Đa dạng hóa, hiệu quả và rủi ro tại các ngân hàng thương mại Việt Nam - 31

284

6

.4918934

0.2397

181.65

0.0000

loa_loss

284

6

.0033478

0.4231

209.73

0.0000

foc_loan

284

5

.1744943

0.3216

221.00

0.0000

-.17344

.0180556

-9.61

0.000

-.2088283

-.1380518

loa_loss |

3.594682

2.478918

1.45

0.147

-1.263908

8.453273

ln_asse |

-.024322

.0027052

-8.99

0.000

-.0296241

-.0190199

equ_asse |

-.8151904

.2232492

-3.65

0.000

-1.252751

-.3776301

dep_asse |

.0150595

.0943374

0.16

0.873

-.1698384

.1999574

_cons |

.8335834

.0846124

9.85

0.000

.6677462

.9994206

.0007308

.0004347

1.68

0.093

-.0001212

.0015828

foc_loan |

.0011932

.0011925

1.00

0.317

-.001144

.0035304

mar_shar |

.0340488

.0039752

8.57

0.000

.0262575

.0418401

exp_asse |

.270044

.0485927

5.56

0.000

.1748041

.3652839

cos_inco |

.0000776

.0000187

4.15

0.000

-.0001142

.0000409

nlo_asse |

-.0000197

.000019

-1.03

0.301

-.0000569

.0000176

_cons |

.0083726

.0018162

4.61

0.000

.004813

.0119322

17.03352

7.904828

2.15

0.031

1.540341

32.5267

foc_loan |

-1.463684

.1570349

-9.32

0.000

-1.771467

-1.155901

ln_asse |

-.0372015

.0076214

-4.88

0.000

-.0521392

-.0222639

tlo_asse |

.1587961

.2156376

0.74

0.461

-.2638457

.581438

mar_shar |

2.592537

.5909133

4.39

0.000

1.434369

3.750706

equ_asse |

-.4919638

.6899442

-0.71

0.476

-1.84423

.8603019

_cons |

-.9516348

.2748261

-3.46

0.001

-1.490284

-.4129856

1.0000

Loa_loss

-0.0570

1.0000

foc_loan

0.2827

-0.0089

1.0000

290

6

.4924804

0.2329

157.31

0.0000

loa_loss

290

6

.0033692

0.4066

208.65

0.0000

foc_asse

290

5

.1452228

0.0668

86.56

0.0000

-.1215879

.0151379

-8.03

0.000

.0919182

.1512576

loa_loss |

5.675992

2.066096

2.75

0.006

1.626519

9.725465

ln_asse |

-.0048954

.0021369

-2.29

0.022

-.0090838

-.0007071

equ_asse |

.0916447

.1850536

0.50

0.620

-.2710536

.454343

dep_asse |

.0189978

.0646865

0.29

0.769

-.1077855

.145781

_cons |

.9279755

.0619316

14.98

0.000

.8065918

1.049359

.0007819

.0004381

1.78

0.074

-.0000768

.0016406

foc_asse |

.0016866

.0014082

1.20

0.231

-.0010734

.0044467

mar_shar |

.0308918

.0038664

7.99

0.000

.0233137

.0384698

exp_asse |

.256515

.0476915

5.38

0.000

.1630413

.3499886

cos_inco |

.0000775

.0000181

4.29

0.000

-.0001129

.000042

nlo_asse |

-.0000199

.0000149

-1.33

0.184

-.0000492

9.42e-06

_cons |

.0068569

.0019218

3.57

0.000

.0030903

.0106235

16.12593

7.892514

2.04

0.041

.6568821

31.59497

foc_asse |

-1.455748

.1963715

-7.41

0.000

-1.840629

-1.070867

ln_asse |

.0047586

.0061486

0.77

0.439

-.0072924

.0168096

tlo_asse |

-.0854039

.2274616

-0.38

0.707

-.5312204

.3604125

mar_shar |

2.354016

.5856062

4.02

0.000

1.206248

3.501783

equ_asse |

.5587855

.6807838

0.82

0.412

-.7755263

1.893097

_cons |

-3.709078

.1995422

-18.59

0.000

-4.100173

-3.317982

inef

loa_loss

foc_asse

inef

1.0000

loa_loss

-0.0697

1.0000

foc_asse

-0.2425

-0.0987

1.0000

290

6

.491853

0.2348

118.67

0.0000

loa_loss

290

6

.003345

0.4150

209.68

0.0000

div_inco

290

5

.1615665

