2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | |
CTG | 1.41 | 1.02 | 1.81 | 0.61 | 0.66 | 0.75 | 1.47 | 1.00 | 1.12 | 0.92 | 1.18 |
BID | 8.81 | 3.60 | 2.60 | 2.68 | 2.53 | 2.76 | 2.70 | 2.26 | 2.03 | 1.68 | 1.96 |
VCB | 2.75 | 3.29 | 4.61 | 2.47 | 2.83 | 2.03 | 2.40 | 2.73 | 2.31 | 1.84 | 1.48 |
STB | 0.72 | 0.23 | 0.60 | 0.64 | 0.54 | 0.58 | 2.05 | 1.46 | 1.19 | 1.22 | 5.35 |
MBB | 2.78 | 1.01 | 1.83 | 1.58 | 1.26 | 1.59 | 1.84 | 2.45 | 2.73 | 1.61 | 1.32 |
EIB | 0.85 | 0.88 | 4.71 | 1.83 | 1.42 | 1.61 | 1.32 | 1.98 | 2.46 | 1.86 | 2.95 |
MSB | 3.76 | 2.08 | 1.49 | 0.62 | 1.87 | 2.65 | 2.65 | 2.71 | 5.16 | 3.41 | |
ACB | 0.19 | 0.08 | 0.89 | 0.41 | 0.34 | 0.89 | 2.50 | 3.03 | 2.18 | 1.32 | 0.88 |
Techcombank | 3.11 | 1.39 | 2.52 | 2.49 | 2.28 | 2.83 | 2.69 | 3.65 | 2.38 | 4.03 | |
SHB | 1.37 | 0.50 | 1.89 | 2.79 | 1.40 | 2.23 | 8.81 | 4.06 | 2.02 | 1.72 | 1.93 |
HDBank | 2.78 | 0.31 | 1.93 | 1.10 | 0.83 | 2.11 | 2.35 | 3.67 | 2.27 | 1.59 | |
VPBank | 0.58 | 0.49 | 3.41 | 1.63 | 1.20 | 1.82 | 2.72 | 2.81 | 2.54 | 2.69 | 2.79 |
SeABank | 0.23 | 0.24 | 2.14 | 1.88 | 2.14 | 2.75 | 2.98 | 2.84 | 2.80 | 1.60 | |
VIB | 1.45 | 1.20 | 1.85 | 1.28 | 1.59 | 2.69 | 2.62 | 2.82 | 2.51 | 2.07 | 2.57 |
ABB | 2.70 | 1.51 | 4.18 | 1.45 | 1.16 | 2.79 | 2.13 | 4.08 | 2.75 | 2.42 | |
OCB | 1.39 | 2.87 | 2.64 | 2.05 | 2.79 | 2.38 | 2.91 | 3.00 | 1.90 | ||
VietABank | 1.94 | 0.68 | 1.79 | 1.31 | 2.52 | 2.56 | 4.65 | 2.88 | 2.33 | 2.26 | |
SGB | 0.48 | 0.42 | 0.69 | 1.78 | 1.91 | 4.75 | 2.93 | 2.24 | 2.08 | 1.88 | |
NCB | 1.04 | 0.16 | 2.91 | 2.45 | 2.24 | 2.92 | 5.64 | 6.07 | 2.52 | 2.15 | 1.55 |
KLB | 1.60 | 1.27 | 1.66 | 1.17 | 1.15 | 2.77 | 2.93 | 2.47 | 1.95 | 1.13 |
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Xem toàn bộ 120 trang tài liệu này.
