G II PHÁP NÂN CAO LI NHU NC AăCÁCăNÂNăHĨNăTH NăM
3.4.4.Phòng nga ri ro lãi s ut
Duy trì s cơnăđ i các kho n nh y c m v i lãi su t bên tài s n n v i tài s n có.
S d ng chính sách lãi su t linh ho t,ăđ c bi tăđ i v i nh ng kho n vay l n, th i h n dài c n tìm ki m ngu n v năt ngăx ng, ho c th c hi năc ăch lãi su t th n i.
S d ng các công c tài chính m iăđ h n ch r i ro ngo i b ng,ănh ăs d ng các nghi p v k h n v lãi su t, nghi p v k h n v ti n g i, nghi p v k h n v lãi su t ti n vay, th c hi n h păđ ngăt ngălaiădoăkhôngăcơnăx ng tài s n n và tài s n có; th c hi n nghi p v hoánăđ i lãi su t, quy n ch n lãi su t.
TÓM T TăCH NGă3
D a trên nh ng k t qu nghiên c uăđ tăđ c ch ngă2,ăch ngă3ăđƣăđ aăraăcácă
gi i pháp nh m nâng cao l i nhu n c aăcácăNHTM;ătrongăđó,ăNhƠăn c, Chính ph và
NgơnăhƠngăNhƠăn c c n có nh ng chínhăsáchăgiúpăt ngătr ng kinh t , ki m ch l m phát, t oăđi u ki n thu n l iăchoăcácăngƠnhăkinhădoanhătrongăđóăcóăngƠnhăngơnăhƠngă đ c ho tăđ ng hi u qu .
V phía các NHTM, các ngân hàng c n phát tri n các d ch v ngân hàng hi năđ i, phát tri n các ho tăđ ng kinh doanh khác nh m t o nên nh ng ngu năthuăđaăd ng cho ngân hàng, tránh s l thu c quá l n vào ho tăđ ng tín d ng ậ m t ho tăđ ng v n ch a
đ ng r t nhi u r i ro. Các ngân hàng c nătínhătoán,ăc ăc u l i danh m c cho vay c a mình, ch đ ng xây d ng h th ng x p h ng tín d ng n i b k t h p v i h th ng x p h ng tài s năđ m b oăđ gi m thi uăđ n m c th p nh t r i ro tín d ng có th x y ra.
T ngăquyămôătƠiăs n, thu hút ti n g i c a khách hàng, th c hi n các bi n pháp h n ch r i ro thanh kho n, r i ro lãi su t, r iăroăconăng i...là nh ng gi i pháp giúp các ngân hàng th ngăm i có m t n n t ng tài chính v ng m nh,ălƠmăt ngăl i nhu n c a ngân hàng.
H N CH C Aă TÀI
Bên c nh nh ng k t qu đƣăđ tăđ c, nghiên c u còn có nh ng h n ch sau: 1) đ m b o tính xác th c c a s li uăliênăquanăđ n các ngân hàng, tác gi ch ch n 8 NHTM có niêm y t trên sàn ch ng khoán t n mă2007ăđ năn mă2012. Th i gian có th ch aăđ dài, 8 NHTM có th ch aăđ i di n cho t ng th các NHTM Vi t Nam, nên có th ch aăth yăđ c s tácăđ ng c a các nhân t t i l i nhu n c a các NHTM Vi t Nam m tăcáchăđ yăđ .
2) Nhi u nhân t có kh n ngă nhăh ngăđ n l i nhu n c aăcácăNHTMănh :ăr i ro thanh kho n, r i ro tín d ng, chính sách lãi su t, t giá h iăđoái, t căđ cung ti n, s phát tri n c a th tr ng ch ng khoán...ch aăđ c nghiên c u trong mô hình.
Nh ng h n ch c aăđ tƠiăđƣăm raăh ng nghiên c u ti p theo là nghiên c u l i nhu n c a các ngân hàng trong th iăgianădƠiăh n,ăb sung các y u t còn thi uănh ăđƣă
K T LU N
Lu năv năth căs ăắPhơnătíchăcácănhơnăt nhăh ngăđ n l i nhu n c a các ngân
hƠngăth ngăm i niêm y t t i Vi tăNam”,ăs d ng d li u t 8ăngơnăhƠngăth ngăm i trong kho ng th i gian t n mă2007ăđ năn mă2012ăb ng k thu t h i quy b ng (panel
regression)ăđƣăxácăđ nhăđ c các nhân t nhăh ngăđ n l i nhu n c a các ngân hàng
th ngăm i bao g m: quy mô ngân hàng, thu nh p lãi thu n, thu nh p ngoài lãi thu n, t căđ t ngătr ng kinh t và t l l m phát. Các nhân t nƠyăđ u có m iăt ngăquană d ngăv i l i nhu n c aăngơnăhƠng.ă i uănƠyăcóăngh aălƠăkhiăcácănhơnăt nƠyăt ngălênă
1% thì l i nhu n c aăngơnăhƠngăc ngăt ngălênăx%ăt ngă ng.
