Các yếu tố tác động đến nợ xấu tại các ngân hàng thương mại Việt Nam

PHỤ LỤC: NỢ XẤU CỦA 24 NHTM CP VIỆT NAM TỪ 2006 ĐẾN 2016

Đơn vị tính: %

ST T

NH	2006	2007	2008	2009	2010	2011	2012	2013	2014	2015	2016
1	ACB	0,20	0,08	0,89	0,41	0,34	0,89	2,50	3,03	2,18	1,32	0,88
2	ABB	2,70	1,50	4,18	1,45	1,16	2,79	2,13	4,08	2,75	2,13	2,51
3	VCCB		0,44	1,24	3,48	4,07	2,70	1,90	4,11
4	CTG	1,41	1,02	1,81	0,61	0,66	0,75	1,47	1,00	1,11	0,92	1,02
5	BIDV	3,15	3,60	2,57	2,70	2,53	2,76	2,70	2,26	2,03	1,68	2,00
6	EAB	0,77	0,44	2,55	1,33	1,60	1,68	3,95	3,99	3,76
7	SEABANK	0,23	0,24	2,14	1,88	2,14	2,75	2,98	2,84	2,80
8	MSB	3,76	2,08	1,49	0,62	1,87	2,65	2,65	2,71	5,15	3,41
9	KLB	1,92	1,27	1,66	1,17	1,11	2,77	2,93	2,47	1,95	1,13	1,06
10	TCB	3,11	1,39	2,53	2,49	2,29	2,83	2,70	3,65	2,38	1,67	1,58
11	NAMABA NK	1,62	1,64	2,56	1,71	2,18	2,55	1,48	1,40	0,91
12	VCB	2,75	1,93	4,61	2,47	2,83	2,03	2,40	2,73	2,31	1,84	1,48
13	HDB	2,78	0,30	1,93	1,10	1,42	1,63	2,35	5,53	1,40	1,59	1,46
14	OCB	1,52	1,41	2,87	2,64	2,05	2,80	2,80	2,92	2,85
15	MBB	2,82	1,01	1,83	1,58	1,26	1,42	1,84	2,45	2,73	1,63	1,34
16	VIB				0,89	2,18	0,40	0,20	0,49	0,96	2,07	2,58
17	NCB	1,04	0,16	2,90	2,45	2,24	2,92	5,64	6,07	2,52	2,15
18	SCB		0,34	0,57	1,28	12,4	7,25	7,22	1,63	0,49

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					6
19	SGB		0,42	0,69	1,78	1,91		2,93	2,24	2,08
20	STB	0,72	0,23	0,60	0,64	0,57	0,59	2,07	1,49	1,19	1,86	5,35
21	VIETA			1,80	1,31	2,52				2,33	2,26
22	VPB	0,58	0,49	3,40	1,63	1,20	1,82	2,72	2,81	2,54	2,69	2,91
23	PGB			1,42	1,23	1,42	2,06	8,44	2,84	2,48	2,75	2,47
24	EIB	0,85	0,88	4,71	1,83	1,42	1,61	1,32	1,98	2,46	1,86	2,95

