Các nhân tố tác động đến nợ xấu tại một số ngân hàng Việt Nam - Nguyễn Khắc Hải Minh

11. Trần Huy Hoàng (2011), Quản trị ngân hàng thương mại, Nhà xuất bản Lao động Xã hội.

12. Trung tâm thông tin tư liệu (số 1/2013). Giải quyết nợ xấu – vấn đề mấu chốt trong tái cơ cấu hệ thống ngân hàng.

Tiếng Anh

1. Abhiman Das vaf Saibal Ghosh (2007). Determinants of Credit Risk in Indian State-owned Banks: An Empirical Investigation. MPRA Paper No. 17301, posted

16. September 2009

2. Chan Hyun Sohn (2002). Corporate debt resolution and the role of foreign capital in the post – crisis restructuring of the Republic of Korea. The developing economies 12/2002

3. Hippolyte Fofack (2005). Non-performing loans in sub-Saharan Africa: Causal analysis and Macroeconomic implications. World Bank Policy Research Working Paper 3769, November 2005 http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2007059

4. Jin-Li Hu, Yang Li and Yung-Ho Chiu (2004). Ownership and Nonperforming Loans: Evidence from Taiwan’s Banks. The Developing Economies, XLII-3 (September 2004): 405–20

5. Messai & Jouini (2013). Micro and Macro Determinants of Non-performing Loans. International Journal of Economics and Financial Issues Vol. 3, No. 4, 2013, pp.852-860

6. Rajiv Rajan and Sarat Chandra Dhal (Winter 2003). Non-performing Loans and Terms of Credit of Public Sector Banks in India: An Empirical Assessment. Reserve Bank of India Occasional Papers, Vol. 24, No. 3.

7. Roberto Blanco and Ricardo Gimeno (2012). Determinants of Default Ratios in the Segment of Loans to Households in Spain.

PHỤ LỤC 01

NGÂN HÀNG

SỐ MẪU QUAN SÁT	THỜI GIAN	GDP	CPI	NPL /LOAN	NPL	LOAN	SIZE	LOAN /TTS
CTG	1	2009	0.053	0.065	0.006	990	0.351	12,572	0.672
	2	2010	0.068	0.118	0.007	1,538	0.435	18,170	0.640
	3	2011	0.059	0.181	0.008	2,204	0.253	28,491	0.640
	4	2012	0.050	0.068	0.015	4,890	0.136	33,625	0.660
	5	2013	0.054	0.060	0.010	3,770	0.129	54,075	0.650
VCB	6	2009	0.053	0.065	0.024	3,381	0.256	16,003	0.551
	7	2010	0.068	0.118	0.028	4,909	0.249	19,890	0.572
	8	2011	0.059	0.181	0.020	4,174	0.185	28,807	0.565
	9	2012	0.050	0.068	0.024	5,731	0.152	40,973	0.579
	10	2013	0.054	0.060	0.026	7,136	0.137	42,466	0.584
STB	11	2009	0.053	0.065	0.006	384	0.704	98,474	0.606
	12	2010	0.068	0.118	0.005	445	0.383	141,799	0.582
	13	2011	0.059	0.181	0.006	463	-0.024	140,137	0.575
	14	2012	0.050	0.068	0.020	1,973	0.196	151,281	0.637
	15	2013	0.054	0.060	0.015	1,610	0.148	160,169	0.690
ACB	16	2009	0.053	0.065	0.004	255	0.790	167,724	0.372
	17	2010	0.068	0.118	0.003	293	0.398	202,453	0.431
	18	2011	0.059	0.181	0.009	918	0.179	278,856	0.369
	19	2012	0.050	0.068	0.032	3,243	0.000	175,196	0.587
	20	2013	0.054	0.060	0.013	1,421	0.043	166,308	0.645
EIB	21	2009	0.053	0.065	0.018	704	0.820	65,448	0.586
	22	2010	0.068	0.118	0.014	886	0.624	131,105	0.476
	23	2011	0.059	0.181	0.016	1,203	0.198	183,680	0.406
	24	2012	0.050	0.068	0.013	988	0.003	170,201	0.440
	25	2013	0.054	0.060	0.020	1,652	0.113	169,922	0.491
MBB	26	2009	0.053	0.065	0.017	468	0.880	69,008	0.392
	27	2010	0.068	0.118	0.013	613	0.691	104,344	0.439
	28	2011	0.059	0.181	0.016	937	0.279	134,699	0.435
	29	2012	0.050	0.068	0.018	1,372	0.274	173,933	0.429
	30	2013	0.054	0.060	0.024	2,146	0.184	178,785	0.494
SHB	31	2009	0.053	0.065	0.028	358	1.050	27,443	0.467

32	2010	0.068	0.118	0.014	341	0.894	51,014	0.476
	33	2011	0.059	0.181	0.022	651	0.200	70,965	0.411
	34	2012	0.050	0.068	0.088	5,013	0.950	115,945	0.490
	35	2013	0.054	0.060	0.057	4,331	0.345	143,076	0.535
BID	36	2009	0.053	0.065	0.030	6,150	0.280	296,432	0.696
	37	2010	0.068	0.118	0.023	5,710	0.212	366,267	0.683
	38	2011	0.059	0.181	0.026	7,723	0.166	405,755	0.719
	39	2012	0.050	0.068	0.026	8,720	0.157	484,784	0.696
	40	2013	0.054	0.060	0.022	8,626	0.152	548,386	0.709