Xét trên m căđ nhăh ng c a các y u t k trênăđ n l i nhu n c a các ngân
hƠngăth ngăm i niêm y t t i Vi t Nam thì t l thu nh p ngoài lãi thu năcóătácăđ ng m nh nh t và y u t quyămôăngơnăhƠngăcóătácăđ ng ít nh t. Các y u t bên ngoài thu c
môiătr ng kinh t v ămôăbaoăg m t căđ t ngătr ng kinh t và t l l măphátăc ngăcóă nhăh ng không nh đ n l i nhu n c aăcácăngơnăhƠngăth ngăm i.
Nghiên c uăc ngăch ra r ng mô hình Fixed Effect (FEM) bao g m c các y u t bên trong và các y u t bên ngoài là mô hình phù h p nh t trong vi c nghiên c u các y u t nhăh ngăđ n l i nhu n c a các ngân hƠngăth ngăm i niêm y t t i Vi t Nam. D a vào k t qu nghiên c u, lu năv năđƣăđ aăraănh ng ki n ngh đ i v i Chính ph ,
NhƠăn căvƠăNgơnăhƠngăNhƠăn căc ngănh ăđ i v iăcácăngơnăhƠngăth ngăm i nh m nâng cao l i nhu n c aăcácăngơnăhƠngăth ngăm i niêm y t t i Vi tăNam,ăđ m b o cho s phát tri n lành m nh và b n v ng c a h th ng tài chính qu c gia.
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PH L C
Ph l c 1. B c ăs d li u c a cácăngơnăhƠngăđ c s d ng trong nghiên c u
năv tính: tri uăđ ng
Ngân hàng N m L i nhu n sau thu T ng tài s n V n ch s h u D ăn cho vay S d ti n g i Thu nh p lãi thu n Thu nh p ngoài lãi thu n ACB 2007 1,760,008 85,391,681 6,257,849 31,676,320 55,283,104 1,311,106 1,709,716 ACB 2008 2,210,682 105,306,130 7,766,468 34,604,077 64,216,949 2,728,257 1,511,219 ACB 2009 2,201,204 167,881,047 10,106,287 61,855,984 86,919,196 2,800,528 2,134,542 ACB 2010 2,334,794 205,102,950 11,376,757 86,478,408 106,936,611 4,163,770 1,325,908 ACB 2011 3,207,841 281,019,319 11,959,092 101,822,720 142,218,091 6,607,558 1,038,977 ACB 2012 784,040 176,307,607 12,624,452 101,312,766 125,233,595 6,870,928 -1,036,200 EIB 2007 463,417 33,710,424 6,294,943 18,378,610 22,906,123 684,629 331,973 EIB 2008 711,014 48,247,821 12,844,077 20,855,907 30,877,730 1,319,712 572,335 EIB 2009 1,132,463 65,448,356 13,353,319 38,003,086 38,766,465 1,975,308 601,427 EIB 2010 1,814,639 131,110,882 13,510,740 61,717,617 58,150,665 2,882,935 786,685 EIB 2011 3,038,864 183,567,032 16,302,520 74,044,518 53,652,639 5,303,626 933,481 EIB 2012 2,138,655 170,156,010 15,812,205 74,315,952 70,458,310 4,901,459 485,802 NVS 2007 74,733 9,903,074 579,028 4,357,351 6,140,135 75,772 138,554 NVS 2008 57,145 10,905,279 1,076,158 5,452,617 6,021,861 212,379 58,370 NVS 2009 142,416 18,689,953 1,166,039 9,864,203 9,629,727 286,954 185,511 NVS 2010 158,563 20,015,059 2,021,303 10,638,936 10,721,302 489,180 38,398 NVS 2011 165,552 22,494,619 3,214,893 12,755,542 14,822,283 738,989 -54,231
