12. Tehulu, T. A., & Olana, D. R. (2014). Bank-specific determinants of credit risk: Empirical evidence from Ethiopian banks. Research journal of finance and accounting, 5(7), 80-85.
Wesite
12. http://www.sbv.gov.vn: Tăng trưởng tín dụng ngân hàng năm 2015 và những vấn đề đặt ra cho năm 2016, PGS, TS Tô Ngọc Hưng.
13. http://ndh.vn: Tăng trưởng tín dụng và những mối lo năm, Cao sỹ kiêm (2015) Nguyên Thống đốc NHNN
14. http://www.hids.hochiminhcity.gov.vn: “Thực trạng hoạt động của các ngân hàng thương mại cổ phần trên địa bàn tp.hcm giải pháp tăng trưởng và phát triển bền vững”, Nguyễn Đức Lệnh (2012) NHNN chi nhánh Tp. HCM
PHỤ LỤC
1. Số liệu
time | donvi | LGR | DEPTA | NPL | CAP | LIQ | SIZE | INR | GGDP | INF | |
CTG | 2008 | 1 | 0.18 | 0.94 | 0.02 | 0.06 | 0.14 | 19.08 | 13.46 | 5.66 | 23.12 |
CTG | 2009 | 1 | 0.35 | 0.95 | 0.01 | 0.05 | 0.13 | 19.31 | 10.37 | 5.40 | 7.05 |
CTG | 2010 | 1 | 0.44 | 0.95 | 0.01 | 0.05 | 0.16 | 19.72 | 11.50 | 6.42 | 8.86 |
CTG | 2011 | 1 | 0.25 | 0.94 | 0.01 | 0.06 | 0.18 | 19.95 | 13.00 | 6.24 | 18.68 |
CTG | 2012 | 1 | 0.14 | 0.93 | 0.02 | 0.07 | 0.14 | 20.04 | 11.50 | 5.25 | 9.09 |
CTG | 2013 | 1 | 0.13 | 0.91 | 0.01 | 0.09 | 0.15 | 20.17 | 8.48 | 5.42 | 6.59 |
CTG | 2014 | 1 | 0.17 | 0.92 | 0.01 | 0.08 | 0.14 | 20.31 | 7.62 | 5.98 | 4.09 |
CTG | 2015 | 1 | 0.22 | 0.93 | 0.01 | 0.07 | 0.11 | 20.47 | 6.50 | 6.68 | 0.63 |
BIDV | 2008 | 2 | 0.22 | 0.95 | 0.03 | 0.05 | 0.18 | 19.32 | 13.46 | 5.66 | 23.12 |
BIDV | 2009 | 2 | 0.28 | 0.94 | 0.03 | 0.06 | 0.16 | 19.51 | 10.37 | 5.40 | 7.05 |
BIDV | 2010 | 2 | 0.23 | 1.04 | 0.03 | 0.07 | 0.19 | 19.72 | 11.50 | 6.42 | 8.86 |
BIDV | 2011 | 2 | 0.16 | 1.13 | 0.03 | 0.07 | 0.17 | 19.82 | 13.00 | 6.24 | 18.68 |
BIDV | 2012 | 2 | 0.16 | 0.02 | 0.03 | 0.00 | 0.15 | 20.00 | 11.50 | 5.25 | 9.09 |
BIDV | 2013 | 2 | 0.15 | 0.94 | 0.02 | 0.06 | 0.12 | 20.12 | 8.48 | 5.42 | 6.59 |
BIDV | 2014 | 2 | 0.14 | 0.95 | 0.02 | 0.05 | 0.12 | 20.29 | 7.62 | 5.98 | 4.09 |
BIDV | 2015 | 2 | 0.34 | 0.95 | 0.02 | 0.05 | 0.11 | 20.56 | 6.50 | 6.68 | 0.63 |
VCB | 2008 | 3 | 0.18 | 0.94 | 0.05 | 0.06 | 0.29 | 19.22 | 13.46 | 5.66 | 23.12 |
VCB | 2009 | 3 | 0.21 | 0.93 | 0.03 | 0.07 | 0.30 | 19.36 | 10.37 | 5.40 | 7.05 |
VCB | 2010 | 3 | 0.25 | 0.93 | 0.03 | 0.07 | 0.30 | 19.54 | 11.50 | 6.42 | 8.86 |
VCB | 2011 | 3 | 0.22 | 0.92 | 0.02 | 0.08 | 0.33 | 19.72 | 13.00 | 6.24 | 18.68 |
VCB | 2012 | 3 | 0.15 | 0.90 | 0.02 | 0.10 | 0.21 | 19.84 | 11.50 | 5.25 | 9.09 |
Có thể bạn quan tâm!
- Kết Quả Kiểm Định Giả Thuyết Của Ols
- Giải Pháp Tăng Trưởng Tín Dụng Của Các Ngân Hàng Thương Mại Việt Nam
- Giải Pháp Từ Kết Quả Nghiên Cứu Mô Hình Về Phía Ngân Hàng Thương Mại :
- Các yếu tố tác động đến tăng trưởng tín dụng tại các ngân hàng thương mại Việt Nam - 11
Xem toàn bộ 96 trang tài liệu này.