PHỤ LỤC BỘ DỮ LIỆU

Mã NH

Year	NPL	GDP	CPI	UNE	AWPRt	OPE	ROA	LA	GRL(t-1)	lnSIZE	Oilprice
ACB	2006	0.197	6.978	7.402	2.300	11.176	1.119	1.132	38.110		17.614	62.310
ACB	2007	0.084	7.129	8.437	2.300	11.180	0.457	2.061	37.253	0.870	18.263	91.450
ACB	2008	0.886	5.662	23.088	2.400	15.784	0.720	2.099	33.078	0.095	18.472	41.580
ACB	2009	0.408	5.398	6.717	2.600	10.069	0.822	1.311	37.144	0.790	18.939	74.670
ACB	2010	0.336	6.423	9.190	2.668	13.135	0.925	1.138	42.513	0.398	19.139	91.800
ACB	2011	0.893	6.240	18.584	2.036	16.954	0.981	1.142	36.584	0.179	19.454	107.970
ACB	2012	2.501	5.247	9.200	1.777	13.472	5.447	0.445	58.316	0.000	18.988	109.640
ACB	2013	3.025	5.422	6.600	2.200	10.374	4.549	0.496	64.340	0.043	18.931	110.630
ACB	2014	2.178	5.984	4.090	2.300	8.665	4.059	0.530	64.765	0.085	19.006	62.160
ACB	2015	1.321	6.700	0.630	2.310	7.120	3.911	0.510	66.531	0.152	19.121	37.720
ACB	2016	0.877	6.211	2.660	2.178	6.960	3.530	0.567	69.307	0.208	19.269	54.070
ABB	2006	2.700	6.978	7.402	4.884	11.176	0.454	1.867	36.319		14.951	62.310
ABB	2007	1.500	7.129	8.437	4.140	11.180	0.904	0.942	40.049	5.082	16.659	91.450
ABB	2008	4.180	5.662	23.088	3.627	15.784	4.958	0.368	48.458	-0.049	16.418	41.580
ABB	2009	1.450	5.398	6.717	2.800	10.069	1.135	1.175	48.582	0.970	17.093	74.670
ABB	2010	1.160	6.423	9.190	2.668	13.135	1.187	1.305	52.286	0.543	17.454	91.800
ABB	2011	2.790	6.240	18.584	2.036	16.954	2.821	0.739	47.941	0.002	17.542	107.970
ABB	2012	2.130	5.247	9.200	1.777	13.472	2.761	0.868	40.761	-0.058	17.644	109.640
ABB	2013	4.080	5.422	6.600	1.709	10.374	7.595	0.244	41.034	0.261	17.870	110.630
ABB	2014	2.750	5.984	4.090	1.862	8.665	9.459	0.173	38.493	0.098	18.027	62.160
ABB	2015	2.128	6.700	0.630	2.310	7.120	13.038	0.142	48.024	0.190	17.980	37.720
ABB	2016	2.507	6.211	2.660	2.178	6.960	5.326	0.328	53.467	0.000	18.125	54.070
VCCB	2006		6.978	7.402	4.884	11.176	3.939	1.521	66.465		13.572	62.310
VCCB	2007	0.438	7.129	8.437	4.140	11.180	0.309	3.161	51.619	1.018	14.527	91.450
VCCB	2008	1.238	5.662	23.088	3.627	15.784	11.231	0.243	63.648	0.233	14.527	41.580

