Ảnh hưởng của các yếu tố đặc trưng ngân hàng và kinh tế vĩ mô đến rủi ro tín dụng tại các Ngân hàng thương mại Việt Nam

Tỷ lệ dự phòng RRTD của 25 NHTM Việt Nam từ năm 2007 đến năm 2014

Đơn vị tính: %

Năm

Ngân hàng

2007	2008	2009	2010	2011	2012	2013	2014
ACB	0,1046	0,0836	0,1712	0,1109	0,1055	0,2957	0,5130	0,5441
ABBank	0,2592	0,1854	0,2787	0,2462	1,3721	0,3705	0,5947	0,6367
VietCapital	0,0944	0,0362	0,4453	0,2267	0,0620	0,2030	0,2403	0,1522
BIDV	1,6614	1,0359	0,6788	0,3595	1,1194	0,7263	1,1822	1,0742
DongABank	0,1828	0,6055	0,3454	0,2505	0,4518	0,9120	0,7459	0,6506
Eximbank	0,1012	0,6635	0,2092	0,2022	0,1476	0,1406	0,1768	0,5123
KienLong Bank	0,0789	0,1460	0,2361	0,2661	0,2019	0,3926	0,3857	0,1839
NamABank	0,1882	0,2259	0,1536	0,3046	0,1934	0,5057	0,2659	0,2082
OCB	0,1870	0,3501	0,3030	0,0940	0,3016	0,9189	0,9098	0,7731
MB	0,2855	0,5001	0,5280	0,4983	0,4618	1,1544	1,0491	1,0069
VIBBank	0,4573	0,2116	0,1984	0,3115	1,0045	1,1441	1,1331	1,4728
Sacombank	0,1833	0,1083	0,2715	0,2086	0,2792	0,8751	0,2693	0,5072
SCB	0,2127	0,2959	0,3450	0,7995	0,4701	0,5900	0,3802	0,5473
Saigon Bank	0,5002	0,2823	0,7073	0,3869	1,3051	1,8543	1,0638	1,5424
SeABank	0,1511	0,1495	0,2684	0,2967	0,0675	0,2002	0,0917	0,2516
SHB	0,1012	0,1776	0,4756	0,5496	0,5371	1,1080	0,8672	0,6195
Techcombank	0,2046	1,0351	0,5201	0,2579	0,1894	0,8056	0,8899	1,2839
VietABank	0,1340	0,3824	0,4017	0,3199	0,0000	0,0279	0,1117	0,0342
Vietcombank	0,4780	0,8949	0,3086	0,4882	0,9472	0,8032	0,7506	0,7913
Vietinbank	1,4168	0,6716	0,2406	0,8224	1,0647	0,8655	0,7154	0,5902
VPBank	0,1425	0,2706	0,2187	0,1692	0,1796	0,3899	0,7389	0,6000
Maritime Bank	0,3305	0,2277	0,2516	0,1194	0,1049	0,4750	0,3042	0,6923
HD Bank	0,1366	0,0223	0,1949	0,0639	0,1912	0,5660	0,2225	0,4587
PG Bank	0,0801	0,2594	0,4220	0,5428	0,6941	1,4686	0,6479	0,4023
NCB	0,0538	0,1515	0,4364	0,2094	0,3089	0,4093	0,0842	0,0278

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Ảnh hưởng của các yếu tố đặc trưng ngân hàng và kinh tế vĩ mô đến rủi ro tín dụng tại các Ngân hàng thương mại Việt Nam - 13
Ảnh hưởng của các yếu tố đặc trưng ngân hàng và kinh tế vĩ mô đến rủi ro tín dụng tại các Ngân hàng thương mại Việt Nam - 15

Xem toàn bộ 121 trang tài liệu này.