2013 | 3 | 0.14 | 0.91 | 0.03 | 0.09 | 0.26 | 19.97 | 8.48 | 5.42 | 6.59 | |
VCB | 2014 | 3 | 0.18 | 0.92 | 0.02 | 0.08 | 0.29 | 20.17 | 7.62 | 5.98 | 4.09 |
VCB | 2015 | 3 | 0.20 | 0.93 | 0.02 | 0.07 | 0.24 | 20.33 | 6.50 | 6.68 | 0.63 |
ACB | 2008 | 4 | 0.09 | 0.93 | 0.01 | 0.07 | 0.36 | 18.47 | 13.46 | 5.66 | 23.12 |
ACB | 2009 | 4 | 0.79 | 0.94 | 0.00 | 0.06 | 0.27 | 18.94 | 10.37 | 5.40 | 7.05 |
ACB | 2010 | 4 | 0.40 | 0.94 | 0.00 | 0.06 | 0.23 | 19.14 | 11.50 | 6.42 | 8.86 |
ACB | 2011 | 4 | 0.18 | 0.96 | 0.01 | 0.04 | 0.34 | 19.45 | 13.00 | 6.24 | 18.68 |
ACB | 2012 | 4 | 0.00 | 0.93 | 0.03 | 0.07 | 0.20 | 18.99 | 11.50 | 5.25 | 9.09 |
ACB | 2013 | 4 | 0.04 | 0.92 | 0.03 | 0.08 | 0.07 | 18.93 | 8.48 | 5.42 | 6.59 |
ACB | 2014 | 4 | 0.09 | 0.93 | 0.02 | 0.07 | 0.06 | 19.01 | 7.62 | 5.98 | 4.09 |
ACB | 2015 | 4 | 0.15 | 0.94 | 0.01 | 0.06 | 0.09 | 19.12 | 6.50 | 6.68 | 0.63 |
Banviet | 2008 | 5 | 0.23 | 0.69 | 0.01 | 0.31 | 0.42 | 15.02 | 13.46 | 5.66 | 23.12 |
Banviet | 2009 | 5 | 0.79 | 0.67 | 0.04 | 0.33 | 0.14 | 15.02 | 10.37 | 5.40 | 7.05 |
Banviet | 2010 | 5 | 0.58 | 0.75 | 0.04 | 0.25 | 0.35 | 15.92 | 11.50 | 6.42 | 8.86 |
Banviet | 2011 | 5 | 0.20 | 0.81 | 0.03 | 0.19 | 0.29 | 16.65 | 13.00 | 6.24 | 18.68 |
Banviet | 2012 | 5 | 0.78 | 0.84 | 0.02 | 0.16 | 0.39 | 16.84 | 11.50 | 5.25 | 9.09 |
Banviet | 2013 | 5 | 0.29 | 0.86 | 0.04 | 0.14 | 0.31 | 16.95 | 8.48 | 5.42 | 6.59 |
Banviet | 2014 | 5 | 0.29 | 0.87 | 0.13 | 0.18 | 17.07 | 7.62 | 5.98 | 4.09 | |
Banviet | 2015 | 5 | 0.22 | 0.89 | 0.01 | 0.11 | 0.16 | 17.18 | 6.50 | 6.68 | 0.63 |
HDB | 2008 | 6 | -0.31 | 0.83 | 0.02 | 0.17 | 0.26 | 16.07 | 13.46 | 5.66 | 23.12 |
HDB | 2009 | 6 | 0.33 | 0.91 | 0.01 | 0.09 | 0.34 | 16.77 | 10.37 | 5.40 | 7.05 |
HDB | 2010 | 6 | 0.42 | 0.93 | 0.01 | 0.07 | 0.29 | 17.35 | 11.50 | 6.42 | 8.86 |
HDB | 2011 | 6 | 0.18 | 0.92 | 0.02 | 0.08 | 0.26 | 17.62 | 13.00 | 6.24 | 18.68 |
HDB | 2012 | 6 | 0.53 | 0.90 | 0.02 | 0.10 | 0.17 | 17.78 | 11.50 | 5.25 | 9.09 |
HDB | 2013 | 6 | 1.08 | 0.90 | 0.04 | 0.10 | 0.16 | 18.27 | 8.48 | 5.42 | 6.59 |
HDB | 2014 | 6 | -0.05 | 0.91 | 0.01 | 0.09 | 0.20 | 18.42 | 7.62 | 5.98 | 4.09 |
HDB | 2015 | 6 | 0.35 | 0.91 | 0.01 | 0.09 | 0.15 | 18.48 | 6.50 | 6.68 | 0.63 |
Maritime | 2008 | 7 | 0.72 | 0.94 | 0.06 | 0.51 | 17.30 | 13.46 | 5.66 | 23.12 | |
Maritime | 2009 | 7 | 1.13 | 0.94 | 0.06 | 0.41 | 17.97 | 10.37 | 5.40 | 7.05 | |
Maritime | 2010 | 7 | 0.33 | 0.95 | 0.05 | 0.28 | 18.56 | 11.50 | 6.42 | 8.86 | |
Maritime | 2011 | 7 | 0.19 | 0.92 | 0.02 | 0.08 | 0.27 | 18.55 | 13.00 | 6.24 | 18.68 |
Maritime | 2012 | 7 | -0.23 | 0.92 | 0.03 | 0.08 | 0.31 | 18.52 | 11.50 | 5.25 | 9.09 |
Maritime | 2013 | 7 | -0.05 | 0.91 | 0.03 | 0.09 | 0.25 | 18.49 | 8.48 | 5.42 | 6.59 |
Maritime | 2014 | 7 | -0.14 | 0.91 | 0.03 | 0.09 | 0.19 | 18.46 | 7.62 | 5.98 | 4.09 |
