Báo Cáo Thường Niên Các Nhtm Việt Nam, 2005 – 2015

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Tên viết tắt

1

Ngân hàng TMCP An Bình

AB Bank

2

Ngân hàng TMCP Á Châu

ACB

3

Ngân hàng TMCP Đầu tư và Phát triển Việt Nam

BIDV

4

Ngân hàng TMCP Xuất Nhập Khẩu Việt Nam

Eximbank

5

Ngân hàng TMCP Phát triển Tp. Hồ Chí Minh

HD Bank

6

Ngân hàng TMCP Kiên Long

KienLong Bank

7

Ngân hàng TMCP Hàng Hải Việt Nam

Maritime Bank

8

Ngân hàng TMCP Quân Đội

MB Bank

9

Ngân hàng TMCP Nam Á

Nam A Bank

10

Ngân hàng TMCP Quốc Dân

NCB

11

Ngân hàng TMCP Phương Đông

OCB

12

Ngân hàng TMCP Xăng Dầu Petrolimex

PG Bank

13

Ngân hàng TMCP Sài Gòn Thương Tín

Sacombank

14

Ngân hàng TMCP Sài Gòn Công Thương

SaiGon Bank

15

Ngân hàng TMCP Đông Nam Á

Sea Bank

16

Ngân hàng TMCP Kỹ Thương Việt Nam

Techcombank

17

Ngân hàng TMCP Quốc Tế

VIB

18

Ngân hàng TMCP Việt Á

VietA Bank

19

Ngân hàng TMCP Ngoại thương Việt Nam

Vietcombank

20

Ngân hàng TMCP Công thương Việt Nam

Vietinbank

21

Ngân hàng TMCP Việt Nam Thịnh Vượng

VP Bank

ROE

ROA

SIZE

LA

NLP

EA

NIIR

FC

CIR

DL

GDP

INF

Mean

0.118637

0.011977

4.609940

0.549447

0.022510

0.115958

0.303074

0.067223

0.469882

0.676442

0.061491

0.093291

Median

0.111848

0.011823

4.597059

0.555252

0.020000

0.097840

0.320000

0.057264

0.429651

0.696695

0.061800

0.068100

Maximum

0.442489

0.055424

5.929761

0.880637

0.279093

0.710345

0.660000

0.477898

0.926537

0.965933

0.069800

0.198900

Minimum

0.000634

9.07E-05

2.161368

0.198243

0.000813

0.034464

0.000000

0.016389

0.180921

0.270622

0.052500

0.006300

Std. Dev.

0.075782

0.007653

0.672400

0.134464

0.022975

0.076019

0.173467

0.046012

0.151185

0.144700

0.005956

0.055901

Skewness

0.794451

1.168209

-

0.513630

-

0.125427

7.377818

3.470622

-

0.131491

5.644902

0.709434

-

0.323395

-

0.236484

0.618576

Kurtosis

3.891893

6.866886

3.410545

2.587531

75.87571

21.65166

2.153327

47.27303

3.072126

2.672031

1.617258

2.470621

Jarque-Bera

31.95579

196.4622

11.77916

2.243192

53212.76

3812.127

7.565396

20092.78

19.42699

5.061786

20.55585

17.42883

Probability

0.000000

0.000000

0.002768

0.325759

0.000000

0.000000

0.022761

0.000000

0.000060

0.079588

0.000034

0.000164

Sum

27.40512

2.766619

1064.896

126.9222

5.199805

26.78623

70.01000

15.52860

108.5429

156.2582

14.20440

21.55020

Sum Sq.

Dev.