(Nguồn: Tác giả tự tổng hợp)

Năm

Ngân hàng

2007	2008	2009	2010	2011	2012	2013	2014
ACB	26,6368	37,5259	36,6654	39,3469	41,1620	73,1938	66,5429	63,7949
ABBank	34,6983	73,1523	41,9444	43,8198	47,1261	61,2064	66,9171	65,5823
VietCapital	16,1925	88,1673	45,3944	53,6930	35,9907	52,7824	67,9445	66,9234
BIDV	30,5319	41,4608	44,6743	48,2740	43,1573	39,8256	38,7129	39,3666
DongABank	40,7061	38,2477	43,8197	48,5990	45,5067	49,3804	60,9842	71,6994
Eximbank	34,7854	31,8529	35,2033	27,9819	30,6221	42,6368	65,2759	69,6175
KienLong Bank	29,4562	59,7340	46,3749	0,0000	38,7201	51,2172	55,2543	65,5403
NamABank	40,7722	81,8840	58,8110	42,7291	40,9246	49,4557	61,5681	59,1579
OCB	37,9962	63,9622	42,1081	40,0630	47,0207	47,8726	49,6231	52,8010
MB	34,2255	33,9078	29,5480	30,6708	36,5380	34,5134	35,8525	37,4894
VIBBank	43,8752	66,6021	54,5225	46,9873	48,2033	55,6966	62,1208	47,0801
Sacombank	30,3584	51,7505	40,0075	43,0722	53,1349	60,6161	55,3329	54,0714
SCB	39,8785	38,0240	42,6844	38,7924	60,9364	71,0818	70,7258	54,0947
Saigon Bank	29,7151	40,7408	37,9703	22,7101	34,6242	36,4269	49,7570	40,2095
SeABank	18,8149	42,3332	28,0911	31,0519	72,3722	81,2435	74,5403	71,4705
SHB	28,0498	39,8786	39,5507	45,7275	50,5237	57,1192	78,5828	49,8676
Techcombank	34,9818	29,0150	30,2125	33,6457	31,5092	57,1745	59,4151	48,2808
VietABank	31,1575	54,6612	38,7401	41,9853	50,5368	59,3020	76,3622	82,7444
Vietcombank	28,2427	29,7820	37,6224	39,4316	38,3291	39,8162	40,2652	39,6548
Vietinbank	41,6026	57,0226	58,2787	48,5656	40,5731	42,9646	45,4911	46,7245
VPBank	48,5548	64,3894	51,8995	41,5928	51,7762	60,0231	55,7682	58,7298
Maritime Bank	31,7036	36,3175	30,3924	35,8211	52,0587	70,8271	69,9130	62,1486
HD Bank	30,8265	61,5640	40,6904	47,5524	47,6947	52,3199	70,0363	62,7888
PG Bank	28,0559	48,6511	36,5708	42,5311	38,7576	48,0734	69,9419	63,8384
NCB	49,2532	66,5530	42,5624	52,2705	57,5005	87,6406	92,7379	91,0867

(Nguồn: Tác giả tự tổng hợp)

