Các yếu tố ảnh hưởng đến rủi ro tín dụng của ngân hàng thương mại Việt Nam

12.. Gou Ning-ning,2007. Causes and solution of non-performing loan in Chiness commercial banks. Chinese Business Review, Vol.6, No.6.

13. Green, S., B., 1991. How many subjects does it take to do a regression analysis?. Multivariate Behavioral Research, 26(3), 499-510.

14. Hu Jin-Li, Yang Li và Yung-Ho Chiu, 2004. Ownership and Non-performing Loans: Evidence from Taiwan’s Banks. The Developing Economies, XLII-3, pp.405-20.

15. Innekwe Murumba (2013), “The relationship between real GDP anh Non perfroming Loans: evidence from Nigeria.

16. Jimenez, G., Saurina J.(2006),“Credit cycles, credit risk, and prudential regulation”. International Journal of Central Banking, 2(2), 65-98.

17. Jorion, P. (2009). Financial risk manager handbook. Introduction to credit risk. Wiley finance Laeven, L. and Majnoni, G., 2003. Loan Loss Provisioning and Economic Slowdowns: Too Much, Too late?. World Bank Policy Research Working Paper, no. 2749.

18. Larry D. Wall và Ifterkhar Hasan, 2003. Determinants of the Loan Loss Allowance: Some Cross‐Country Comparisons. Financial Review Volume 39, Issue 1, pages 129–152, February 2003.

19. Lis, S.F.d., Pagés, J.M. & Saurina, J., 2001. Credit growth, problem loans and credit risk provisioning in Spain. BIS Papers No 1.

20. Louzis, Vouldis and Meta xas, 2012. Macroeconomic and bank-specific determinants of non-performing loansin Greece: A comparative study of mortgage, business and consumer loan portfolios. Journal of Banking & Finance.

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22. Megginson, W. (2005). The economics of bank privatization. Journal of Banking Finance, 29, 1931-1980.

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24. Mohd Isa Mohd Yaziz Bin, 2011. Determinants of Loan Loss Provisions of Commercial Banks in Malaysia, 2nd International Cofference on Business and Economic Research (2nd ICBER 2011), 14-15 March 2011, Langkawi Kedah, Malaysia.

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26. Patersson, Jessica & Isac Wadman, 2004. Non-Performing Loans - The markets of Italy and Sweden. Uppsala University thesis, Department of Business Studies.

27. Patersson, J. and Wadman, I., 2004. Non-Performing Loans – The markets of Italy and Sweden. Uppsala University thesis. Department of Business Studies.

28. Rajiv Rajan và Sarat Chandra Dhal, 2003. Non-performing Loans and Terms of Credit of Public Sector Bank in India: A Emprircal Assessment. Reserve Bank of India Occasional Papers, Vol.24, No.03.

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TT‌

Ngân hàng	Tên viết tắt	Vốn điều lệ (tỷ VND)
1	NH Á Châu	ACB	9.377
2	NH Xuất Nhập Khẩu Việt Nam	EIB	12.355
3	NH Sài Gòn Thương Tín	STB	18.853
4	NH Ngoại thương Việt Nam	VCB	26.650
5	NH Công Thương Việt Nam	CTG	40.234
6	NH Hàng hải Việt Nam	MSB	11.750
7	NH Kỹ thương Việt Nam	TCB	8.879
8	NH Việt Nam Thịnh Vượng	VPB	6.347
9	NH Đầu tư và phát triển Việt Nam	BIDV	31.481
10	NH Đông Nam Á	SeABank	5.335
11	NH Quân Đội	MBBank	11.256
12	NH Kiên Long	KienlongBank	3.000
13	NH An Bình	ABBank	4.800
14	NH Nam Á	NamABank	4.000
15	NH Phương Đông	OCB	3.400
16	NH Đông Á	DongABank	6.000
17	NH Phát triển TP.HCM	HDB	8.100