Maritime | 2015 | 7 | 0.19 | 0.87 | 0.03 | 0.13 | 0.15 | 18.46 | 6.50 | 6.68 | 0.63 |
NAB | 2008 | 8 | 0.39 | 0.78 | 0.03 | 0.22 | 0.20 | 15.59 | 13.46 | 5.66 | 23.12 |
NAB | 2009 | 8 | 0.34 | 0.88 | 0.02 | 0.12 | 0.34 | 16.21 | 10.37 | 5.40 | 7.05 |
NAB | 2010 | 8 | 0.06 | 0.85 | 0.02 | 0.15 | 0.22 | 16.49 | 11.50 | 6.42 | 8.86 |
NAB | 2011 | 8 | 0.31 | 0.83 | 0.03 | 0.17 | 0.22 | 16.75 | 13.00 | 6.24 | 18.68 |
NAB | 2012 | 8 | -0.01 | 0.80 | 0.03 | 0.20 | 0.22 | 16.59 | 11.50 | 5.25 | 9.09 |
NAB | 2013 | 8 | 0.69 | 0.89 | 0.02 | 0.11 | 0.27 | 17.18 | 8.48 | 5.42 | 6.59 |
NAB | 2014 | 8 | 0.44 | 0.91 | 0.02 | 0.09 | 0.41 | 17.43 | 7.62 | 5.98 | 4.09 |
2015 | 8 | 0.25 | 0.90 | 0.01 | 0.10 | 0.22 | 17.38 | 6.50 | 6.68 | 0.63 | |
STB | 2008 | 9 | -0.01 | 0.89 | 0.01 | 0.11 | 0.27 | 18.04 | 13.46 | 5.66 | 23.12 |
STB | 2009 | 9 | 0.58 | 0.90 | 0.01 | 0.10 | 0.26 | 18.46 | 10.37 | 5.40 | 7.05 |
STB | 2010 | 9 | 0.40 | 0.91 | 0.01 | 0.09 | 0.25 | 18.84 | 11.50 | 6.42 | 8.86 |
STB | 2011 | 9 | 0.04 | 0.90 | 0.01 | 0.10 | 0.17 | 18.77 | 13.00 | 6.24 | 18.68 |
STB | 2012 | 9 | 0.20 | 0.91 | 0.02 | 0.09 | 0.14 | 18.84 | 11.50 | 5.25 | 9.09 |
STB | 2013 | 9 | 0.15 | 0.89 | 0.02 | 0.11 | 0.09 | 18.90 | 8.48 | 5.42 | 6.59 |
STB | 2014 | 9 | 0.16 | 0.90 | 0.01 | 0.10 | 0.07 | 19.06 | 7.62 | 5.98 | 4.09 |
STB | 2015 | 9 | 0.45 | 0.92 | 0.02 | 0.08 | 0.06 | 19.49 | 6.50 | 6.68 | 0.63 |
SGB | 2008 | 10 | 0.08 | 0.87 | 0.01 | 0.13 | 0.18 | 16.23 | 13.46 | 5.66 | 23.12 |
SGB | 2009 | 10 | 0.23 | 0.84 | 0.02 | 0.16 | 0.06 | 16.29 | 10.37 | 5.40 | 7.05 |
SGB | 2010 | 10 | 0.08 | 0.79 | 0.02 | 0.21 | 0.14 | 16.64 | 11.50 | 6.42 | 8.86 |
SGB | 2011 | 10 | 0.07 | 0.76 | 0.05 | 0.24 | 0.10 | 16.58 | 13.00 | 6.24 | 18.68 |
SGB | 2012 | 10 | -0.03 | 0.76 | 0.03 | 0.24 | 0.09 | 16.51 | 11.50 | 5.25 | 9.09 |
SGB | 2013 | 10 | -0.02 | 0.76 | 0.02 | 0.24 | 0.07 | 16.50 | 8.48 | 5.42 | 6.59 |
SGB | 2014 | 10 | 0.05 | 0.79 | 0.02 | 0.21 | 0.05 | 16.61 | 7.62 | 5.98 | 4.09 |
SGB | 2015 | 10 | 0.03 | 0.81 | 0.02 | 0.19 | 0.11 | 16.69 | 6.50 | 6.68 | 0.63 |
SHB | 2008 | 11 | 0.49 | 0.84 | 0.02 | 0.16 | 0.22 | 16.48 | 13.46 | 5.66 | 23.12 |
SHB | 2009 | 11 | 1.05 | 0.91 | 0.03 | 0.09 | 0.27 | 17.13 | 10.37 | 5.40 | 7.05 |
SHB | 2010 | 11 | 0.90 | 0.92 | 0.01 | 0.08 | 0.24 | 17.75 | 11.50 | 6.42 | 8.86 |
SHB | 2011 | 11 | 0.20 | 0.92 | 0.02 | 0.08 | 0.27 | 18.08 | 13.00 | 6.24 | 18.68 |
SHB | 2012 | 11 | 0.95 | 0.92 | 0.09 | 0.08 | 0.29 | 18.57 | 11.50 | 5.25 | 9.09 |
SHB | 2013 | 11 | 0.34 | 0.93 | 0.04 | 0.07 | 0.23 | 18.78 | 8.48 | 5.42 | 6.59 |
SHB | 2014 | 11 | 0.36 | 0.94 | 0.02 | 0.06 | 0.20 | 18.95 | 7.62 | 5.98 | 4.09 |
SHB | 2015 | 11 | 0.26 | 0.95 | 0.02 | 0.05 | 0.18 | 19.14 | 6.50 | 6.68 | 0.63 |
TCB | 2008 | 12 | 0.33 | 0.91 | 0.03 | 0.09 | 0.33 | 17.90 | 13.46 | 5.66 | 23.12 |
TCB | 2009 | 12 | 0.60 | 0.92 | 0.03 | 0.08 | 0.33 | 18.34 | 10.37 | 5.40 | 7.05 |