NVS 2012 2,398 21,584,048 3,184,140 12,667,122 12,272,866 731,703 10,464 STB 2007 1,397,897 64,572,875 7,349,659 35,200,574 44,231,944 1,151,872 1,289,711 STB 2008 954,753 68,438,569 7,758,624 34,757,119 46,128,820 1,146,668 1,307,291 STB 2009 1,670,559 104,019,144 10,546,760 59,141,487 60,516,273 2,302,935 1,793,192 STB 2010 1,798,560 141,798,738 13,633,109 76,617,039 78,858,295 3,209,790 1,403,283 STB 2011 2,033,185 140,136,974 14,224,098 77,669,353 74,799,927 5,495,648 1,015,373 STB 2012 1,002,370 152,118,525 13,698,739 94,887,813 107,458,698 6,497,179 356,173 SHB 2007 126,889 12,367,441 2,178,409 4,175,420 2,804,869 89,462 172,876 SHB 2008 194,770 14,381,310 2,266,655 6,227,158 9,508,142 160,800 316,987 SHB 2009 318,405 27,469,197 2,417,045 12,701,664 14,672,147 643,441 216,551 SHB 2010 494,329 51,032,861 4,183,214 24,103,032 25,633,644 1,216,165 269,995 SHB 2011 753,029 70,989,542 5,830,868 28,806,884 34,785,614 1,897,534 330,800 SHB 2012 1,687,269 116,537,614 9,506,050 55,689,293 77,598,520 1,875,528 1,063,928 VCB 2007 2,407,061 197,408,036 13,551,546 95,429,695 141,589,093 4,099,875 1,663,518 VCB 2008 2,728,000 222,089,520 13,945,829 108,617,623 157,067,019 3,695,245 1,799,922 VCB 2009 3,944,753 255,495,883 16,710,333 136,996,006 169,071,562 6,498,666 2,788,138 VCB 2010 4,303,042 307,621,338 20,736,729 171,241,318 204,755,949 8,195,264 3,335,554 VCB 2011 4,217,332 366,722,279 28,638,696 204,089,479 227,016,854 12,421,680 2,449,091 VCB 2012 4,427,206 414,475,073 41,553,063 235,869,977 284,414,568 10,954,093 4,154,404 CTG 2007 1,149,442 166,112,971 10,646,529 100,482,233 112,692,813 4,683,390 1,965,290 CTG 2008 1,804,464 193,590,357 12,336,159 118,601,677 121,634,466 7,189,431 1,504,822 CTG 2009 1,284,283 243,785,208 12,572,078 161,619,376 148,374,599 4,450,750 977,566 CTG 2010 3,414,347 367,712,191 18,170,363 231,434,907 205,918,705 12,089,002 2,730,400 CTG 2011 6,259,367 460,420,078 28,490,896 290,397,810 257,135,945 20,048,054 2,326,127
CTG 2012 6,169,679 503,530,259 33,624,531 329,682,838 289,105,307 18,420,024 3,541,503 MBB 2007 492,608 29,623,582 3,479,521 11,468,742 17,784,837 633,317 427,600 MBB 2008 696,205 44,346,106 4,424,064 15,493,509 27,162,881 1,420,712 217,372 MBB 2009 1,173,727 69,008,288 6,888,072 29,140,759 39,978,447 1,838,068 815,443 MBB 2010 1,745,166 109,623,197 8,882,344 48,058,250 65,740,838 3,519,103 569,096 MBB 2011 1,915,336 138,831,492 9,642,143 57,952,296 89,548,673 5,222,398 -75,268 MBB 2012 2,320,036 175,609,964 12,863,906 73,165,823 117,747,416 6,602,559 1,210,811 Ghi chú:
ACB: MÃ CH NG KHOÁN NGÂN HÀNG Á CHÂU EIB: MÃ CH NG KHOÁN EXIMBANK
NVS: MÃ CH NG KHOÁN NGÂN HÀNG NAM VI T STB: MÃ CH NG KHOÁN SACOMBANK
SHB: MÃ CH NG KHOÁN NGÂN HÀNG SÀI GÒN - HÀ N I VCB: MÃ CH NG KHOÁN VIETCOMBANK
CTG: MÃ CH NG KHOÁN VIETINBANK
Ph l c 2. K t qu ki măđnh theo Likelihood Ratio Test
Redundant Fixed Effects Tests Equation: FEM
Test cross-section fixed effects
Effects Test Statistic d.f. Prob.
Cross-section F 2.761718 (7,32) 0.0231
Cross-section Chi-square 22.683790 7 0.0019
Cross-section fixed effects test equation: Dependent Variable: ROA
Method: Panel Least Squares