Năm

Ngân hàng

2007	2008	2009	2010	2011	2012	2013	2014
ACB	92,6716	92,6249	93,9801	94,4531	95,7444	92,8395	92,4944	93,0976
ABBank	85,5643	70,6871	83,0703	87,7624	88,6306	89,3505	90,0317	91,5284
VietCapital	62,9028	68,5178	66,7608	74,7330	80,5483	84,1943	86,0415	87,1496
BIDV	94,1439	94,5370	94,0495	93,3466	93,9379	94,4917	94,1113	94,8325
DongABank	88,2251	89,8743	90,1212	90,2989	91,1306	91,1889	92,1449	93,5231
Eximbank	81,3264	73,3789	79,5972	89,6952	91,1190	90,7072	91,3562	91,2670
KienLong Bank	70,9922	64,3661	85,0681	74,4611	80,6370	81,4603	83,7369	85,4392
NamABank	87,2815	78,1162	87,7796	85,0098	82,6644	79,5302	88,6787	91,0674
OCB	85,9198	84,2384	81,6266	84,0534	85,2467	86,0722	87,9105	89,7232
MB	88,0168	89,4542	89,1382	91,1140	92,5825	92,2955	91,2923	91,4468
VIBBank	94,4472	93,3969	94,7999	92,9731	91,5832	87,0267	89,6161	89,4617
Sacombank	88,6180	88,6634	89,6395	90,3568	89,7172	90,9947	89,4262	90,4832
SCB	89,8582	92,7216	91,7757	92,1728	92,1731	92,3796	92,7562	94,5565
Saigon Bank	85,9435	86,8834	83,7086	79,0277	78,4907	76,1693	76,1619	77,9703
SeABank	87,1710	81,9071	82,0850	89,6032	94,5231	92,5638	92,8299	92,9137
SHB	82,3859	84,2389	91,2009	91,8029	91,7863	91,8406	92,7879	93,7984
Techcombank	90,9631	90,4814	92,0893	93,7527	93,0695	92,6142	91,2395	91,4804
VietABank	85,9807	85,9826	89,1580	85,9009	84,1155	85,6430	86,7254	89,7839
Vietcombank	93,0925	93,6741	93,4169	93,2391	92,1516	89,9379	90,9304	92,4611
Vietinbank	93,5908	93,6277	94,7588	95,0036	93,7692	93,2794	90,5811	91,6449
VPBank	87,9761	87,1162	90,7491	91,2975	92,7597	93,5297	93,6282	94,4988
Maritime Bank	89,2777	94,2580	94,4375	94,5138	91,6941	94,1357	91,2127	90,9497
HD Bank	94,6411	82,5005	90,6095	93,1443	92,1208	89,7812	90,0268	90,7572
PG Bank	88,3923	83,4105	89,5044	86,7299	85,2635	83,4084	87,0973	87,0460
NCB	94,1530	90,1318	93,7612	89,8966	85,7042	85,2450	88,9816	91,2814

(Nguồn: Tác giả tự tổng hợp)

Năm

Ngân hàng

2007	2008	2009	2010	2011	2012	2013	2014
ACB	7,3284	7,3751	6,0199	5,5469	4,2556	7,1605	7,5056	6,9024
ABBank	14,4357	29,3129	16,9297	12,2376	11,3694	10,6495	9,9683	8,4716
VietCapital	37,0972	31,4822	33,2392	25,2670	19,4517	15,8057	13,9585	12,8504
BIDV	5,6891	5,4630	5,9505	6,6126	6,0111	5,4652	5,8426	5,1160
DongABank	11,7749	10,1257	9,8788	9,7011	8,8694	8,8111	7,8551	6,4769
Eximbank	18,6736	26,6211	20,4028	10,3048	8,8810	9,2928	8,6438	8,7330
KienLong Bank	29,0078	35,6339	14,9319	25,5389	19,3630	18,5397	16,2631	14,5608
NamABank	12,7185	21,8838	12,2204	14,9902	17,3356	20,4698	11,3213	8,9326
OCB	14,0802	15,7616	18,3734	15,9466	14,7533	13,9278	12,0895	10,2768
MB	11,9832	9,9762	9,9815	8,1026	6,9452	7,3253	8,3979	8,2603
VIBBank	5,5528	6,6031	5,2001	7,0269	8,4168	12,8745	10,3839	10,5383
Sacombank	11,3820	11,3366	10,1392	9,1992	10,2828	9,0053	10,5738	9,5168
SCB	10,1418	7,2784	8,2243	7,8272	7,8269	7,6204	7,2438	5,4435
Saigon Bank	14,0565	13,1166	16,2914	20,9723	21,5093	23,8307	23,8381	22,0297
SeABank	12,8290	18,0929	17,9150	10,3968	5,4769	7,4362	7,1701	7,0863
SHB	17,6141	15,7611	8,7991	8,1971	8,2137	8,1571	7,2102	6,1999
Techcombank	9,0369	9,5186	7,9107	6,2473	6,9305	7,3858	8,7605	8,5196
VietABank	14,0193	14,0174	10,8420	14,0991	15,8845	14,3570	13,2746	10,2161
Vietcombank	6,8647	6,2794	6,5404	6,7219	7,8094	10,0255	9,0377	7,5133
Vietinbank	6,4092	6,3723	5,1570	4,9415	6,1856	6,6778	9,3820	8,3210
VPBank	12,0239	12,8838	9,2509	8,7025	7,2403	6,4703	6,3718	5,5012
Maritime Bank	10,7223	5,7420	5,5625	5,4862	8,3059	8,4862	8,7873	9,0503
HD Bank	5,3589	17,4995	9,3905	6,8557	7,8792	10,2188	9,9732	8,9164
PG Bank	11,6077	16,5895	10,4956	13,2701	14,7365	16,5916	12,9027	12,9540
NCB	5,8470	9,8682	6,2388	10,1034	14,2958	14,7550	11,0184	8,7186