TCB | 2010 | 12 | 0.26 | 0.94 | 0.02 | 0.06 | 0.36 | 18.83 | 11.50 | 6.42 | 8.86 |
TCB | 2011 | 12 | 0.20 | 0.93 | 0.03 | 0.07 | 0.29 | 19.01 | 13.00 | 6.24 | 18.68 |
TCB | 2012 | 12 | 0.08 | 0.93 | 0.03 | 0.07 | 0.23 | 19.01 | 11.50 | 5.25 | 9.09 |
TCB | 2013 | 12 | 0.03 | 0.91 | 0.04 | 0.09 | 0.13 | 18.88 | 8.48 | 5.42 | 6.59 |
TCB | 2014 | 12 | 0.14 | 0.91 | 0.02 | 0.09 | 0.27 | 18.99 | 7.62 | 5.98 | 4.09 |
TCB | 2015 | 12 | 0.39 | 0.91 | 0.02 | 0.09 | 0.11 | 19.07 | 6.50 | 6.68 | 0.63 |
VIB | 2008 | 13 | 0.18 | 0.93 | 0.02 | 0.07 | 0.26 | 17.36 | 13.46 | 5.66 | 23.12 |
VIB | 2009 | 13 | 0.38 | 0.95 | 0.01 | 0.05 | 0.33 | 17.85 | 10.37 | 5.40 | 7.05 |
VIB | 2010 | 13 | 0.75 | 0.93 | 0.02 | 0.07 | 0.30 | 18.36 | 11.50 | 6.42 | 8.86 |
VIB | 2011 | 13 | -0.09 | 0.92 | 0.03 | 0.08 | 0.32 | 18.39 | 13.00 | 6.24 | 18.68 |
VIB | 2012 | 13 | -0.22 | 0.87 | 0.03 | 0.13 | 0.15 | 17.99 | 11.50 | 5.25 | 9.09 |
VIB | 2013 | 13 | 0.04 | 0.90 | 0.03 | 0.10 | 0.12 | 18.16 | 8.48 | 5.42 | 6.59 |
VIB | 2014 | 13 | 0.08 | 0.89 | 0.03 | 0.11 | 0.12 | 18.21 | 7.62 | 5.98 | 4.09 |
VIB | 2015 | 13 | 0.25 | 0.90 | 0.02 | 0.10 | 0.10 | 18.25 | 6.50 | 6.68 | 0.63 |
VPB | 2008 | 14 | -0.02 | 0.87 | 0.03 | 0.13 | 0.15 | 16.74 | 13.46 | 5.66 | 23.12 |
2009 | 14 | 0.22 | 0.91 | 0.02 | 0.09 | 0.31 | 17.13 | 10.37 | 5.40 | 7.05 | |
VPB | 2010 | 14 | 0.60 | 0.91 | 0.01 | 0.09 | 0.21 | 17.91 | 11.50 | 6.42 | 8.86 |
VPB | 2011 | 14 | 0.15 | 0.93 | 0.02 | 0.07 | 0.30 | 18.23 | 13.00 | 6.24 | 18.68 |
VPB | 2012 | 14 | 0.26 | 0.94 | 0.03 | 0.06 | 0.28 | 18.45 | 11.50 | 5.25 | 9.09 |
VPB | 2013 | 14 | 0.42 | 0.94 | 0.03 | 0.06 | 0.12 | 18.61 | 8.48 | 5.42 | 6.59 |
VPB | 2014 | 14 | 0.49 | 0.94 | 0.03 | 0.06 | 0.12 | 18.91 | 7.62 | 5.98 | 4.09 |
VPB | 2015 | 14 | 0.49 | 0.94 | 0.03 | 0.06 | 0.10 | 19.08 | 6.50 | 6.68 | 0.63 |
Navi | 2008 | 15 | 0.25 | 0.90 | 0.03 | 0.10 | 0.42 | 16.20 | 13.46 | 5.66 | 23.12 |
Navi | 2009 | 15 | 0.82 | 0.94 | 0.03 | 0.06 | 0.31 | 16.74 | 10.37 | 5.40 | 7.05 |
Navi | 2010 | 15 | 0.08 | 0.90 | 0.02 | 0.10 | 0.27 | 16.81 | 11.50 | 6.42 | 8.86 |
Navi | 2011 | 15 | 0.20 | 0.86 | 0.03 | 0.14 | 0.19 | 16.93 | 13.00 | 6.24 | 18.68 |
Navi | 2012 | 15 | 0.00 | 0.85 | 0.06 | 0.15 | 0.09 | 16.89 | 11.50 | 5.25 | 9.09 |
Navi | 2013 | 15 | 0.05 | 0.89 | 0.06 | 0.11 | 0.21 | 17.19 | 8.48 | 5.42 | 6.59 |
Navi | 2014 | 15 | 0.23 | 0.92 | 0.03 | 0.08 | 0.21 | 17.42 | 7.62 | 5.98 | 4.09 |
Navi | 2015 | 15 | -0.61 | 0.93 | 0.02 | 0.07 | 0.01 | 17.69 | 6.50 | 6.68 | 0.63 |
EIB | 2008 | 16 | 0.15 | 0.73 | 0.05 | 0.27 | 0.36 | 17.69 | 13.46 | 5.66 | 23.12 |
EIB | 2009 | 16 | 0.81 | 0.80 | 0.02 | 0.20 | 0.24 | 18.00 | 10.37 | 5.40 | 7.05 |
EIB | 2010 | 16 | 0.62 | 0.90 | 0.01 | 0.10 | 0.31 | 18.69 | 11.50 | 6.42 | 8.86 |
EIB | 2011 | 16 | 0.20 | 0.91 | 0.02 | 0.09 | 0.40 | 19.03 | 13.00 | 6.24 | 18.68 |