NAM TỪ 2006-2016 ĐVT: %
2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | |
CTG | 20.67 | 16.46 | 16.42 | 15.11 | 15.78 | 16.36 | 17.17 | 17.85 | 17.82 | 17.87 | 21.90 |
BID | 24.61 | 20.27 | 20.91 | 18.38 | 15.71 | 14.41 | 16.53 | 16.99 | 17.53 | 19.50 | 23.23 |
VCB | 25.51 | 19.56 | 18.83 | 15.84 | 13.20 | 13.03 | 14.14 | 14.53 | 15.55 | 15.46 | 18.19 |
STB | 3.78 | 6.40 | 5.80 | 6.45 | 6.54 | 5.03 | 5.19 | 5.00 | 5.12 | 6.71 | 7.69 |
MBB | 2.08 | 2.94 | 3.76 | 4.28 | 4.70 | 4.93 | 5.99 | 5.59 | 5.40 | 5.07 | 5.91 |
EIB | 2.80 | 3.34 | 4.09 | 4.06 | 5.62 | 6.52 | 5.80 | 5.26 | 4.34 | 2.86 | 2.97 |
MSB | 1.30 | 1.74 | 2.77 | 3.96 | 4.95 | 4.06 | 3.75 | 3.32 | 2.81 | 2.39 | |
ACB | 6.82 | 8.46 | 8.93 | 10.41 | 8.80 | 9.98 | 6.01 | 5.16 | 4.84 | 4.62 | 5.39 |
Techcombank | 2.64 | 3.92 | 5.03 | 5.74 | 6.45 | 6.41 | 6.14 | 4.92 | 4.74 | 4.40 | |
SHB | 0.20 | 1.23 | 1.22 | 1.70 | 2.19 | 2.52 | 3.97 | 4.45 | 4.56 | 4.69 | 5.42 |
HDBank | 0.61 | 1.37 | 0.81 | 1.19 | 1.48 | 1.60 | 1.80 | 2.67 | 2.68 | 2.44 | |
VPBank | 1.54 | 1.80 | 1.58 | 1.71 | 2.57 | 2.94 | 3.50 | 3.76 | 4.40 | 4.44 | 5.28 |
SeABank | 1.56 | 2.60 | 1.91 | 1.90 | 2.37 | 3.59 | 2.56 | 2.47 | 2.16 | 1.94 | |
VIB | 2.52 | 3.90 | 2.94 | 3.51 | 4.03 | 3.44 | 2.22 | 2.38 | 2.17 | 1.93 | 2.41 |
ABB | 0.48 | 1.70 | 1.14 | 1.64 | 1.63 | 1.48 | 1.57 | 1.79 | 1.82 | 1.48 | |
OCB | 0.98 | 1.17 | 0.86 | 0.79 | 0.84 | 0.90 | 0.94 | 1.02 | 1.05 | 1.13 | |
VietABank | 0.64 | 0.94 | 0.87 | 0.98 | 1.03 | 0.80 | 0.84 | 0.84 | 0.96 | 0.96 | |
SGB | 0.95 | 1.01 | 0.95 | 0.74 | 0.72 | 0.55 | 0.51 | 0.45 | 0.43 | 0.41 | |
NCB | 0.17 | 0.98 | 0.92 | 1.16 | 0.86 | 0.80 | 0.74 | 0.90 | 0.99 | 1.11 | 1.59 |
KLB | 0.13 | 0.22 | 0.25 | 0.46 | 0.54 | 0.63 | 0.63 | 0.66 | 0.62 | 0.58 |
ĐVT: %
2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | |
CTG | 0.0158 | 0.0116 | 0.0256 | 0.0130 | 0.0196 | 0.0197 | 0.0187 | 0.0172 | 0.0148 | 0.0138 | 0.0136 |
BID | 0.0061 | 0.0077 | 0.0089 | 0.0153 | 0.0151 | 0.0164 | 0.0140 | 0.0136 | 0.0133 | 0.0130 | 0.0134 |
VCB | 0.0073 | 0.0082 | 0.0078 | 0.0137 | 0.0148 | 0.0155 | 0.0145 | 0.0133 | 0.0119 | 0.0123 | 0.0126 |
STB | 0.0165 | 0.0115 | 0.0186 | 0.0158 | 0.0143 | 0.0254 | 0.0273 | 0.0261 | 0.0235 | 0.0166 | 0.0175 |
MBB | 0.0037 | 0.0053 | 0.0068 | 0.0114 | 0.0114 | 0.0135 | 0.0154 | 0.0152 | 0.0155 | 0.0156 | 0.0163 |
EIB | 0.0101 | 0.0105 | 0.0125 | 0.0139 | 0.0078 | 0.0104 | 0.0135 | 0.0125 | 0.0127 | 0.0185 | 0.0175 |
MSB | 0.0098 | 0.0079 | 0.0089 | 0.0080 | 0.0080 | 0.0110 | 0.0169 | 0.0158 | 0.0139 | 0.0173 | |
ACB | 0.0104 | 0.0094 | 0.0151 | 0.0108 | 0.0105 | 0.0112 | 0.0242 | 0.0226 | 0.0215 | 0.0200 | 0.0200 |
Techcombank | 0.0073 | 0.0061 | 0.0084 | 0.0128 | 0.0106 | 0.0116 | 0.0183 | 0.0211 | 0.0195 | 0.0192 | |
SHB | 0.0122 | 0.0060 | 0.0132 | 0.0124 | 0.0133 | 0.0159 | 0.0144 | 0.0130 | 0.0096 | 0.0102 | 0.0109 |
