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PHỤ LỤC 1: DANH SÁCH MẪU CÁC NHTM
Tên viết tắt | Tên đầy đủ Tiếng Việt | |
1. | ABB | Ngân hàng An Bình |
2. | ACB | Ngân hàng Á Châu |
3. | AGRB | Ngân hàng Nông nghiệp và phát triển nông thôn |
4. | BAB | Ngân hàng Bắc Á |
5. | BID | NH TMCP Đầu tư và Phát triển |
6. | BVB | Ngân hàng Bảo Việt |
7. | CTG | NH TMCP Công thương |
8. | EAB | Ngân hàng Đông Á |
9. | EIB | Eximbank |
10. | GB | GP Bank |
11. | HDB | HDBank |
12. | KLB | Ngân hàng Kiên Long |
13. | LPB | LienViet Post Bank |
14. | MBB | MBBank |
15. | MSB | MaritimeBank |
16. | NAB | Ngân hàng Nam Á |
17. | NVB | Ngân hàng Quốc Dân |
18. | PGB | PG Bank |
19. | SCB | Ngân hàng Sài Gòn |
20. | SEAB | SeaBank |
21. | SGB | Sài Gòn Công thương |
22. | SHB | SHB |
23. | STB | Sacombank |
24. | TCB | Techcombank |
25. | TPB | Ngân hàng Tiên Phong |
26. | VCB | Vietcombank |
27. | VPB | VPBank |
Có thể bạn quan tâm!
-
Dư Nợ Cho Vay Và Nợ Xấu Của Các Ngân Hàng Tmcp Giai Đoạn 2010– 2017 -
Phân Tích Tương Quan Mô Hình 27 Ngân Hàng Thương Mại Việt Nam -
Đa Dạng Hóa Hoạt Động Kinh Doanh Của Ngân Hàng -
Các yếu tố ảnh hưởng đến hiệu quả kinh doanh tại các ngân hàng thương mại Việt Nam - 9
Xem toàn bộ 80 trang tài liệu này.
PHỤ LỤC 2: KẾT QUẢ NGHIÊN CỨU 27 NGÂN HÀNG THƯƠNG MẠI
. . sum ROA ROE NIM CAR TCR DLR LTA NPL DIV SIZE INT GDP CPI
Variable | Obs Mean Std. Dev. Min Max
-------------+---------------------------------------------------------
210 | .0075953 | .0068466 | .000101 | .05512 | |
ROE | | 209 | .0837917 | .0614195 | .000683 | .268234 |
NIM | | 209 | .0317703 | .0128731 | .0056 | .0872 |
TCR | | 209 | .5690047 | .1101914 | .04609 | .71429 |
-------------+--------------------------------------------------------- DLR | 211 1.249139 .3107009 .39719 2.68909
211 | .5199988 | .130178 | .14725 | .80748 | |
NPL | | 211 | .0249308 | .0172523 | .0001 | .114 |
DIV | | 208 | .1151798 | .079533 | .008503 | .385008 |
SIZE | | 211 | 14.00927 | .4880324 | 13.0996 | 15.08001 |
-------------+---------------------------------------------------------
216 .088699 .0257654 | .0585 | .13 | |
GDP | | 216 .061275 .0056615 | .0525 | .0681 |
CPI | | 216 .068025 .0548432 | .0063 | .1852 |
. corre ROA ROE NIM CAR TCR DLR LTA NPL DIV SIZE INT GDP CPI
(obs=205)
| ROA ROE NIM CAR TCR DLR LTA NPL DIV SIZE INT GDP CPI
-------------+---------------------------------------------------------------------------------------------------------------------
1.0000 | |||||||||||
ROE | | 0.8125 | 1.0000 | |||||||||
NIM | | 0.3751 | 0.2958 | 1.0000 | ||||||||
CAR | | 0.2878 | -0.2183 | 0.1221 | 1.0000 | |||||||
TCR | | -0.7781 | -0.6412 | 0.1418 | -0.2483 | 1.0000 | ||||||
DLR | | 0.0437 | -0.0740 | -0.2549 | 0.1245 | -0.1972 | 1.0000 | |||||
LTA | | -0.2844 | -0.1526 | 0.2446 | -0.2054 | 0.3578 | -0.5935 | 1.0000 | ||||
NPL | | -0.1315 | -0.2156 | -0.0076 | 0.0997 | -0.0039 | 0.0719 | 0.0779 | 1.0000 | |||
DIV | | 0.0235 | 0.1394 | -0.3754 | -0.2144 | -0.1149 | -0.1291 | -0.0356 | -0.0501 | 1.0000 | ||
SIZE | | -0.0057 | 0.3895 | 0.0125 | -0.7137 | 0.1014 | -0.0956 | 0.1605 | -0.1173 | 0.3589 | 1.0000 | |
INT | | 0.4070 | 0.2937 | 0.3029 | 0.2162 | -0.3073 | -0.0884 | -0.1372 | 0.1901 | -0.1963 | -0.2302 1.0000 | |
GDP | | -0.0027 | 0.1071 | -0.1029 | -0.1881 | 0.0245 | -0.2551 | 0.1751 | -0.3465 | 0.2232 | 0.0908 -0.3747 | 1.0000 |
CPI | | 0.4271 | 0.3594 | 0.3246 | 0.1299 | -0.2774 | -0.1971 | -0.0964 | 0.0761 | -0.1721 | -0.1659 0.8489 | -0.1670 1.0000 |
CPI, fe | ||
Fixed-effects (within) regression | Number of obs = | 206 |
Group variable: Num | Number of groups = | 27 |
R-sq: within = 0.4793 | Obs per group: min = | 5 |
between = 0.5347 | avg = | 7.6 |
overall = 0.4989 | max = | 8 |
F(10,169) = | 15.55 | |
corr(u_i, Xb) = 0.0380 | Prob > F = | 0.0000 |
------------------------------------------------------------------------------
ROA | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+----------------------------------------------------------------
| | .0190324 | .0153791 | 1.24 | 0.218 | -.0113275 | .0493924 | |
TCR | | | -.0252847 | .0041688 | -6.07 | 0.000 | -.0335143 | -.0170551 |
DLR | | | -.0043664 | .0016678 | -2.62 | 0.010 | -.0076589 | -.001074 |
LTA | | | -.0093466 | .0045658 | -2.05 | 0.042 | -.01836 | -.0003333 |
NPL | | | -.0256711 | .0227076 | -1.13 | 0.260 | -.0704981 | .019156 |
DIV | | | -.007981 | .006673 | -1.20 | 0.233 | -.0211541 | .0051921 |
SIZE | | | .0043346 | .0030075 | 1.44 | 0.151 | -.0016026 | .0102718 |
INT | | | .0347546 | .0308572 | 1.13 | 0.262 | -.0261606 | .0956698 |
GDP | | | .0544665 | .0686077 | 0.79 | 0.428 | -.0809721 | .189905 |
CPI | | | .0191186 | .0113417 | 1.69 | 0.094 | -.0032712 | .0415083 |
_cons | | | -.0366423 | .0461233 | -0.79 | 0.428 | -.1276943 | .0544097 |
-------------+----------------------------------------------------------------
sigma_u | .00239408
sigma_e | .00400998
rho | .26277868 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(26, 169) = 1.85 Prob > F = 0.0109
. estimate store fe
. xtreg ROA CAR TCR DLR LTA NPL DIV SIZE INT GDP CPI, re
Random-effects GLS regression Number of obs = 206