VCCB

2009	3.475	5.398	6.717	2.800	10.069	1.322	1.640	69.517	0.786	15.018	74.670
Mã NH	Year	NPL	GDP	CPI	UNE	AWPRt	OPE	ROA	LA	GRL(t-1)	lnSIZE	Oilprice
VCCB	2010	4.066	6.423	9.190	2.668	13.135	1.923	0.687	44.531	0.582	15.923	91.800
VCCB	2011	2.702	6.240	18.584	2.036	16.954	0.772	1.591	25.815	0.196	16.647	107.970
VCCB	2012	1.895	5.247	9.200	1.777	13.472	1.731	0.988	37.647	0.777	16.844	109.640
VCCB	2013	4.108	5.422	6.600	1.709	10.374	3.908	0.447	43.513	0.289	16.954	110.630
VCCB	2014		5.984	4.090	1.862	8.665	3.073	0.629	50.381	0.295	17.065	62.160
VCCB	2015		6.700	0.630	2.310	7.120	8.220	0.183	54.665	0.221	17.183	37.720
VCCB	2016		6.211	2.660	2.178	6.960	0.000	0.000	0.000	0.000	0.000	54.070
CTG	2006	1.408	6.978	7.402	4.884	11.176	3.571	0.443	59.205		18.723	62.310
CTG	2007	1.020	7.129	8.437	4.140	11.180	2.406	0.692	61.519	0.275	18.928	91.450
CTG	2008	1.811	5.662	23.088	3.627	15.784	2.747	0.932	62.375	0.182	19.081	41.580
CTG	2009	0.613	5.398	6.717	2.800	10.069	2.256	1.055	66.932	0.351	19.312	74.670
CTG	2010	0.657	6.423	9.190	2.668	13.135	2.094	0.934	63.692	0.435	19.723	91.800
CTG	2011	0.751	6.240	18.584	2.036	16.954	1.454	1.356	63.706	0.253	19.948	107.970
CTG	2012	1.467	5.247	9.200	1.777	13.472	1.534	1.222	66.204	0.136	20.037	109.640
CTG	2013	1.002	5.422	6.600	1.709	10.374	1.711	1.005	65.286	0.129	20.172	110.630
CTG	2014	1.107	5.984	4.090	1.862	8.665	1.720	0.864	66.502	0.169	20.310	62.160
CTG	2015	0.918	6.700	0.630	2.310	7.120	1.875	0.733	69.030	0.223	20.474	37.720
CTG	2016	1.019	6.211	2.660	2.178	6.960	1.877	0.723	69.778	0.230	20.671	54.070
BIDV	2006	3.154	6.978	7.402	4.884	11.176	1.631	0.621	61.161		18.899	62.310
BIDV	2007	3.604	7.129	8.437	4.140	11.180	1.559	0.748	65.035	0.348	19.136	91.450
BIDV	2008	2.574	5.662	23.088	3.627	15.784	1.726	0.810	65.933	0.222	19.323	41.580
BIDV	2009	2.698	5.398	6.717	2.800	10.069	1.610	0.950	70.193	0.280	19.507	74.670
BIDV	2010	2.527	6.423	9.190	2.668	13.135	1.476	1.026	70.205	0.236	19.719	91.800
BIDV	2011	2.763	6.240	18.584	2.036	16.954	2.073	0.791	70.602	0.114	19.821	107.970
BIDV	2012	2.695	5.247	9.200	1.777	13.472	2.072	0.673	70.119	0.187	19.999	109.640
BIDV	2013	2.261	5.422	6.600	1.709	10.374	1.845	0.735	71.647	0.156	20.122	110.630

BIDV

2014	2.032	5.984	4.090	1.862	8.665	1.743	0.761	68.532	0.134	20.293	62.160
Mã NH	Year	NPL	GDP	CPI	UNE	AWPRt	OPE	ROA	LA	GRL(t-1)	lnSIZE	Oilprice
BIDV	2015	1.680	6.700	0.630	2.310	7.120	1.760	0.740	70.349	0.343	20.562	37.720
BIDV	2016	1.959	6.211	2.660	2.178	6.960	0.855	0.610	71.909	0.209	20.730	54.070
EAB	2006	0.769	6.978	7.402	4.884	11.176	1.185	1.259	65.999	0.000	16.307	62.310
EAB	2007	0.444	7.129	8.437	4.140	11.180	1.050	1.212	65.114	1.240	17.127	91.450
EAB	2008	2.546	5.662	23.088	3.627	15.784	1.050	1.552	73.663	0.432	17.363	41.580
EAB	2009	1.331	5.398	6.717	2.800	10.069	1.240	1.382	80.798	0.344	17.565	74.670
EAB	2010	1.599	6.423	9.190	2.668	13.135	1.414	1.180	68.586	0.115	17.839	91.800
EAB	2011	1.686	6.240	18.584	2.036	16.954	1.368	1.445	67.130	0.148	17.998	107.970
EAB	2012	3.948	5.247	9.200	1.777	13.472	2.381	0.833	73.111	0.151	18.054	109.640
EAB	2013	3.993	5.422	6.600	1.709	10.374	4.711	0.438	70.808	0.047	18.132	110.630
EAB	2014	3.760	5.984	4.090	1.862	8.665	56.513	0.031	59.523	-0.023	18.283	62.160
EAB	2015		6.700	0.630	2.310	7.120						37.720
EAB	2016		6.211	2.660	2.178	6.960						54.070
SEABANK	2006	0.230	6.978	7.402	4.884	11.176	0.204	0.966	32.970		16.138	62.310
SEABANK	2007	0.240	7.129	8.437	4.140	11.180	0.348	1.139	42.076	2.283	17.083	91.450
SEABANK	2008	2.140	5.662	23.088	3.627	15.784	0.621	1.429	33.754	-0.313	16.928	41.580
SEABANK	2009	1.880	5.398	6.717	2.800	10.069	0.580	1.503	31.460	0.269	17.236	74.670
SEABANK	2010	2.140	6.423	9.190	2.668	13.135	0.710	1.139	37.132	1.131	17.827	91.800
SEABANK	2011	2.750	6.240	18.584	2.036	16.954	4.671	0.125	19.429	-0.042	18.432	107.970
SEABANK	2012	2.980	5.247	9.200	1.777	13.472	17.995	0.070	22.239	-0.150	18.134	109.640
SEABANK	2013	2.840	5.422	6.600	1.709	10.374	5.281	0.190	26.205	0.254	18.196	110.630
SEABANK	2014	2.800	5.984	4.090	1.862	8.665	8.979	0.108	39.991	0.532	18.200	62.160
SEABANK	2015		6.700	0.630	2.310	7.120	10.534	0.108	50.504	0.361	18.454	37.720
SEABANK	2016		6.211	2.660	2.178	6.960						54.070
MSB	2006	3.760	6.978	7.402	4.884	11.176	1.055	0.928	33.898		15.958	62.310
MSB	2007	2.080	7.129	8.437	4.140	11.180	0.800	0.984	37.156	1.260	16.682	91.450