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BANK

YEAR	NPL	CREDGR	SIZE	LLR	GDPGR	CPI	UEP
1	2006	0.1971	81.3611	17.6143	0.3544	7.5472	7.39	2.3	ACB
1	2007	0.0835	86.9641	18.2628	0.4229	6.9780	8.3	2.15	ACB
1	2008	0.8863	9.4994	18.4724	0.6563	7.1295	23.12	2.38	ACB
1	2009	0.4084	79.0214	18.9388	0.8050	5.6618	7.05	2.9	ACB
1	2010	0.3358	39.8299	19.1390	0.8219	5.3979	8.86	2.88	ACB
1	2011	0.8929	17.9070	19.4539	0.9595	6.4232	18.68	2.22	ACB
1	2012	2.5006	0.0055	18.9877	1.4610	6.2403	9.09	1.99	ACB
1	2013	3.0253	4.2554	18.9311	1.4441	5.2474	6.59	2.28	ACB
1	2014	2.1778	8.5213	19.0063	1.3572	5.9800	4.09	2.08	ACB
2	2006	0.8453	58.6685	16.7187	0.4156	7.5472	7.39	2.3	EXIM
2	2007	0.8750	80.7724	17.3333	0.3985	6.9780	8.3	2.15	EXIM
2	2008	4.7123	15.0662	17.6919	1.7839	7.1295	23.12	2.38	EXIM
2	2009	1.8342	80.7719	17.9968	0.9804	5.6618	7.05	2.9	EXIM
2	2010	1.4204	62.4354	18.6916	1.0074	5.3979	8.86	2.88	EXIM
2	2011	1.6112	19.7570	19.0281	0.8288	6.4232	18.68	2.22	EXIM
2	2012	1.3182	0.3468	18.9522	0.8093	6.2403	9.09	1.99	EXIM
2	2013	1.9822	11.2543	18.9503	0.8529	5.2474	6.59	2.28	EXIM
2	2014	2.4606	4.5496	18.8975	1.1735	5.9800	4.09	2.08	EXIM
3	2006	0.7232	70.8476	17.0254	0.5656	7.5472	7.39	2.3	SACOM
3	2007	0.2301	145.7786	17.9833	0.5019	6.9780	8.3	2.15	SACOM
3	2008	0.5953	-1.0438	18.0414	0.7191	7.1295	23.12	2.38	SACOM
3	2009	0.6437	70.4054	18.4053	0.8641	5.6618	7.05	2.9	SACOM
3	2010	0.5746	29.6730	18.7699	0.9949	5.3979	8.86	2.88	SACOM
3	2011	0.5904	1.4088	18.7581	1.0094	6.4232	18.68	2.22	SACOM
3	2012	2.0738	19.9251	18.8347	1.5017	6.2403	9.09	1.99	SACOM
3	2013	1.4954	13.2381	18.8917	1.2224	5.2474	6.59	2.28	SACOM
3	2014	1.1893	20.1632	19.0615	1.0693	5.9800	4.09	2.08	SACOM
4	2006	2.7467	10.9733	18.9343	2.2019	7.5472	7.39	2.3	VCB
4	2007	1.9262	43.9744	19.1008	2.1554	6.9780	8.3	2.15	VCB
4	2008	4.6120	15.6473	19.2186	3.7018	7.1295	23.12	2.38	VCB
4	2009	2.4705	25.5585	19.3587	3.2658	5.6618	7.05	2.9	VCB
4	2010	2.8310	24.8500	19.5444	3.2176	5.3979	8.86	2.88	VCB
4	2011	2.0332	18.4396	19.7201	2.5443	6.4232	18.68	2.22	VCB
4	2012	2.4014	15.1609	19.8425	2.1947	6.2403	9.09	1.99	VCB