HDBank | 0.0121 | 0.0064 | 0.0138 | 0.0105 | 0.0098 | 0.0132 | 0.0151 | 0.0130 | 0.0183 | 0.0226 | |
VPBank | 0.0074 | 0.0177 | 0.0242 | 0.0173 | 0.0091 | 0.0157 | 0.0183 | 0.0234 | 0.0226 | 0.0294 | 0.0289 |
SeABank | 0.0051 | 0.0040 | 0.0089 | 0.0087 | 0.0081 | 0.0058 | 0.0126 | 0.0100 | 0.0097 | 0.0114 | |
VIB | 0.0067 | 0.0099 | 0.0175 | 0.0153 | 0.0127 | 0.0175 | 0.0279 | 0.0203 | 0.0203 | 0.0209 | 0.0200 |
ABB | 0.0085 | 0.0085 | 0.0183 | 0.0133 | 0.0155 | 0.0208 | 0.0240 | 0.0185 | 0.0164 | 0.0185 | |
OCB | 0.0090 | 0.0132 | 0.0205 | 0.0178 | 0.0143 | 0.0167 | 0.0186 | 0.0186 | 0.0167 | 0.0161 | |
VietABank | 0.0134 | 0.0102 | 0.0151 | 0.0135 | 0.0127 | 0.0147 | 0.0129 | 0.0127 | 0.0098 | 0.0105 | |
SGB | 0.0138 | 0.0119 | 0.0155 | 0.0187 | 0.0164 | 0.0208 | 0.0258 | 0.0259 | 0.0202 | 0.0213 | |
NCB | 0.0212 | 0.0107 | 0.0165 | 0.0108 | 0.0137 | 0.0175 | 0.0301 | 0.0213 | 0.0164 | 0.0136 | 0.0122 |
KLB | 0.0208 | 0.0145 | 0.0277 | 0.0159 | 0.0144 | 0.0199 | 0.0306 | 0.0275 | 0.0227 | 0.0226 |
ĐVT: %
2006 | 2007 | 2008 | 2009 | 2010 | 2011 | 2012 | 2013 | 2014 | 2015 | 2016 | |
GDP | 6.98 | 7.13 | 5.66 | 5.40 | 6.42 | 6.24 | 5.25 | 5.42 | 5.98 | 6.68 | 6.30 |
LẠM PHÁT | 7.39 | 8.30 | 23.12 | 7.05 | 8.86 | 18.68 | 9.09 | 6.59 | 4.09 | 0.63 | 4.85 |
Mô hình hồi quy Pooled OLS
Source | SS df MS Number of obs = 210
-------------+------------------------------ F( 10, 199) = 17.77
Model | 1.76347573 10 .176347573 Prob > F = 0.0000
Residual | 1.97493113 199 .009924277 R-squared = 0.4717
-------------+------------------------------ Adj R-squared = 0.4452 Total | 3.73840686 209 .017887114 Root MSE = .09962
------------------------------------------------------------------------------
LIQ | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
.0120625 | -2.55 | 0.011 | -.0545639 | -.0069903 | |
CAP | -.1010235 | .1760243 | -0.57 | 0.567 | -.4481358 | .2460889 |
ROA | .0329076 | .0128536 | 2.56 | 0.011 | .0075608 | .0582543 |
NIM | -1.509231 | 1.091099 | -1.38 | 0.168 | -3.660831 | .6423699 |
NPL | -.0037484 | .0062366 | -0.60 | 0.549 | -.0160467 | .00855 |
TATSA | -.0002908 .0020532 -0.14 0.888 -.0043397 .0037581
CEA | -9.263673 2.170615 -4.27 0.000 -13.54403 -4.983315
.0166536 | 0.15 | 0.884 | -.0304026 | .0352776 | |
INF | .0044619 | .0012872 | 3.47 | 0.001 | .0019237 | .0070002 |
ficyes | -.0209822 | .0253656 | -0.83 | 0.409 | -.0710021 | .0290376 |
_cons | .6644023 | .2091612 | 3.18 | 0.002 | .2519455 | 1.076859 |
------------------------------------------------------------------------------
Breusch-Pagan / Cook-Weisberg test for heteroskedasticity Ho: Constant variance
Variables: fitted values of LIQ chi2(1) = 49.45
Prob > chi2 = 0.0000
Kiểm định đa cộng tuyến
Variable | VIF 1/VIF
-------------+---------------------- SIZE | 5.73 0.174502
TATSA | 3.09 0.323975
2.99 | 0.334587 | |
CAP | | 2.79 | 0.357805 |
NIM | | 2.70 | 0.370825 |
GDP | | 2.32 | 0.430688 |