1.320877

0.013471

103.9880

4.158540

0.121404

1.329152

6.920918

0.486930

5.257091

4.815749

0.008160

0.718734

Observations

231

231

231

231

231

231

231

231

231

231

231

231

SIZE

LA

NLP

EA

NIIR

FC

CIR

DL

GDP

INF

SIZE

1.000000

-0.079906

-0.014971

-0.661454

0.180833

-0.129886

0.059469

0.043298

-0.101476

-0.108771

LA

-0.079906

1.000000

0.030585

0.119970

-0.052201

0.090202

-0.050461

0.440811

-0.000284

-0.177960

NLP

-0.014971

0.030585

1.000000

0.129821

0.144086

0.023051

-0.017625

0.111355

0.075523

-0.038929

EA

-0.661454

0.119970

0.129821

1.000000

-0.087362

0.202245

-0.027487

0.212547

-0.015531

0.095925

NIIR

0.180833

-0.052201

0.144086

-0.087362

1.000000

-0.065875

-0.287317

0.028044

-0.176586

0.048125

FC

-0.129886

0.090202

0.023051

0.202245

-0.065875

1.000000

0.076460

-0.165316

-0.145672

0.355866

CIR

0.059469

-0.050461

-0.017625

-0.027487

-0.287317

0.076460

1.000000

0.117224

0.045536

-0.265293

DL

0.043298

0.440811

0.111355

0.212547

0.028044

-0.165316

0.117224

1.000000

0.050817

-0.334618

GDP

-0.101476

-0.000284

0.075523

-0.015531

-0.176586

-0.145672

0.045536

0.050817

1.000000

-0.208519

INF

-0.108771

-0.177960

-0.038929

0.095925

0.048125

0.355866

-0.265293

-0.334618

-0.208519

1.000000

Method: Panel Least Squares

Date: 12/06/16 Time: 22:45

Sample: 2005 2015

Periods included: 11

Cross-sections included: 21

Total panel (balanced) observations: 231

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

0.031989

0.006059

5.279291

0.0000

SIZE

-0.001762

0.000701

-2.513038

0.0127

LA

-0.002119

0.002881

-0.735724

0.4627

NLP

-0.040367

0.014842

-2.719709

0.0071

EA

0.026419

0.006415

4.118266

0.0001

NIIR

0.000352

0.002096

0.167705

0.8670

FC

-0.011279

0.008284

-1.361564

0.1747

CIR

-0.031017

0.002462

-12.59725

0.0000

DL

0.003333

0.002920

1.141381

0.2550

GDP

-0.019967

0.058780

-0.339692

0.7344

INF

0.014131

0.007124

1.983622

0.0485

R-squared

0.591293

Mean dependent var

0.011977

Adjusted R-squared

0.572716

S.D. dependent var

0.007653

S.E. of regression

0.005003

Akaike info criterion

-7.711263

Sum squared resid

0.005506

Schwarz criterion

-7.547338

Log likelihood

901.6509

Hannan-Quinn criter.

-7.645147

F-statistic

31.82836

Durbin-Watson stat

1.516831

Prob(F-statistic)

0.000000

Method: Panel Least Squares

Date: 12/06/16 Time: 22:47

Sample: 2005 2015

Periods included: 11

Cross-sections included: 21

Total panel (balanced) observations: 231

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

0.035290

0.007037

5.015209

0.0000

SIZE

-0.001513

0.000931

-1.624830

0.1058

LA

-0.001799

0.003825

-0.470397

0.6386

NLP

-0.013329

0.014788

-0.901366

0.3685

EA

0.024895

0.006358

3.915864

0.0001

NIIR

0.004579

0.002181

2.099169

0.0371

FC

-0.016767

0.008270

-2.027416

0.0439

CIR

-0.028833

0.002800

-10.29755

0.0000

DL

-0.007228

0.003259

-2.217496

0.0277

GDP

-0.009543

0.054020

-0.176665

0.8600

INF

0.008853

0.006667

1.327937

0.1857

Effects Specification

Cross-section fixed (dummy variables)

R-squared

0.701912

Mean dependent var

0.011977

Adjusted R-squared

0.657198

S.D. dependent var

0.007653

S.E. of regression

0.004481

Akaike info criterion

-7.853710

Sum squared resid

0.004016

Schwarz criterion

-7.391741

Log likelihood

938.1036

Hannan-Quinn criter.

-7.667382

F-statistic

15.69807

Durbin-Watson stat

1.812365

Prob(F-statistic)

0.000000

Method: Panel EGLS (Cross-section random effects)

Date: 12/06/16 Time: 22:48

Sample: 2005 2015

Periods included: 11

Cross-sections included: 21

Total panel (balanced) observations: 231

Swamy and Arora estimator of component variances

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

0.032449

0.005559

5.837138

0.0000

SIZE

-0.001732

0.000653

-2.652902

0.0086

LA

-0.001957

0.002720

-0.719551

0.4726

NLP

-0.036587

0.013534

-2.703332

0.0074

EA

0.026442

0.005834

4.532779

0.0000

NIIR

0.000881

0.001923

0.458140

0.6473

FC

-0.012028

0.007549

-1.593297

0.1125

CIR

-0.030817

0.002268

-13.58741

0.0000

DL

0.001884

0.002703

0.697010

0.4865

GDP

-0.018804

0.052759

-0.356411

0.7219

INF

0.013353

0.006414

2.081892

0.0385

Effects Specification

S.D

Rho

Cross-section random

0.000664

0.0215

Idiosyncratic random

0.004481

0.9785

Weighted Statistics

R-squared

0.590391

Mean dependent var

0.010748

Adjusted R-squared

0.571773

S.D. dependent var

0.007490

S.E. of regression

0.004901

Sum squared resid

0.005285

F-statistic

31.70979

Durbin-Watson stat

1.540212

Prob(F-statistic)

0.000000

Method: Panel Least Squares

Date: 12/06/16 Time: 22:58

Sample: 2005 2015

Periods included: 11

Cross-sections included: 21

Total panel (balanced) observations: 231

Variable

Coefficient

Std. Error

t-Statistic

Prob.

C

0.257872

0.065083

3.962169

0.0001

SIZE

-0.002463

0.007530

-0.327095

0.7439

LA

-0.076807

0.030940

-2.482450

0.0138

NLP

-0.495338

0.159424

-3.107058

0.0021

EA

-0.332924

0.068905

-4.831650

0.0000

NIIR

0.007039

0.022514

0.312645

0.7548

FC

-0.082376

0.088978

-0.925805

0.3556

CIR

-0.287688

0.026447

-10.87793

0.0000

DL

0.071999

0.031364

2.295639

0.0226

GDP

0.519418

0.631357

0.822701

0.4116

INF

0.235999

0.076519

3.084182

0.0023

R-squared

0.519106

Mean dependent var

0.118637

Adjusted R-squared

0.497247

S.D. dependent var

0.075782

S.E. of regression

0.053733

Akaike info criterion

-2.963114

Sum squared resid

0.635202

Schwarz criterion

-2.799189

Log likelihood

353.2397

Hannan-Quinn criter.

-2.896998

F-statistic

23.74809

Durbin-Watson stat

1.197363

Prob(F-statistic)

0.000000