Các yếu tố tác động đến chênh lệch thu nhập ròng của ngân hàng thương mại tại Việt Nam - 10


20. Goddard, J., Molyneux, P., & Wilson, J. O. (2004). The profitability of European banks: a cross‐sectional and dynamic panel analysis. The Manchester School, 72(3), 363-381.

21. Gunter, U., Krenn, G., & Sigmund, M. (2013). Macroeconomic, market and bank-specific determinants of the net interest margin in Austria. Oesterreichische nationalbank financial stability report, 25.

22. Hanweck, G. A., & Ryu, L. H. (2005). The sensitivity of bank net interest margins and profitability to credit, interest-rate, and term-structure shocks across bank product specializations.

23. Jeon, Y., & Miller, S. M. (2005). Performance of domestic and foreign banks: The case of Korea and the Asian financial crisis. Global Economic Review, 34(2), 145-165.

24. Khawaja, M. I., & ud Din, M. (2007). Determinants of interest spread in Pakistan. The Pakistan Development Review, 46(2), pp-129.

25. Maudos, J., & De Guevara, J. F. (2004). Factors explaining the interest margin in the banking sectors of the European Union. Journal of Banking & Finance, 28(9), 2259-2281.

26. Maudos, J., & Solís, L. (2009). The determinants of net interest income in the Mexican banking system: An integrated model. Journal of Banking & Finance, 33(10), 1920-1931.

27. Miller, S. M., & Noulas, A. G. (1997). Portfolio mix and large-bank profitability in the USA. Applied Economics, 29(4), 505-512.

28. Mody, A., & Peria, M. S. M. (2004). How foreign participation and market concentration impact bank spreads: evidence from Latin America (Vol. 3210). World Bank Publications.

29. Molyneux, P., & Forbes, W. (1995). Market structure and performance in European banking. Applied Economics, 27(2), 155-159.

30. Molyneux, P., & Thornton, J. (1992). Determinants of European bank profitability: A note. Journal of banking & Finance, 16(6), 1173-1178.


31. Mujeri, M. K., & Younus, S. (2009). An analysis of interest rate spread in the banking sector in Bangladesh. The Bangladesh Development Studies, 1-33.

32. Mwamtambulo, D., & Ntulo, E. (2018). Determinants of Interest Rate Spreads in Commercial Banks–A Case of Tanzania. Global Journal of Management And Business Research.

33. Peltzman, S. (1977). The gains and losses from industrial concentration. The Journal of Law and Economics, 20(2), 229-263.

34. Perry, P. (1992). Do banks gain or lose from inflation?. Journal of Retail Banking, 14(2), 25-31.

35. Ramful, P. (2001). The determinants of interest rate spread: empirical evidence on the Mauritian banking sector. Research Department, Bank of Mauritius, May, 1-20.

36. Rasiah, D. (2010). Theoretical framework of profitability as applied to commercial banks in Malaysia. European Journal of Economics, Finance and Administrative Sciences, 19(19), 75-97.

37. Saona, P. (2016). Intra-and extra-bank determinants of Latin American Banks' profitability. International Review of Economics & Finance, 45, 197- 214.

38. Tarus, D. K., Chekol, Y. B., & Mutwol, M. (2012). Determinants of net interest margins of commercial banks in Kenya: A panel study. Procedia Economics and Finance, 2, 199-208.

39. Ugur, A., & Erkus, H. (2010). Determinants of the net interest margins of banks in Turkey. Journal of Economic and Social Research, 12(2), 101.

40. Were, M., & Wambua, J. (2014). What factors drive interest rate spread of commercial banks? Empirical evidence from Kenya. Review of development Finance, 4(2), 73-82.