2013	2.7251	13.7444	19.9661	2.3516	5.2474	6.59	2.28	VCB
4	2014	2.3068	17.8692	20.1733	2.1783	5.9800	4.09	2.08	VCB
5	2006	1.4077	5.6225	18.7241	0.0763	7.5472	7.39	2.3	VIETIN
5	2007	1.0200	27.4955	18.9282	1.6718	6.9780	8.3	2.15	VIETIN
5	2008	1.8114	18.1635	19.0813	1.7808	7.1295	23.12	2.38	VIETIN
5	2009	0.6134	35.1285	19.3118	0.9506	5.6618	7.05	2.9	VIETIN
5	2010	0.6569	43.5338	19.7229	1.1827	5.3979	8.86	2.88	VIETIN
5	2011	0.7512	25.2896	19.9480	1.0348	6.4232	18.68	2.22	VIETIN
5	2012	1.4669	13.6050	20.0372	1.1019	6.2403	9.09	1.99	VIETIN
5	2013	1.0020	12.8790	20.1723	0.8770	5.2474	6.59	2.28	VIETIN
5	2014	1.1070	16.8966	20.3095	0.9880	5.9800	4.09	2.08	VIETIN
6	2006	3.7600	23.8085	15.9579	1.2687	7.5472	7.39	2.3	MSB
6	2007	2.0800	126.0240	16.6816	0.5282	6.9780	8.3	2.15	MSB
6	2008	1.4900	71.7217	17.3006	0.7638	7.1295	23.12	2.38	MSB
6	2009	0.6200	112.9538	17.9725	0.7252	5.6618	7.05	2.9	MSB
6	2010	1.8700	33.3363	18.5634	0.9677	5.3979	8.86	2.88	MSB
6	2011	2.6500	18.6098	18.5550	0.9655	6.4232	18.68	2.22	MSB
6	2012	2.6500	-23.3341	18.5153	2.5933	6.2403	9.09	1.99	MSB
6	2013	2.7100	-5.3010	18.4894	2.6751	5.2474	6.59	2.28	MSB
6	2014	2.6100	-14.2284	18.4634	2.3094	5.9800	4.09	2.08	MSB
7	2006	3.1100	61.6365	16.6677	0.3194	7.5472	7.39	2.3	TECH
7	2007	1.3900	135.5783	17.4929	0.2886	6.9780	8.3	2.15	TECH
7	2008	2.5300	28.5895	17.7998	1.2300	7.1295	23.12	2.38	TECH
7	2009	2.4897	59.7872	18.3436	1.2173	5.6618	7.05	2.9	TECH
7	2010	2.2881	25.7410	18.8281	1.1544	5.3979	8.86	2.88	TECH
7	2011	2.8268	19.8829	19.0114	1.4012	6.4232	18.68	2.22	TECH
7	2012	2.6962	7.5806	19.0081	1.6483	6.2403	9.09	1.99	TECH
7	2013	3.6517	2.9497	18.8838	1.6880	5.2474	6.59	2.28	TECH
7	2014	2.3831	14.2763	18.9854	1.1951	5.9800	4.09	2.08	TECH
8	2006	0.5800	-0.2408	16.1292	0.3479	7.5472	7.39	2.3	VPBANK
8	2007	0.4900	51.9093	16.7135	0.5202	6.9780	8.3	2.15	VPBANK
8	2008	3.4000	160.0318	16.7412	0.6298	7.1295	23.12	2.38	VPBANK
8	2009	1.6300	21.7723	17.1313	0.8224	5.6618	7.05	2.9	VPBANK
8	2010	1.2000	60.1423	17.9066	0.9051	5.3979	8.86	2.88	VPBANK
8	2011	1.8242	15.2423	18.2322	1.0765	6.4232	18.68	2.22	VPBANK
8	2012	2.7187	26.4520	18.4461	1.0302	6.2403	9.09	1.99	VPBANK
8	2013	2.8096	42.1936	18.6135	1.1524	5.2474	6.59	2.28	VPBANK