MSB

2008	1.490	5.662	23.088	3.627	15.784	0.921	0.971	34.358	0.717	17.301	41.580
Mã NH	Year	NPL	GDP	CPI	UNE	AWPRt	OPE	ROA	LA	GRL(t-1)	lnSIZE	Oilprice
MSB	2009	0.620	5.398	6.717	2.800	10.069	0.659	1.210	37.368	1.130	17.973	74.670
MSB	2010	1.870	6.423	9.190	2.668	13.135	0.799	1.003	27.597	0.333	18.563	91.800
MSB	2011	2.650	6.240	18.584	2.036	16.954	1.575	0.697	33.008	0.186	18.555	107.970
MSB	2012	2.650	5.247	9.200	1.777	13.472	8.194	0.206	26.331	-0.233	18.515	109.640
MSB	2013	2.710	5.422	6.600	1.709	10.374	5.121	0.308	25.589	-0.053	18.489	110.630
MSB	2014	5.159	5.984	4.090	1.862	8.665	8.773	0.137	22.525	-0.142	18.463	62.160
MSB	2015		6.700	0.630	2.310	7.120	15.557	0.111	37.923	0.195	18.344	37.720
MSB	2016		6.211	2.660	2.178	6.960	13.550	0.151	37.923	0.250	18.344	54.070
KLB	2006	1.920	6.978	7.402	4.884	11.176	0.898	2.195	72.785		13.626	62.310
KLB	2007	1.270	7.129	8.437	4.140	11.180	0.593	2.447	61.419	1.245	14.604	91.450
KLB	2008	1.660	5.662	23.088	3.627	15.784	2.188	1.268	74.698	0.624	14.894	41.580
KLB	2009	1.166	5.398	6.717	2.800	10.069	1.300	1.225	65.179	1.220	15.828	74.670
KLB	2010	1.109	6.423	9.190	2.668	13.135	0.929	1.549	55.500	0.438	16.351	91.800
KLB	2011	2.773	6.240	18.584	2.036	16.954	0.898	2.211	47.083	0.199	16.697	107.970
KLB	2012	2.926	5.247	9.200	1.777	13.472	1.617	1.889	52.115	0.152	16.738	109.640
KLB	2013	2.471	5.422	6.600	1.709	10.374	1.875	1.467	56.750	0.253	16.878	110.630
KLB	2014	1.953	5.984	4.090	1.862	8.665	2.985	0.761	58.546	0.115	16.956	62.160
KLB	2015	1.126	6.700	0.630	2.310	7.120	3.461	0.653	64.046	0.199	17.047	37.720
KLB	2016	0.000	6.211	2.660	2.178	6.960	5.634	0.397	64.912	0.219	17.232	54.070
TCB	2006	3.110	6.978	7.402	4.884	11.176	0.873	1.483	50.190		16.668	62.310
TCB	2007	1.390	7.129	8.437	4.140	11.180	0.833	1.291	52.378	1.382	17.493	91.450
TCB	2008	2.530	5.662	23.088	3.627	15.784	0.776	1.976	46.559	0.334	17.899	41.580
TCB	2009	2.490	5.398	6.717	2.800	10.069	0.696	1.836	45.819	0.535	18.344	74.670
TCB	2010	2.288	6.423	9.190	2.668	13.135	0.766	1.379	35.456	0.256	18.828	91.800
TCB	2011	2.827	6.240	18.584	2.036	16.954	0.666	1.747	35.511	0.203	19.011	107.970
TCB	2012	2.696	5.247	9.200	1.777	13.472	4.302	0.426	38.514	0.081	19.008	109.640