ficyes | | 2.10 | 0.476342 |
ROA | | 2.01 | 0.498105 |
INF | | 1.37 | 0.732426 |
NPL | | 1.28 | 0.780250 |
-------------+----------------------
Mean VIF | 2.64
Kiểm định tự tương quan (Wooldridge test)
Wooldridge test for autocorrelation in panel data H0: no first-order autocorrelation
F( 1, 19) = 37.653 Prob > F = 0.0000
Fixed-effects (within) regression Number of obs = 210 Group variable: ID Number of groups = 20
R-sq: within = 0.5502 Obs per group: min = 9
between = 0.0012 avg = 10.5
overall = 0.3587 max = 11
F(10,180) = 22.02
corr(u_i, Xb) = -0.2093 Prob > F = 0.0000
------------------------------------------------------------------------------
LIQ | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
.0133001 | -4.91 | 0.000 | -.091487 | -.0389986 | |
CAP | -.1572806 | .1728784 | -0.91 | 0.364 | -.4984096 | .1838485 |
ROA | .0351149 | .0121806 | 2.88 | 0.004 | .0110797 | .0591501 |
NIM | 2.067408 | 1.181641 | 1.75 | 0.082 | -.2642421 | 4.399058 |
NPL | -.0036745 | .0061574 | -0.60 | 0.551 | -.0158244 | .0084754 |
TATSA | .0074718 .0047192 | 1.58 0.115 | -.0018403 .0167839 | |||
CEA | -9.497462 2.496602 | -3.80 0.000 | -14.42383 -4.57109 | |||
GDP | -.0149665 .0150082 | -1.00 0.320 | -.0445811 .0146481 | |||
INF | .0028299 .0011298 | 2.50 0.013 | .0006005 .0050594 | |||
ficyes | -.0328188 .0224827 | -1.46 0.146 | -.0771824 .0115449 | |||
_cons | 1.040074 .2099852 | 4.95 0.000 | .6257248 1.454423 |
-------------+----------------------------------------------------------------
sigma_u | .07627578
sigma_e | .08546386
rho | .44337493 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(19, 180) = 4.76 Prob > F = 0.0000
MÔ HÌNH FIXED EFFECT ROBUST
Fixed-effects (within) regression Number of obs = 210 Group variable: ID Number of groups = 20
R-sq: within = 0.5502 Obs per group: min = 9
between = 0.0012 avg = 10.5
overall = 0.3587 max = 11
F(10,19) = 19.59
corr(u_i, Xb) = -0.2093 Prob > F = 0.0000
(Std. Err. adjusted for 20 clusters in ID)
------------------------------------------------------------------------------
| Robust
LIQ | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
SIZE | -.0652428 .0144843 -4.50 0.000 -.0955588 -.0349268
CAP | -.1572806 .2109592 -0.75 0.465 -.5988232 .2842621
ROA | .0351149 .0139872 2.51 0.021 .0058394 .0643903
NIM | 2.067408 1.389099 1.49 0.153 -.8400093 4.974826
NPL | -.0036745 .0053604 -0.69 0.501 -.0148938 .0075449
TATSA | .0074718 .0048244 1.55 0.138 -.0026259 .0175694
CEA | -9.497462 2.026947 -4.69 0.000 -13.73991 -5.255014
GDP | -.0149665 .0098932 -1.51 0.147 -.0356731 .0057401
INF | .0028299 .0011252 2.52 0.021 .0004749 .005185
ficyes | -.0328188 .0172575 -1.90 0.072 -.0689391 .0033016
_cons | 1.040074 .1385825 7.51 0.000 .7500176 1.330131
-------------+----------------------------------------------------------------
sigma_u | .07627578
sigma_e | .08546386
rho | .44337493 (fraction of variance due to u_i)