EIB | 2012 | 16 | 0.00 | 0.91 | 0.01 | 0.09 | 0.43 | 18.95 | 11.50 | 5.25 | 9.09 |
EIB | 2013 | 16 | 0.11 | 0.91 | 0.02 | 0.09 | 0.36 | 18.95 | 8.48 | 5.42 | 6.59 |
EIB | 2014 | 16 | 0.05 | 0.91 | 0.02 | 0.09 | 0.28 | 18.90 | 7.62 | 5.98 | 4.09 |
EIB | 2015 | 16 | -0.03 | 0.89 | 0.02 | 0.11 | 0.10 | 18.64 | 6.50 | 6.68 | 0.63 |
Lienviet | 2008 | 17 | 0.54 | 0.46 | 0.40 | 15.82 | 13.46 | 5.66 | 23.12 | ||
Lienviet | 2009 | 17 | 1.25 | 0.78 | 0.00 | 0.22 | 0.24 | 16.67 | 10.37 | 5.40 | 7.05 |
Lienviet | 2010 | 17 | 0.81 | 0.88 | 0.00 | 0.12 | 0.17 | 17.37 | 11.50 | 6.42 | 8.86 |
Lienviet | 2011 | 17 | 0.30 | 0.88 | 0.02 | 0.12 | 0.38 | 17.84 | 13.00 | 6.24 | 18.68 |
Lienviet | 2012 | 17 | 0.80 | 0.89 | 0.03 | 0.11 | 0.28 | 18.01 | 11.50 | 5.25 | 9.09 |
Lienviet | 2013 | 17 | 0.29 | 0.91 | 0.03 | 0.09 | 0.23 | 18.19 | 8.48 | 5.42 | 6.59 |
Lienviet | 2014 | 17 | 0.40 | 0.93 | 0.01 | 0.07 | 0.12 | 18.43 | 7.62 | 5.98 | 4.09 |
Lienviet | 2015 | 17 | 0.36 | 0.93 | 0.01 | 0.07 | 0.07 | 18.49 | 6.50 | 6.68 | 0.63 |
KLB | 2008 | 18 | 0.63 | 0.56 | 0.02 | 0.44 | 0.21 | 14.69 | 13.46 | 5.66 | 23.12 |
KLB | 2009 | 18 | 1.22 | 0.85 | 0.01 | 0.15 | 0.22 | 15.83 | 10.37 | 5.40 | 7.05 |
KLB | 2010 | 18 | 0.44 | 0.74 | 0.01 | 0.26 | 0.18 | 16.35 | 11.50 | 6.42 | 8.86 |
KLB | 2011 | 18 | 0.20 | 0.81 | 0.03 | 0.19 | 0.29 | 16.70 | 13.00 | 6.24 | 18.68 |
KLB | 2012 | 18 | 0.15 | 0.81 | 0.03 | 0.19 | 0.20 | 16.74 | 11.50 | 5.25 | 9.09 |
KLB | 2013 | 18 | 0.25 | 0.84 | 0.03 | 0.16 | 0.19 | 16.88 | 8.48 | 5.42 | 6.59 |
KLB | 2014 | 18 | 0.12 | 0.85 | 0.02 | 0.15 | 0.18 | 16.96 | 7.62 | 5.98 | 4.09 |
KLB | 2015 | 18 | 0.20 | 0.87 | 0.01 | 0.13 | 0.11 | 17.05 | 6.50 | 6.68 | 0.63 |
ABB | 2008 | 19 | -0.05 | 0.71 | 0.04 | 0.29 | 0.24 | 16.42 | 13.46 | 5.66 | 23.12 |
ABB | 2009 | 19 | 0.97 | 0.83 | 0.02 | 0.17 | 0.35 | 17.09 | 10.37 | 5.40 | 7.05 |
ABB | 2010 | 19 | 0.54 | 0.88 | 0.01 | 0.12 | 0.25 | 17.45 | 11.50 | 6.42 | 8.86 |
2011 | 19 | 0.00 | 0.89 | 0.03 | 0.11 | 0.22 | 17.54 | 13.00 | 6.24 | 18.68 | |
ABB | 2012 | 19 | -0.06 | 0.89 | 0.02 | 0.11 | 0.29 | 17.65 | 11.50 | 5.25 | 9.09 |
ABB | 2013 | 19 | 0.26 | 0.90 | 0.07 | 0.10 | 0.31 | 17.87 | 8.48 | 5.42 | 6.59 |
ABB | 2014 | 19 | 0.10 | 0.92 | 0.04 | 0.08 | 0.31 | 18.03 | 7.62 | 5.98 | 4.09 |
ABB | 2015 | 19 | 0.19 | 0.91 | 0.02 | 0.09 | 0.22 | 17.98 | 6.50 | 6.68 | 0.63 |
OCB | 2008 | 20 | 0.36 | 0.84 | 0.03 | 0.16 | 0.06 | 16.13 | 13.46 | 5.66 | 23.12 |
OCB | 2009 | 20 | 0.19 | 0.82 | 0.03 | 0.18 | 0.13 | 16.36 | 10.37 | 5.40 | 7.05 |
OCB | 2010 | 20 | 0.13 | 0.84 | 0.02 | 0.16 | 0.30 | 16.80 | 11.50 | 6.42 | 8.86 |
OCB | 2011 | 20 | 0.20 | 0.85 | 0.03 | 0.15 | 0.18 | 17.05 | 13.00 | 6.24 | 18.68 |
OCB | 2012 | 20 | 0.25 | 0.86 | 0.03 | 0.14 | 0.13 | 17.13 | 11.50 | 5.25 | 9.09 |
OCB | 2013 | 20 | 0.17 | 0.88 | 0.03 | 0.12 | 0.14 | 17.31 | 8.48 | 5.42 | 6.59 |
OCB | 2014 | 20 | 0.06 | 0.90 | 0.03 | 0.10 | 0.15 | 17.48 | 7.62 | 5.98 | 4.09 |
