.71 7.88 8.02 6.67 6.79 7.02 7.21 7.25 7.28 7.40 7.41 7.39 7.39 7.14 6.98 7.28 7.54 7.65 7.72 7.94 8.00 8.03 0.77% 1.19% 1.04% 0.74% 1.06% 0.87% 1.06% 1.68% 1.34% 2.54% 1.25% 0.15% 0.51% 0.17% 1.69% 0.88% 0.63% 1.02% 0.78% 0.95% 0.62% 0.25% 0.48% 96.05% 66.35% 42.35% 65.16% 139.16% 23.35% 164.96% 73.71% 11.26% 13.83% 0.58% 4.62% 9.48% 10.40% 232.86% -30.71% 33.28% 42.49% 18.07% 52.72% 108.20% -4.63% 34.69% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% HDB VIB VIB VIB VIB VIB VIB VIB VIB VIB VIB SCB SCB SCB SCB SCB SCB SCB SCB SCB SCB 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 2007 2008 2009 2010 2011 2012 2013 2014 2015 2016 1.05% 1.50% 1.24% 1.84% 1.28% 2.25% 2.51% 2.62% 2.82% 2.51% 2.07% 0.31% 0.34% 0.57% 1.28% 11.40% 8.75% 6.10% 1.63% 0.49% 0.34% 0.61% 0.34% 0.54% 0.44% 0.50% 0.71% 1.06% 1.20% 1.10% 0.89% 0.97% 0.31% 0.46% 0.63% 1.28% 1.14% 0.66% 0.36% 0.30% 0.40% 0.58% 0.93 0.94 0.93 0.95 0.93 0.92 0.87 0.90 0.89 0.90 0.92 0.90 0.93 0.92 0.92 0.92 0.92 0.93 0.95 0.98 0.96 8.18 7.59 7.54 7.75 7.97 7.99 7.81 7.89 7.91 7.93 8.02 7.41 7.59 7.74 7.78 8.16 8.17 8.26 8.38 8.49 8.56 0.59% 0.88% 0.79% 0.49% 0.82% 0.84% 0.66% 0.80% 0.07% 0.65% 0.62% 1.00% 1.00% 1.20% 0.58% 0.46% 0.19% 0.04% 0.02% 0.04% 0.03% 45.38% 82.20% 18.10% 38.33% 52.56% 4.23% -17.53% 4.69% 1.67% 25.14% 25.96% 137.34% 19.51% 34.51% 5.96% 99.14% 33.43% 0.96% 50.56% 27.21% 30.34% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 12.60% 19.89% 6.52% 11.75% 18.13% 6.81% 6.04% 1.84% 0.60% 4.74% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% 7.13% 5.66% 5.40% 6.42% 6.24% 5.25% 5.42% 5.98% 6.68% 6.21% ... rủi ro tín dụng yếu tố tác động đến rủi ro tín dụng NHTM Chương 3: Thực trạng rủi ro tín dụng yếu tố tác động đến rủi ro tín dụng NHTM Việt Nam Chương 4: Mơ hình nghiên cứu kiểm định yếu tố tác. .. tín dụng NHTM Việt Nam? - Thực trạng tình hình rủi ro tín dụng NHTM Việt Nam nào? - Rủi ro tín dụng NHTM Việt Nam chịu tác động yếu tố yếu tố có tác động rủi ro tín dụng NHTM Việt Nam? - Các. .. trạng rủi ro tín dụng NHTM Việt Nam yếu tố tác động đến rủi ro tín dụng 1.5.2 Phương pháp nghiên cứu định lượng Với mục tiêu tìm yếu tố chiều hướng mức độ tác động yếu tố đến rủi ro tín dụng, tác