Ảnh hưởng của rủi ro tín dụng đến tỷ suất sinh lợi - Bằng chứng thực nghiệm tại các ngân hàng TMCP Việt Nam

TÀI LIỆU THAM KHẢO

Tài liệu tiếng Việt

Báo cáo tài chính năm của các NH TMCP trong giai đoạn 2008 – 2018 Báo cáo thường niên của các NH TMCP trong giai đoạn 2008 – 2018

Ngân hàng nhà nước Việt Nam, 2014. Thông tư 02/2013/TT-NHNN ngày 21/01/2013 và Thông tư 09/2014/TT-NHNN ngày 18/03/2014, Quy định về xác định, trích lập, quản lý và sử dụng khoản dự phòng rủi ro của Ngân hàng Nhà nước Việt Nam.

Nguyễn Thị Thu Hiền, 2017. Các yếu tố đặc trưng xác định khả năng sinh lời của các ngân hàng thương mại Việt Nam. Tạp chí công thương

Phạm Thái Hà, 2017. Nghiên cứu chỉ tiêu đánh giá rủi ro tín dụng của các ngân hàng thương mại. Tạp chí tài chính

Trịnh Quốc Trung và Nguyễn Văn Sang, 2013. Các yếu tố ảnh hưởng đến hiệu quả hoạt động của các ngân hàng thương mại Việt Nam. Công nghệ ngân hàng, số 85.

Trương Quang Thông, 2012. Quản trị NHTM. Nhà xuất bản Kinh tế TP.HCM

Trần Huy Hoàng, 2011. Giáo trình quản trị ngân hàng thương mại. Nhà xuất bản Lao động Xã hội.

Tài liệu tiếng Anh

Abbas, 2014. Credit Risk Exposure and Performancr of Banking Sector of Pakistan. Journal of Basic and Applied Scientific Research, 4(3): 240-245.

Abiola, Olausi, 2014. The Impact of Credit Risk Management on the Commercial Banks Performance in Nigeria. International Journal of Management and Sustainability, 3(5), 295-306.

Achou, Tenguh, 2008. Bank performance and credit risk management. University of Skovde, Sweden.

Ahmad, Ariff, 2007. Multi-country study of bank credit risk determinants. International Journal of Banking and Finance, 5: 135-152.

Alalade S. Yimka, Agbatogun Taofeek, Cole Abimbola, Adekunle Olusegun, 2015. Credit risk management and financial performance of selected commercial banks in Nigeria. Journal of Economic & Financial Studies, 03(01), 01-09.

Alexious, Sofoklis, 2009. Determinants of bank profitability: evidence from the Greek banking sector. Economic annals, volume liv no. 182 / july – september 2009. Ali Sulieman Alshatti, 2015. The effect of credit risk management on financial performance of the Jordanian commercial banks. Investment Management and Financial Innovations.

Allan Willett, 1951. The economic theory of risk and insurance. Philadelphia: University of Pennsylvania Press.

Allen N. Berger, Robert DeYoung, 1997. Problem Loans and Cost Efficiency in Commercial Banks. Journal of Banking and Finance, Vol. 21, 1997.

Almekhlafil, 2016. A Study of Credit Risk and Commercial Banks’ Performance in Yeman: Panel Evidence. Journal of Management Policies and Practices, 4(1): 57-69. Alper Deger, Anbar Adem, 2011. Bank Specific and Macroeconomic Determinants of Commercial Bank Profitability: Empirical Evidence from Turkey. Business and Economics Research Journal, 2, 139-152.

Anthony M. Santomero, 1997. Commercial Bank Risk Management: An Analysis of the Process.

Angela M. Kithnji, 1921. Credit risk management and profitability of Commercial banks in Kenya. University of Nairobi.

Athanasoglou, 2008. Bank - Specific, Industry - Specific and Macroeconomic Determinants of Bank Profitability. Journal of International Financial Markets, Institutions and Money, 18, 121-136.

Aykut Ekinci, 2016. The Effect of Credit and Market Risk on Bank Performance: Evidence from Turkey. International Journal of Economics and Financial Issues, 6(2), 427-434.

Ben Naceur, Goaied, 2008. The determinants of commercial bank interest margin and profitability: evidence from Tunisia. Frontiers in Finance and Economics 5, 106-130. Bessis, 2002. Risk management in banking. John Wiley and Sons Publisher.

Cooper, M J. Jackson III, Patterson, 2003. Evidence of predictability in the cross- section of bank stock returns. Journal of Banking and Finance, 27(5), 817-850.

Chijoriga M. M., 2010. An Application of Credit Scoring and Financial Distress prediction Models to commercial Bank Lending: The case of Tanzania. Ph.D Dissertation Wirtschaftsuniversitatwien (WU) Vienna.

Douglas W. Diamond, Raghuram G. Rajan, 2001. Liquidity Risk, Liquidity Creation, and Financial Fragility: A Theory of Banking. The University of Chicago Press Journals.

Engdawork Tadesse Awoke, 2014. Impact of credit risk on the performance commercial banks in Ethiopia. MSC thesis, Addis Ababa University, Addis Ababa- Ethiopia.

Felix, A.T and Claudine, 2008. Bank Performance and Credit Risk Management, Unpublished Masters Dissertation in Finance, University of Skovde.