(Nguồn: Tác giả tự tổng hợp)

Năm

Ngân hàng

2007	2008	2009	2010	2011	2012	2013	2014
ACB	30,2138	22,1186	15,8019	11,7791	28,4315	26,3293	12,2776	11,2751
ABBank	11,5553	5,7246	9,5824	6,8218	2,7724	4,8507	11,3830	9,0126
VietCapital	46,7861	5,0799	10,4565	3,0575	13,9275	22,9736	45,0076	40,5516
BIDV	17,4513	15,2123	16,8891	12,4953	10,2539	10,2641	16,7862	17,5771
DongABank	16,7477	17,4816	20,6680	17,3337	10,9702	13,3136	9,2139	13,5572
Eximbank	44,5648	33,0030	73,9756	28,9052	23,5056	18,9108	20,4387	24,1720
KienLong Bank	0,8756	3,5483	5,8501	3,6898	4,2307	2,6002	4,0914	3,9777
NamABank	8,8464	5,7172	3,7184	14,6910	13,2612	12,0788	24,6855	6,7566
OCB	6,7641	7,6936	11,7131	17,6385	2,3310	1,7272	5,4459	7,0396
MB	29,6992	19,6386	24,7423	13,7509	12,9781	11,1266	17,6487	19,3968
VIBBank	60,4249	76,0847	11,8617	7,4957	3,0671	7,0695	13,7994	23,7306
Sacombank	30,5176	23,1968	29,7891	26,2575	16,2482	11,2149	14,6083	14,6818
SCB	13,4332	15,8332	9,0958	25,8377	14,0477	9,5845	5,3815	9,5888
Saigon Bank	11,5540	9,1391	8,1827	29,0055	4,6801	5,4287	7,0127	10,6400
SeABank	5,5975	3,7110	12,7232	9,0015	0,3562	0,5620	4,9403	8,8407
SHB	30,7180	21,1440	17,5987	8,5776	5,6011	11,0058	5,3349	9,2808
Techcombank	12,1188	18,8387	18,2430	16,4632	14,5480	14,3057	18,9988	23,3757
VietABank	17,7130	27,2581	24,0680	23,4301	6,3169	10,1895	3,0607	1,7151
Vietcombank	14,3957	25,6596	29,9903	28,6807	22,5799	18,1406	22,7616	23,6513
Vietinbank	14,5214	9,1190	14,4259	11,0255	6,8649	9,0126	17,6344	19,2977
VPBank	14,4178	2,9911	8,9872	9,1991	9,8015	8,9631	12,9140	12,8370
Maritime Bank	8,4590	3,5734	9,4687	11,0554	12,5443	12,5765	16,5520	14,2763
HD Bank	8,8576	39,3045	36,6628	39,1559	30,0974	12,3303	19,1334	17,9355
PG Bank	7,1021	12,5448	38,2664	27,3584	11,7449	9,4598	12,0215	16,3244
NCB	28,1536	7,9399	15,6942	9,6995	9,7306	9,8994	7,3155	12,3560

(Nguồn: Tác giả tự tổng hợp)