TCB

2013	3.652	5.422	6.600	1.709	10.374	5.092	0.415	46.656	0.070	18.884	110.630
Mã NH	Year	NPL	GDP	CPI	UNE	AWPRt	OPE	ROA	LA	GRL(t-1)	lnSIZE	Oilprice
TCB	2014	2.383	5.984	4.090	1.862	8.665	3.059	0.615	45.655	0.083	18.985	62.160
TCB	2015	1.670	6.700	0.630	2.310	7.120	2.408	0.796	58.140	0.390	19.073	37.720
TCB	2016	1.575	6.211	2.660	2.178	6.960	1.353	1.338	60.594	0.278	19.277	54.070
NAMABANK	2006	1.620	6.978	7.402	4.884	11.176	1.318	0.999	52.711		15.173	62.310
NAMABANK	2007	1.640	7.129	8.437	4.140	11.180	1.074	1.433	51.498	0.318	15.472	91.450
NAMABANK	2008	2.560	5.662	23.088	3.627	15.784	12.147	0.165	63.650	0.389	15.589	41.580
NAMABANK	2009	1.710	5.398	6.717	2.800	10.069	2.303	0.514	45.830	0.337	16.208	74.670
NAMABANK	2010	2.181	6.423	9.190	2.668	13.135	1.233	0.955	36.544	0.058	16.490	91.800
NAMABANK	2011	2.552	6.240	18.584	2.036	16.954	1.031	1.273	33.060	0.178	16.754	107.970
NAMABANK	2012	2.476	5.247	9.200	1.777	13.472	1.746	1.128	39.121	0.003	16.589	109.640
NAMABANK	2013	1.477	5.422	6.600	1.709	10.374	3.089	0.468	40.199	0.848	17.175	110.630
NAMABANK	2014	1.400	5.984	4.090	1.862	8.665	2.477	0.502	42.532	0.371	17.434	62.160
NAMABANK	2015	0.913	6.700	0.630	2.310	7.120	3.029	0.548	58.828	0.316	17.384	37.720
NAMABANK	2016	0.000	6.211	2.660	2.178	6.960	23.782	0.077	56.099	0.152	17.573	54.070
VCB	2006	2.747	6.978	7.402	4.884	11.176	0.449	1.723	40.576		18.933	62.310
VCB	2007	1.926	7.129	8.437	4.140	11.180	0.676	1.219	49.457	0.441	19.101	91.450
VCB	2008	4.612	5.662	23.088	3.627	15.784	1.069	1.135	50.819	0.155	19.218	41.580
VCB	2009	2.470	5.398	6.717	2.800	10.069	0.891	1.535	55.430	0.256	19.359	74.670
VCB	2010	2.831	6.423	9.190	2.668	13.135	1.069	1.392	57.478	0.248	19.544	91.800
VCB	2011	2.033	6.240	18.584	2.036	16.954	1.358	1.144	57.105	0.184	19.720	107.970
VCB	2012	2.401	5.247	9.200	1.777	13.472	1.367	1.061	58.184	0.152	19.843	109.640
VCB	2013	2.725	5.422	6.600	1.709	10.374	1.433	0.929	58.490	0.137	19.966	110.630
VCB	2014	2.307	5.984	4.090	1.862	8.665	1.492	0.796	56.038	0.179	20.173	62.160
VCB	2015	1.844	6.700	0.630	2.310	7.120	1.563	0.788	57.407	0.197	20.329	37.720
VCB	2016	1.483	6.211	2.660	2.178	6.960	1.452	0.867	58.485	0.190	20.485	54.070
HDB	2006	2.780	6.978	7.402	4.884	11.176	0.715	1.690	66.683		15.206	62.310