2014	2.5408	49.1761	18.9107	1.4348	5.9800	4.09	2.08	VPBANK
9	2006	3.1540	4.9213	18.8795	5.2573	7.5472	7.39	2.3	BIDV
9	2007	3.6038	47.2393	19.1207	4.8399	6.9780	8.3	2.15	BIDV
9	2008	2.5739	23.1382	19.3058	2.5304	7.1295	23.12	2.38	BIDV
9	2009	2.6979	26.9992	19.4929	2.6175	5.6618	7.05	2.9	BIDV
9	2010	2.5274	23.1537	19.7060	2.0823	5.3979	8.86	2.88	BIDV
9	2011	2.7634	15.6361	19.8053	1.9928	6.4232	18.68	2.22	BIDV
9	2012	2.6950	15.6450	19.9992	1.7400	6.2403	9.09	1.99	BIDV
9	2013	2.2605	15.0361	20.1225	1.5715	5.2474	6.59	2.28	BIDV
9	2014	2.0321	13.9778	20.2930	1.4860	5.9800	4.09	2.08	BIDV
10	2006	0.2300	149.1353	16.1379	0.2691	7.5472	7.39	2.3	SEABANK
10	2007	0.2400	228.3060	17.0828	0.4191	6.9780	8.3	2.15	SEABANK
10	2008	2.1400	-31.2943	16.9187	1.0403	7.1295	23.12	2.38	SEABANK
10	2009	1.8800	26.8928	17.2364	1.6730	5.6618	7.05	2.9	SEABANK
10	2010	2.1400	113.0936	17.8272	1.5758	5.3979	8.86	2.88	SEABANK
10	2011	2.7500	-4.2468	18.4315	1.6703	6.4232	18.68	2.22	SEABANK
10	2012	2.9800	-15.0023	18.1339	0.2782	6.2403	9.09	1.99	SEABANK
10	2013	2.8400	25.3637	18.1958	2.4168	5.2474	6.59	2.28	SEABANK
10	2014	2.8000	53.2154	18.1998	1.5524	5.9800	4.09	2.08	SEABANK
11	2006	2.8229	37.3343	16.4204	2.7602	7.5472	7.39	2.3	MBB
11	2007	1.0127	96.6247	17.2041	1.2386	6.9780	8.3	2.15	MBB
11	2008	1.8301	35.5464	17.6075	1.5687	7.1295	23.12	2.38	MBB
11	2009	1.5809	87.9742	18.0497	1.5114	5.6618	7.05	2.9	MBB
11	2010	1.2566	64.9205	18.5126	1.5131	5.3979	8.86	2.88	MBB
11	2011	1.4182	21.0020	18.7488	1.8504	6.4232	18.68	2.22	MBB
11	2012	1.8417	26.1390	18.9838	1.7626	6.2403	9.09	1.99	MBB
11	2013	2.4459	17.8096	19.0106	2.0174	5.2474	6.59	2.28	MBB
11	2014	2.7299	14.6178	19.1163	2.4488	5.9800	4.09	2.08	MBB
12	2006	1.9200	81.6362	13.6259	0.9299	7.5472	7.39	2.3	KIENLONG
12	2007	1.2700	124.4956	14.6044	0.4142	6.9780	8.3	2.15	KIENLONG
12	2008	1.6600	62.4109	14.8936	0.3342	7.1295	23.12	2.38	KIENLONG
12	2009	1.1656	122.0292	15.8275	0.2380	5.6618	7.05	2.9	KIENLONG
12	2010	1.1089	43.7811	16.3514	0.4138	5.3979	8.86	2.88	KIENLONG
12	2011	2.7733	19.9106	16.6975	0.7345	6.4232	18.68	2.22	KIENLONG
12	2012	2.9259	15.2242	16.7377	0.9789	6.2403	9.09	1.99	KIENLONG
12	2013	2.4712	25.2533	16.8776	1.0315	5.2474	6.59	2.28	KIENLONG
12	2014	1.9534	11.5251	16.9555	1.0088	5.9800	4.09	2.08	KIENLONG