OCB | 2015 | 20 | 0.29 | 0.91 | 0.02 | 0.09 | 0.15 | 17.72 | 6.50 | 6.68 | 0.63 |
PGB | 2008 | 21 | 0.23 | 0.83 | 0.01 | 0.17 | 0.35 | 15.64 | 13.46 | 5.66 | 23.12 |
PGB | 2009 | 21 | 1.65 | 0.90 | 0.01 | 0.10 | 0.25 | 16.16 | 10.37 | 5.40 | 7.05 |
PGB | 2010 | 21 | 0.74 | 0.87 | 0.01 | 0.13 | 0.13 | 16.61 | 11.50 | 6.42 | 8.86 |
PGB | 2011 | 21 | 0.11 | 0.85 | 0.02 | 0.15 | 0.14 | 16.68 | 13.00 | 6.24 | 18.68 |
PGB | 2012 | 21 | 0.14 | 0.83 | 0.08 | 0.17 | 0.16 | 16.77 | 11.50 | 5.25 | 9.09 |
PGB | 2013 | 21 | 0.01 | 0.87 | 0.03 | 0.13 | 0.29 | 17.03 | 8.48 | 5.42 | 6.59 |
PGB | 2014 | 21 | 0.05 | 0.87 | 0.02 | 0.13 | 0.27 | 17.07 | 7.62 | 5.98 | 4.09 |
PGB | 2015 | 21 | 0.09 | 0.86 | 0.03 | 0.14 | 0.15 | 17.02 | 6.50 | 6.68 | 0.63 |
SCB | 2008 | 22 | 0.19 | 0.93 | 0.01 | 0.07 | 0.14 | 17.47 | 13.46 | 5.66 | 23.12 |
SCB | 2009 | 22 | 0.36 | 0.92 | 0.01 | 0.08 | 0.11 | 17.81 | 10.37 | 5.40 | 7.05 |
SCB | 2010 | 22 | 0.06 | 0.92 | 0.12 | 0.08 | 0.14 | 17.91 | 11.50 | 6.42 | 8.86 |
SCB | 2011 | 22 | 0.99 | 0.92 | 0.07 | 0.08 | 0.07 | 18.79 | 13.00 | 6.24 | 18.68 |
SCB | 2012 | 22 | 0.33 | 0.92 | 0.07 | 0.08 | 0.06 | 18.82 | 11.50 | 5.25 | 9.09 |
SCB | 2013 | 22 | 0.01 | 0.93 | 0.02 | 0.07 | 0.07 | 19.01 | 8.48 | 5.42 | 6.59 |
SCB | 2014 | 22 | 0.51 | 0.95 | 0.01 | 0.05 | 0.07 | 19.31 | 7.62 | 5.98 | 4.09 |
SCB | 2015 | 22 | 0.27 | 0.95 | 0.01 | 0.05 | 0.08 | 19.56 | 6.50 | 6.68 | 0.63 |
VietA | 2008 | 23 | 0.15 | 0.86 | 0.02 | 0.14 | 0.27 | 16.15 | 13.46 | 5.66 | 23.12 |
VietA | 2009 | 23 | 0.82 | 0.89 | 0.01 | 0.11 | 0.18 | 16.58 | 10.37 | 5.40 | 7.05 |
VietA | 2010 | 23 | 0.10 | 0.86 | 0.03 | 0.14 | 0.21 | 17.00 | 11.50 | 6.42 | 8.86 |
VietA | 2011 | 23 | -0.13 | 0.84 | 0.03 | 0.16 | 0.15 | 16.93 | 13.00 | 6.24 | 18.68 |
VietA | 2012 | 23 | 0.11 | 0.86 | 0.05 | 0.14 | 0.14 | 17.02 | 11.50 | 5.25 | 9.09 |
VietA | 2013 | 23 | 0.12 | 0.87 | 0.03 | 0.13 | 0.08 | 17.11 | 8.48 | 5.42 | 6.59 |
VietA | 2014 | 23 | 0.10 | 0.90 | 0.02 | 0.10 | 0.09 | 17.39 | 7.62 | 5.98 | 4.09 |
VietA | 2015 | 23 | 0.28 | 0.91 | 0.02 | 0.09 | 0.13 | 17.55 | 6.50 | 6.68 | 0.63 |
(Nguồn: Tác giả thu thập từ BCTC, ADB, Tổng cục thống kê)
2. Kết quả chạy mô hình
. sum lgr depta npl cap liq size inr ggdp inf
Variable | Obs Mean Std. Dev. Min Max
-------------+-------------------------------------------------------- lgr | 183 .2820415 .3059924 -.6140836 1.64959
184 | .8821906 | .0934208 | .0152707 | 1.129474 | |
npl | | 179 | .023593 | .0155246 | .003 | .1246 |
cap | | 184 | .114111 | .0650974 | .0016372 | .4624462 |
liq | | 184 | .2113482 | .0966405 | .0059239 | .5058736 |
-------------+-------------------------------------------------------- size | 184 17.91902 1.244065 14.68807 20.56153
184 10.30375 2.380693 | 6.5 | 13.46 | |
ggdp | | 184 5.88125 .4961337 | 5.25 | 6.68 |
inf | | 184 9.76375 7.021012 | .63 | 23.12 |
.