Frank H. Knight, 1921. Risk, Uncertainty and Profit. Cornell University Library. Gestel, Baesens, 2009. Credit risk management. Available through: Oxford Scholarship Online.

Gou Ning, 2007. Causes and solutions of non-performing loan in Chinese commercial banks. Chinese Business Review, ISSN1537-1506, USA.

Hamisu Suleiman Kargi, 2011. Credit Risk and the Performance of Nigerian Banks. AhmaduBello University. Zaria.

Hippolyte Fofack, 2009. Potential Gains from Capital Flight Repatriation for Sub- Saharan African Countries. Policy Research Working Paper.

Hosna, 2009. Credit Risk Management and Profitability in Commercial Banks in Sweden. University of Gothenburg.

John Haynes, 1895. Risk as an Economic Factor, The Quarterly Journal of Economics, Volume 9, Issue 4, July 1895, Pages 409–449.

Kayode, 2015. Credit Risk and Bank Performance in Nigeria. IOSR Journal of Economics and Finance.

Kolapo, 2012. Credit risk and commercial banks’ performance in nigeria: a panel model approach. Australian Journal of Business and Management Research, Vol.2 No.02 [31-38] May-2012.

Mushtaq, 2015. Credit Risk, Capital Adequacy and Bank’s Performance: An Empirical Evidence from Pakistan. International Journal of Financial Management Volume 5 Issue 1 January 2015.

Nicolae Petria, 2015. Determinants of banks’ profitability: evidence from EU 27 banking systems, Procedia Economics and Finance 20 (2015) 518 – 524.

Patersson, Jessica, Isac Wadman, 2004. Non- Performing Loans-The markets of Italy and Sweden, Uppsala University thesis, Department of Business Studies.

Rose, 2002. Commercial Bank Management, 5th edition, Mc Graw-Hill/Irwin, USA. Saeed, Zahid, 2016. The Impact of Credit Risk on Profitability of the Commercial Banks. Journal of Business and Financial Affairs, 5(2).

Samuel Hymore Boahene, 2012. Credit Risk and Profitability of Selected Banks in Ghana. Research Journal of Finance and Accounting. Vol 3, No 7, 2012.

Sufian, Habibullah, 2009. Determinants of bank profitability in a developing economy: Empirical evidence from Bangladesh. Journal of Business Economics and Management 10(3):207-217.

Sujeewa Kodithuwakku, 2015. Impact of Credit Risk Management on the Performanceof Commercial Banks in Sri Lanka. International Journal of Scientific Research and Innovative Technology ISSN: 2313-3759 Vol.2 No. 7; July 2015.

Timothy W. Koch, 1995. Bank Management. South-Western College Pub.

Van Greuning, 2003. Analyzing and managing banking risk: a framework for assessing corporate governance and financial risk management. Washington DC; World Bank.

Young Tan, 2016. The impacts of risk and competition on bank profitability in China. Journal of International Financial Markets, Institutions and Money. Volume 40, January 2016, Pages 85-110.

Zou, 2014. The Impact of Credit Risk Management on Profitability of Commercial Banks: A Study of Europe. Umea School of Business and Economics.

PHỤ LỤC 01

DANH SÁCH 25 NHTMCP TRONG MẪU CHỌN QUAN SÁT

STT

Tên ngân hàng	Tên viết tắt
1	Ngân hàng TMCP Đầu tư và Phát triển Việt Nam	BIDV
2	Ngân hàng TMCP Công thương Việt Nam	Vietinbank
3	Ngân hàng TMCP Ngoại thương Việt Nam	Vietcombank
4	Ngân hàng TMCP Việt Nam Thịnh Vượng	VPbank
5	Ngân hàng TMCP Kỹ Thương Việt Nam	Techcombank
6	Ngân hàng TMCP Sài Gòn Thương Tín	Sacombank
7	Ngân hàng TMCP Quân đội	MBbank
8	Ngân hàng TMCP Á Châu	ACB
9	Ngân hàng TMCP Sài Gòn - Hà Nội	SHB
10	Ngân hàng TMCP Phát triển TP Hồ Chí Minh	HDbank
11	Ngân hàng TMCP Bưu điện Liên Việt	Lienvietpostbank
12	Ngân hàng TMCP Xuất nhập khẩu Việt Nam	Eximbank
13	Ngân hàng TMCP Quốc tế Việt Nam	VIB
14	Ngân hàng TMCP Hàng hải Việt Nam	MSB
15	Ngân hàng TMCP Đông Nam Á	Seabank
16	Ngân hàng TMCP Bắc Á	BacAbank
17	Ngân hàng TMCP Phương Đông	OCB
18	Ngân hàng TMCP An Bình	ABbank
19	Ngân hàng TMCP Quốc Dân	NCB
20	Ngân hàng TMCP Nam Á	NamAbank
21	Ngân hàng TMCP Việt Á	VietAbank
22	Ngân hàng TMCP Kiên Long	KienLongbank
23	Ngân hàng TMCP Bản Việt	Vietcapitalbank
24	Ngân Hàng TMCP Xăng Dầu Petrolimex	Pgbank
25	Ngân Hàng TMCP Sài Gòn Công Thương	SaiGonbank