2006	2.7000	178.2800	14.9514	0.8411	7.5472	7.39	2.3	ABB
13	2007	1.5000	408.1839	16.6589	0.8411	6.9780	8.3	2.15	ABB
13	2008	4.1800	-4.9309	16.4178	1.2422	7.1295	23.12	2.38	ABB
13	2009	1.4500	97.0179	17.0933	1.1058	5.6618	7.05	2.9	ABB
13	2010	1.1600	54.2883	17.4531	1.0634	5.3979	8.86	2.88	ABB
13	2011	2.7900	0.1942	17.5422	1.5960	6.4232	18.68	2.22	ABB
13	2012	2.1300	-5.8232	17.6444	2.2052	6.2403	9.09	1.99	ABB
13	2013	4.0800	26.0772	17.8695	2.7635	5.2474	6.59	2.28	ABB
13	2014	2.7500	9.8212	18.0271	1.8239	5.9800	4.09	2.08	ABB
14	2006	1.6200	20.4689	15.1725	0.3196	7.5472	7.39	2.3	NamA
14	2007	1.6400	31.8018	15.4719	0.2987	6.9780	8.3	2.15	NamA
14	2008	2.5600	38.9432	15.5889	0.5278	7.1295	23.12	2.38	NamA
14	2009	1.7100	33.6903	16.2078	0.5179	5.6618	7.05	2.9	NamA
14	2010	2.1812	5.7689	16.4903	1.0254	5.3979	8.86	2.88	NamA
14	2011	2.5518	17.7866	16.7542	0.7586	6.4232	18.68	2.22	NamA
14	2012	2.4760	9.6548	16.5886	1.0167	6.2403	9.09	1.99	NamA
14	2013	1.4766	68.9514	17.1753	0.6609	5.2474	6.59	2.28	NamA
14	2014	1.3999	43.7279	17.4343	0.9306	5.9800	4.09	2.08	NamA
15	2006	1.5200	61.4076	15.6782	0.4796	7.5472	7.39	2.3	OCB
15	2007	1.4100	61.9495	16.2798	0.5707	6.9780	8.3	2.15	OCB
15	2008	2.8700	13.7619	16.1275	0.8122	7.1295	23.12	2.38	OCB
15	2009	2.6400	18.8368	16.3560	1.0485	5.6618	7.05	2.9	OCB
15	2010	2.0500	13.3851	16.7956	0.9030	5.3979	8.86	2.88	OCB
15	2011	2.8000	19.5194	17.0512	1.2591	6.4232	18.68	2.22	OCB
15	2012	2.8000	24.5060	17.1269	1.8064	6.2403	9.09	1.99	OCB
15	2013	2.9200	17.0554	17.3058	1.0181	5.2474	6.59	2.28	OCB
15	2014	2.8500	6.3676	17.4815	1.4182	5.9800	4.09	2.08	OCB
16	2006	0.7688	33.9857	16.3068	0.1712	7.5472	7.39	2.3	DAB
16	2007	0.4445	123.6200	17.3626	0.3572	6.9780	8.3	2.15	DAB
16	2008	2.5458	43.1942	17.1252	1.0548	7.1295	23.12	2.38	DAB
16	2009	1.3308	34.3545	17.5655	1.0034	5.6618	7.05	2.9	DAB
16	2010	1.5991	11.5420	17.8386	1.1652	5.3979	8.86	2.88	DAB
16	2011	1.6863	14.8280	17.9983	1.5045	6.4232	18.68	2.22	DAB
16	2012	3.9479	15.1057	18.0536	1.7648	6.2403	9.09	1.99	DAB
16	2013	3.9928	4.7363	18.1307	1.6888	5.2474	6.59	2.28	DAB
16	2014	3.7600	-2.2609	18.2812	1.8373	5.9800	4.09	2.08	DAB
17	2006	2.7800	94.7341	15.2056	0.7272	7.5472	7.39	2.3	HDB

2007	0.3000	232.8575	16.4418	0.3964	6.9780	8.3	2.15	HDB
17	2008	1.9300	-30.7097	16.0729	0.6487	7.1295	23.12	2.38	HDB
17	2009	1.1000	33.2849	16.7666	0.7735	5.6618	7.05	2.9	HDB
17	2010	1.4200	42.4901	17.3533	0.7234	5.3979	8.86	2.88	HDB
17	2011	1.6300	18.0726	17.6227	1.0159	6.4232	18.68	2.22	HDB
17	2012	2.3500	52.7163	17.7817	0.9243	6.2403	9.09	1.99	HDB
17	2013	5.5300	108.2034	18.2725	1.5842	5.2474	6.59	2.28	HDB
17	2014	1.4000	-4.6284	18.4159	1.1516	5.9800	4.09	2.08	HDB