. corr depta npl cap liq size inr ggdp inf (obs=179)
| depta npl cap liq size inr ggdp inf
-------------+------------------------------------------------------------------------
1.0000 | ||||||
npl | | -0.0777 | 1.0000 | ||||
cap | | -0.5644 | 0.1032 | 1.0000 | |||
liq | | 0.0069 | -0.0463 | 0.0341 | 1.0000 | ||
size | | 0.4218 | -0.0949 | -0.7467 | -0.1285 | 1.0000 | |
inr | | -0.1842 | 0.1039 | 0.2568 | 0.3995 | -0.2859 1.0000 | |
ggdp | | 0.1750 | -0.1972 | -0.1239 | -0.1532 | 0.1443 -0.2488 1.0000 | |
inf | | -0.1558 | 0.0764 | 0.2652 | 0.3440 | -0.2726 0.9016 -0.1731 | 1.0000 |
. reg lgr depta npl cap liq size inr ggdp inf
Number of obs = | 179 | |
-------------+------------------------------ | F( 8, 170) = | 3.54 |
Model | 2.30124399 8 .287655498 | Prob > F = | 0.0008 |
Residual | 13.8191154 170 .081288914 | R-squared = | 0.1428 |
-------------+------------------------------ | Adj R-squared = | 0.1024 |
Total | 16.1203594 178 .090563817 | Root MSE = | .28511 |
------------------------------------------------------------------------------
lgr | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+---------------------------------------------------------------- depta | .1586218 .2889562 0.55 0.584 -.4117826 .7290262
-2.317275 | 1.418356 | -1.63 | 0.104 | -5.117134 | .4825842 | |
cap | | -.1905373 | .5936447 | -0.32 | 0.749 | -1.362402 | .9813274 |
liq | | .3947054 | .2556987 | 1.54 | 0.125 | -.1100481 | .8994589 |
size | | -.0447144 | .0262031 | -1.71 | 0.090 | -.0964398 | .007011 |
inr | | .0731736 | .0218949 | 3.34 | 0.001 | .0299526 | .1163946 |
ggdp | | -.0290246 | .0457562 | -0.63 | 0.527 | -.119348 | .0612988 |
inf | | -.0296917 | .0072057 | -4.12 | 0.000 | -.0439158 | -.0154676 |
_cons | | .6365661 | .683728 | 0.93 | 0.353 | -.7131244 | 1.986257 |
------------------------------------------------------------------------------
. vif
Variable | VIF 1/VIF
-------------+----------------------
5.95 | 0.168140 | |
inf | | 5.51 | 0.181581 |
cap | | 2.79 | 0.358392 |
size | | 2.34 | 0.427003 |
depta | | 1.51 | 0.663830 |
liq | | 1.24 | 0.809635 |
ggdp | | 1.14 | 0.874179 |
npl | | 1.06 | 0.941886 |
-------------+----------------------
Mean VIF | 2.69
. imtest, white
White's test for Ho: homoskedasticity
against Ha: unrestricted heteroskedasticity
chi2(36) = 65.39
Prob > chi2 = 0.0020
Cameron & Trivedi's decomposition of IM-test
---------------------------------------------------
Source | chi2 df p
---------------------+-----------------------------
65.39 | 36 0.0020 | |
Skewness | | 11.82 | 8 0.1593 |
Kurtosis | | 4.46 | 1 0.0347 |
---------------------+----------------------------- Total | 81.68 45 0.0007
---------------------------------------------------
. est sto P1
.