Năm

Ngân hàng

2007	2008	2009	2010	2011	2012	2013	2014
ACB	7,9314	8,0225	8,2250	8,3120	8,4487	8,2463	8,2217	8,2543
ABBank	7,2349	7,1301	7,4235	7,5800	7,6185	7,6629	7,7606	7,8291
VietCapital	6,3089	6,5248	6,5224	6,9152	7,2296	7,3154	7,3628	7,4113
BIDV	8,3107	8,3918	8,4719	8,5638	8,6083	8,6855	8,7391	8,8131
DongABank	7,4381	7,5405	7,6286	7,7472	7,8166	7,8406	7,8746	7,9401
Eximbank	7,5278	7,6835	7,8159	8,1176	8,2638	8,2308	8,2300	8,2071
KienLong Bank	6,3426	6,4682	6,8738	7,1013	7,2516	7,2691	7,3298	7,3637
NamABank	6,7194	6,7702	7,0389	7,1616	7,2796	7,2043	7,4591	7,5716
OCB	7,0702	7,0041	7,1033	7,2942	7,4053	7,4381	7,5158	7,5921
MB	7,4716	7,6469	7,8389	8,0399	8,1425	8,2445	8,2562	8,3021
VIBBank	7,5944	7,5406	7,7531	7,9723	7,9865	7,8131	7,8858	7,9067
Sacombank	7,8101	7,8353	8,0171	8,1829	8,1507	8,1822	8,2078	8,2783
SCB	7,4140	7,5865	7,7363	7,7795	8,1608	8,1738	8,2577	8,3842
Saigon Bank	7,0079	7,0494	7,0747	7,2256	7,1865	7,1718	7,1669	7,1993
SeABank	7,4190	7,3477	7,4857	7,7423	8,0047	7,8754	7,9024	7,9041
SHB	7,0923	7,1578	7,4388	7,7078	7,8512	8,0665	8,1572	8,2280
Techcombank	7,5971	7,7716	7,9665	8,1769	8,2566	8,2551	8,2011	8,2453
VietABank	6,9762	7,0118	7,1991	7,3817	7,3524	7,3911	7,4319	7,5513
Vietcombank	8,2954	8,3465	8,4074	8,4878	8,5643	8,6175	8,6712	8,7612
Vietinbank	8,2204	8,2869	8,3870	8,5655	8,6633	8,7020	8,7607	8,8203
VPBank	7,2586	7,2692	7,4400	7,7768	7,9181	8,0110	8,0837	8,2128
Maritime Bank	7,2447	7,5136	7,8054	8,0620	8,0583	8,0298	8,0298	8,0186
HD Bank	7,1406	6,9804	7,2817	7,5364	7,6535	7,7225	7,9356	7,9979
PG Bank	6,6704	6,7913	7,0178	7,2143	7,2451	7,2845	7,3958	7,4113
NCB	6,9958	7,0376	7,2716	7,3014	7,3521	7,3342	7,4635	7,5663

(Nguồn: Tác giả tự tổng hợp)