41. Nguyễn Minh Sáng, Nguyễn Thị Hà Phương và các cộng sự (2014). Phân tích các nhân tố tác động đến thu nhập lãi thuần trong hệ thống ngân hàng thương mại cổ phần tại Việt Nam. Tạp chí công nghệ ngân hàng,19, 21-22


1. http://fiingroup.vn

2. https://data.worldbank.org/

3. http://tapchinganhang.gov.vn/lai-suat-can-bien-cua-cac-ngan-hang-thuong-mai- viet-nam-giai-doan-2005-2017-mot-nghien-cuu-thuc-nghi.htm


Thống kê mô tả


variable

mean

sd

min

p50

max

N

intspread1

.0265132

.0102215

.0035879

.0256407

.0742187

278

intspread2

.0380162

.0137319

.0053755

.0356717

.0878502

278

rrtd

.0214662

.0130012

.0008351

.0204069

.0880662

278

size

31.74364

1.310337

27.75018

31.80229

34.723

278

liquid

.3866375

.1192604

.07942

.3925916

.7492896

278

profit

.0092218

.0062403

.0000829

.0081402

.0475236

278

oc

.5013325

.1470521

.1619238

.4835295

.9273792

278

indcon

43.82586

7.157668

37.44181

40.55388

65.66668

278

gdpgr

6.136338

.6027284

5.247

6.211

7.13

278

infl

8.35255

6.178207

.879

7.055

23.116

278

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Các yếu tố tác động đến chênh lệch thu nhập ròng của ngân hàng thương mại tại Việt Nam - 10



intspr~1

rrtd

size

liquid

profit

oc

indcon

intspread1

1.0000








rrtd


0.0476


1.0000







0.4295







size

-0.0416

0.0420

1.0000






0.4893

0.4853






liquid

-0.2981

-0.0182

0.0104

1.0000





0.0000

0.7626

0.8624





profit

0.4846

-0.2338

-0.1923

0.0571

1.0000




0.0000

0.0001

0.0013

0.3429




oc

-0.2703

0.3108

-0.0092

-0.1544

-0.7420

1.0000



0.0000

0.0000

0.8787

0.0099

0.0000



indcon

-0.0990

-0.1968

-0.3597

0.0738

0.1617

-0.2319

1.0000


0.0995

0.0010

0.0000

0.2200

0.0069

0.0001


gdpgr

-0.1111

-0.3234

-0.0124

0.0026

0.0447

-0.2246

0.3269


0.0643

0.0000

0.8368

0.9660

0.4575

0.0002

0.0000

infl

0.1122

0.0302

-0.2597

0.1732

0.2994

-0.1806

0.1075


0.0618

0.6157

0.0000

0.0038

0.0000

0.0025

0.0735




gdpgr

infl

gdpgr

1.0000



infl


-0.2667


1.0000


0.0000




intspr~2

rrtd

size

liquid

profit

oc

indcon

intspread2

1.0000








rrtd


0.0371


1.0000







0.5377







size

-0.2061

0.0420

1.0000






0.0005

0.4853






liquid

0.0385

-0.0182

0.0104

1.0000





0.5231

0.7626

0.8624





profit

0.5534

-0.2338

-0.1923

0.0571

1.0000




0.0000

0.0001

0.0013

0.3429




oc

-0.3303

0.3108

-0.0092

-0.1544

-0.7420

1.0000



0.0000

0.0000

0.8787

0.0099

0.0000



indcon

0.0038

-0.1968

-0.3597

0.0738

0.1617

-0.2319

1.0000


0.9495

0.0010

0.0000

0.2200

0.0069

0.0001


gdpgr

-0.1453

-0.3234

-0.0124

0.0026

0.0447

-0.2246

0.3269


0.0153

0.0000

0.8368

0.9660

0.4575

0.0002

0.0000

infl

0.2992

0.0302

-0.2597

0.1732

0.2994

-0.1806

0.1075


0.0000

0.6157

0.0000

0.0038

0.0000

0.0025

0.0735




gdpgr

infl


gdpgr

1.0000




infl


-0.2667


1.0000



0.0000




Variable

VIF

1/VIF

profit

3.05

0.328376

oc

2.76

0.361929

lintspread1

1.48

0.674253

infl

1.47

0.681780

gdpgr

1.30

0.766790

size

1.26

0.792135

rrtd

1.25

0.798466

liquid

1.18

0.846992

indcon

1.14

0.877020

Mean VIF

1.66


Variable

VIF

1/VIF

profit

2.95

0.339242

oc

2.77

0.361265

infl

1.46

0.684355

lintspread2

1.41

0.707902

gdpgr

1.36

0.734507

size

1.31

0.763016

rrtd

1.25

0.800371

indcon

1.13

0.884738

liquid

1.08

0.927699

Mean VIF

1.64

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