. xtreg lgr depta npl cap liq size inr ggdp inf,fe
Number of obs | = | 179 | |
Group variable: donvi | Number of groups | = | 23 |
R-sq: within = 0.1731 | Obs per group: min = | 5 | |
between = 0.0559 | avg = | 7.8 | |
overall = 0.0909 | max = | 8 | |
F(8,148) | = | 3.87 | |
corr(u_i, Xb) = -0.5426 | Prob > F | = | 0.0004 |
------------------------------------------------------------------------------
lgr | Coef. Std. Err. t P>|t| [95% Conf. Interval]
-------------+---------------------------------------------------------------- depta | .1584001 .2799955 0.57 0.572 -.3949052 .7117055
-1.838839 | 1.568523 | -1.17 | 0.243 | -4.938432 | 1.260754 | |
cap | | -.3039196 | .7301944 | -0.42 | 0.678 | -1.746873 | 1.139034 |
liq | | .3975658 | .3415762 | 1.16 | 0.246 | -.2774306 | 1.072562 |
size | | -.1474104 | .0603639 | -2.44 | 0.016 | -.2666968 | -.0281239 |
inr | | .0608559 | .0215688 | 2.82 | 0.005 | .0182334 | .1034784 |
ggdp | | -.007339 | .0451505 | -0.16 | 0.871 | -.0965619 | .0818839 |
inf | | -.0302702 | .0068684 | -4.41 | 0.000 | -.043843 | -.0166974 |
_cons | | 2.484158 | 1.17899 | 2.11 | 0.037 | .1543287 | 4.813987 |
-------------+----------------------------------------------------------------
sigma_u | .18217765
sigma_e | .26869732
rho | .31492227 (fraction of variance due to u_i)
------------------------------------------------------------------------------
F test that all u_i=0: F(22, 148) = 1.97 Prob > F = 0.0093
.
. est sto F1
.
. xtreg lgr depta npl cap liq size inr ggdp inf,re
Number of obs | = | 179 | ||
Group variable: donvi | Number of groups | = | 23 | |
R-sq: within = 0.1547 | Obs per group: min = | 5 | ||
between = 0.1100 | avg = | 7.8 | ||
overall = 0.1420 | max = | 8 | ||
Wald chi2(8) | = | 29.22 | ||
corr(u_i, X) | = 0 (assumed) | Prob > chi2 | = | 0.0003 |
------------------------------------------------------------------------------
lgr | Coef. Std. Err. z P>|z| [95% Conf. Interval]
-------------+----------------------------------------------------------------
.158961 | .2807128 | 0.57 | 0.571 | -.3912259 | .7091479 | |
npl | | -2.38169 | 1.425669 | -1.67 | 0.095 | -5.175951 | .4125709 |
cap | | -.1577649 | .6128006 | -0.26 | 0.797 | -1.358832 | 1.043302 |
liq | | .3793784 | .2719137 | 1.40 | 0.163 | -.1535627 | .9123195 |
.0294156 | -1.72 | 0.086 | -.1081102 | .007197 | |
inr | .0717094 | .0211988 | 3.38 | 0.001 | .0301605 | .1132584 |
ggdp | -.0286355 | .0442093 | -0.65 | 0.517 | -.1152842 | .0580132 |
inf | -.0294606 | .0069444 | -4.24 | 0.000 | -.0430714 | -.0158498 |
_cons | .7502941 | .7155858 | 1.05 | 0.294 | -.6522283 | 2.152816 |
-------------+----------------------------------------------------------------
sigma_u | .07367356
sigma_e | .26869732
rho | .06992233 (fraction of variance due to u_i)
------------------------------------------------------------------------------
.
. est sto R1
.
. hausman F1 R1
---- Coefficients ----
| (b) (B) (b-B) sqrt(diag(V_b-V_B))
| F1 R1 Difference S.E.
-------------+----------------------------------------------------------------
.1584001 | .158961 | -.0005609 | . | |
npl | | -1.838839 | -2.38169 | .5428506 | .6540106 |
cap | | -.3039196 | -.1577649 | -.1461547 | .3970633 |
liq | | .3975658 | .3793784 | .0181874 | .2067298 |
size | | -.1474104 | -.0504566 | -.0969538 | .0527117 |
inr | | .0608559 | .0717094 | -.0108535 | .0039775 |
ggdp | | -.007339 | -.0286355 | .0212965 | .0091706 |
inf | | -.0302702 | -.0294606 | -.0008096 | . |
------------------------------------------------------------------------------
b = consistent under Ho and Ha; obtained from xtreg B = inconsistent under Ha, efficient under Ho; obtained from xtreg
Test: Ho: difference in coefficients not systematic chi2(8) = (b-B)'[(V_b-V_B)^(-1)](b-B)
= 3.53
Prob>chi2 = 0.8968
(V_b-V_B is not positive definite)
.
. xttest0
Breusch and Pagan Lagrangian multiplier test for random effects lgr[donvi,t] = Xb + u[donvi] + e[donvi,t]
Estimated results:
| Var sd = sqrt(Var)
---------+----------------------------- lgr | .0905638 .3009382
e | .0721982 .2686973
u | .0054278 .0736736
Test: Var(u) = 0
chibar2(01) = 3.77
Prob > chibar2 = 0.0261
.
. xtreg lgr depta npl cap liq size inr ggdp inf,fe
Number of obs | = | 179 | |
Group variable: donvi | Number of groups | = | 23 |
R-sq: within = 0.1731 | Obs per group: min = | 5 | |
between = 0.0559 | avg = | 7.8 | |
overall = 0.0909 | max = | 8 | |
F(8,148) | = | 3.87 | |
corr(u_i, Xb) = -0.5426 | Prob > F | = | 0.0004 |
------------------------------------------------------------------------------