Đơn vị tính: %

Năm

Ngân hàng

2007	2008	2009	2010	2011	2012	2013	2014
ACB	28,1248	28,4644	21,7805	20,5225	26,8234	6,2105	6,6097	7,6775
ABBank	6,5242	1,2564	6,9418	10,6648	6,5010	8,1484	2,4469	2,0466
VietCapital	8,5218	0,4687	4,9354	2,7204	8,1783	6,3080	3,2033	4,8929
BIDV	13,1624	14,6991	15,9728	15,5275	13,1183	9,7075	12,6436	14,9849
DongABank	10,2893	15,3270	13,9899	12,1641	16,2916	9,4560	5,5760	0,4783
Eximbank	7,3617	5,5357	8,4808	13,4311	18,6405	13,5253	4,4870	0,3987
KienLong Bank	8,4361	3,5571	8,2033	6,0573	11,4178	10,1898	9,0176	5,2291
NamABank	11,2687	0,7532	4,2089	6,3733	7,2878	5,5128	4,1377	5,6185
OCB	10,1860	4,0873	8,8460	9,6975	8,0689	6,0189	6,0889	5,4894
MB	13,8768	15,7368	17,0400	19,6476	19,8642	18,0352	15,0890	15,1137
VIBBank	14,1497	7,3649	15,5987	11,9962	7,8308	6,2162	0,6295	6,1489
Sacombank	19,0199	12,3057	15,8395	13,6275	13,7202	7,3172	13,0634	12,2151
SCB	9,8343	16,5134	7,0227	5,9034	1,5083	0,5614	0,3247	0,6844
Saigon Bank	11,9112	10,9709	10,8596	22,5483	9,1969	8,3981	4,9355	5,1892
SeABank	8,8772	4,2929	8,3883	10,9547	2,2771	0,9449	2,6491	1,5290
SHB	5,8248	8,5928	13,1733	11,8170	12,9145	17,7494	8,2056	7,5452
Techcombank	14,2828	21,0311	23,2142	22,0760	25,2065	5,7616	4,7347	7,2191
VietABank	11,0495	5,0112	12,2457	7,8476	6,9366	4,6442	1,6752	1,3063
Vietcombank	17,7623	10,7997	23,6067	20,4930	14,7260	10,6543	10,3279	10,6377
Vietinbank	10,7964	14,6274	10,2154	18,7907	21,9697	18,3487	10,7407	10,4107
VPBank	10,3961	5,9540	11,5215	9,6705	13,3365	9,6940	13,1702	13,9594
Maritime Bank	9,1754	16,9027	21,7503	18,2869	8,3932	2,4908	3,5046	1,5113
HD Bank	16,3310	3,5839	10,8122	11,4271	12,0220	6,0520	2,5303	5,3738
PG Bank	7,5306	6,3880	16,0000	10,0676	17,2234	7,5135	1,1902	3,9243
NCB	12,9066	5,3101	12,2137	7,7590	5,1679	0,0683	0,5761	0,2533

(Nguồn: Tác giả tự tổng hợp)

PHỤ LỤC 10

Ma trận hệ số tương quan giữa các biến

NPL	L.NPL	L.GDP	INF	IR	UN	ER	LLP	INEF	LEV	SR	NII	SIZE	ROE
NPL	1,0000
L.NPL	0,4140	1,0000
L.GDP	-0,0774	-0,3300	1,0000
INF	-0,0251	-0,3242	0,1039	1,0000
IR	0,0531	0,3605	-0,8676	-0,9773	1,0000
UN	-0,2996	-0,1887	0,0648	-0,0981	-0,0106	1,0000
ER	0,2178	0,3479	-0,6461	-0,4619	0,4837	-0,6691	1,0000
LLP	0,3122	0,1599	-0,1495	-0,1467	0,1709	-0,2902	0,3217	1,0000
INEF	0,2508	0,3126	-0,0970	-0,1323	0,2060	-0,3081	0,3158	-0,2007	1,0000
LEV	-0,0612	0,0939	-0,2344	-0,2073	0,1974	-0,0502	0,2184	0,0772	0,0235	1,0000
SR	0,0641	-0,0921	0,2345	0,2075	-0,1971	0,0442	-0,2152	-0,0792	-0,0148	-0,9992	1,0000
NII	-0,1484	-0,1206	0,0508	-0,0117	0,0032	0,2320	-0,2065	-0,1061	-0,1935	0,1047	-0,1073	1,0000
SIZE	-0,0287	0,1250	-0,3028	-0,2337	0,2320	-0,1926	0,3768	0,2970	-0,1111	0,7423	-0,7445	0,1237	1,0000
ROE	-0,3186	-0,3333	0,1239	0,1627	-0,2146	0,2098	-0,2654	0,0570	-0,6815	0,3572	-0,3658	0,1931	0,3802	1,0000

(Nguồn: Xử lý số liệu từ phần mềm Stata 12.0)