Các nhân tố ảnh hưởng đến khả năng thanh khoản của các Ngân hàng thương mại Việt Nam - 14


Năm

Ngân hàng

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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Các nhân tố ảnh hưởng đến khả năng thanh khoản của các Ngân hàng thương mại Việt Nam - 14


NAM TỪ 2006-2016 ĐVT: %

Năm

Ngân hàng

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: %


Năm

Ngân hàng

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: %



Năm Chỉ tiêu


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]


-------------+----------------------------------------------------------------


SIZE | -.0307771

.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


GDP | .0024375

.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


CEA |

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]

-------------+----------------------------------------------------------------


SIZE | -.0652428

.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)

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