HDB

2007	0.300	7.129	8.437	4.140	11.180	1.643	0.390	64.477	2.329	16.442	91.450
Mã NH	Year	NPL	GDP	CPI	UNE	AWPRt	OPE	ROA	LA	GRL(t-1)	lnSIZE	Oilprice
HDB	2008	1.930	5.662	23.088	3.627	15.784	3.543	0.390	64.610	-0.307	16.073	41.580
HDB	2009	1.100	5.398	6.717	2.800	10.069	2.188	0.479	43.032	0.333	16.767	74.670
HDB	2010	1.420	6.423	9.190	2.668	13.135	1.727	0.569	34.104	0.425	17.353	91.800
HDB	2011	1.630	6.240	18.584	2.036	16.954	1.507	0.876	30.755	0.181	17.623	107.970
HDB	2012	2.350	5.247	9.200	1.777	13.472	2.269	0.665	40.066	0.527	17.782	109.640
HDB	2013	5.530	5.422	6.600	1.709	10.374	4.644	0.252	51.064	1.082	18.272	110.630
HDB	2014	1.400	5.984	4.090	1.862	8.665	3.817	0.479	42.059	-0.049	18.416	62.160
HDB	2015	1.586	6.700	0.630	2.310	7.120	4.697	0.482	53.114	0.351	18.484	37.720
HDB	2016	1.458	6.211	2.660	2.178	6.960	4.440	0.491	54.709	0.454	18.828	54.070
OCB	2006	1.520	6.978	7.402	4.884	11.176	0.980	1.609	72.354		15.678	62.310
OCB	2007	1.410	7.129	8.437	4.140	11.180	3.789	0.348	64.291	0.622	16.280	91.450
OCB	2008	2.870	5.662	23.088	3.627	15.784	3.164	0.649	85.168	0.138	16.128	41.580
OCB	2009	2.640	5.398	6.717	2.800	10.069	1.289	1.379	80.536	0.188	16.356	74.670
OCB	2010	2.050	6.423	9.190	2.668	13.135	1.793	0.797	58.835	0.134	16.796	91.800
OCB	2011	2.800	6.240	18.584	2.036	16.954	2.550	0.654	54.447	0.195	17.051	107.970
OCB	2012	2.800	5.247	9.200	1.777	13.472	2.221	0.838	62.860	0.245	17.127	109.640
OCB	2013	2.920	5.422	6.600	1.709	10.374	2.527	0.736	61.530	0.171	17.306	110.630
OCB	2014	2.850	5.984	4.090	1.862	8.665	2.960	0.564	54.381	0.054	17.482	62.160
OCB	2015	0.000	6.700	0.630	2.310	7.120	3.803	0.424	56.007	0.303	17.716	37.720
OCB	2016	0.000	6.211	2.660	2.178	6.960	2.705	0.606	60.341	0.390	17.972	54.070
MBB	2006	2.823	6.978	7.402	4.884	11.176	0.756	1.563	44.341		16.420	62.310
MBB	2007	1.013	7.129	8.437	4.140	11.180	0.652	1.663	39.200	0.936	17.204	91.450
MBB	2008	1.830	5.662	23.088	3.627	15.784	0.790	1.586	35.494	0.355	17.608	41.580
MBB	2009	1.581	5.398	6.717	2.800	10.069	0.716	1.586	42.876	0.880	18.050	74.670
MBB	2010	1.257	6.423	9.190	2.668	13.135	0.732	1.562	44.513	0.649	18.513	91.800
MBB	2011	1.418	6.240	18.584	2.036	16.954	0.884	1.532	42.530	0.210	18.749	107.970