0.1093

58.61

0.0000

-.089524

.0173111

-5.17

0.000

-.1234532

-.0555948

loa_loss |

3.6241

2.334203

1.55

0.121

-.9508528

8.199053

ln_asse |

-.0069818

.0024291

-2.87

0.004

-.0117426

-.0022209

equ_asse |

-.6443889

.2083199

-3.09

0.002

-1.052688

-.2360895

dep_asse |

-.1589679

.0747549

-2.13

0.033

-.3054848

-.0124511

_cons |

.3625248

.0708201

5.12

0.000

.2237199

.5013296

.000868

.0004315

2.01

0.044

.0000223

.0017136

div_inco |

-.0013533

.0012628

-1.07

0.284

-.0038284

.0011217

mar_shar |

.0320043

.0038609

8.29

0.000

.0244371

.0395714

exp_asse |

.2679249

.0474261

5.65

0.000

.1749714

.3608784

cos_inco |

.0000828

.0000185

4.47

0.000

-.0001191

.0000465

nlo_asse |

-.0000285

.0000156

-1.83

0.067

-.000059

2.05e-06

_cons |

.0086857

.0016014

5.42

0.000

.0055471

.0118244

19.97486

8.040197

2.48

0.013

4.216359

35.73335

div_inco |

-.8139993

.1788259

-4.55

0.000

-1.164492

-.4635069

ln_asse |

-.0091789

.0064051

-1.43

0.152

-.0217326

.0033748

tlo_asse |

.2099022

.2271366

0.92

0.355

-.2352774

.6550818

mar_shar |

2.830413

.604119

4.69

0.000

1.646362

4.014465

equ_asse |

.2005041

.6980702

0.29

0.774

-1.167688

1.568697

_cons |

-2.515025

.2007828

-12.53

0.000

-2.908552

-2.121498

inef

loa_loss

div_inco

inef

1.0000

Loa_loss

-0.0697

1.0000

div_inco

0.1420

-0.0286

1.0000

251

6

.5093633

0.3071

133.12

0.0000

sta_inef

251

6

.1117132

0.0831

38.67

0.0000

foc_depo

251

5

.1459367

0.0054

7.35

0.1960

-.0381624

.0158909

-2.40

0.016

-.0693081

-.0070168

sta_inef |

.1006647

.0816979

1.23

0.218

-.0594603

.2607897

ln_asse |

-.0018124

.002567

-0.71

0.480

-.0068435

.0032188

equ_asse |

-.1532276

.1662843

-0.92

0.357

-.4791389

.1726836

dep_asse |

.0239398

.0991138

0.24

0.809

-.1703197

.2181993

_cons |

.6033521

.0876748

6.88

0.000

.4315126

.7751915

.0328375

.0157043

2.09

0.037

.0020576

.0636174

foc_depo |

.0264607

.050512

0.52

0.600

-.0725411

.1254625

mar_shar |

-.233123

.1422922

-1.64

0.101

-.5120106

.0457646

exp_asse |

-1.004

1.787829

-0.56

0.574

-4.508081

2.50008

cos_inco |

-9.53e-06

.0006308

-0.02

0.988

-.001246

.0012269

nlo_asse |

.0005869

.0007033

0.83

0.404

-.0007915

.0019653

_cons |

.0309277

.0567684

0.54

0.586

-.0803363

.1421917

1.225162

.2790194

4.39

0.000

-1.77203

.6782944

foc_depo |

-1.0166

.233413

-4.36

0.000

-1.474082

-.5591192

ln_asse |

.0006402

.0082324

0.08

0.938

-.0154951

.0167755

tlo_asse |

-.7599945

.2441903

-3.11

0.002

-1.238599

-.2813903

mar_shar |

3.236205

.579063

5.59

0.000

2.101262

4.371147

equ_asse |

-.6644638

.5788367

-1.15

0.251

-1.798963

.4700353

_cons |

-2.292918

.2440985

-9.39

0.000

-2.771342

-1.814494

Inef

sta_inef

foc_depo

inef

1.0000

sta_inef

-0.1217

1.0000

foc_depo

0.0736

-0.0319

1.0000

248

6

.5095627

0.3072

185.67

0.0000

sta_inef

248

6

.1120902

0.0868

40.58

0.0000

foc_loan

248

5

.1719794

0.2460

155.33

0.0000

-.1491363

.0178813

-8.34

0.000

-.184183

-.1140896

sta_inef |

.229409

.0936402

2.45

0.014

.0458776

.4129405

ln_asse |

-.0185504

.0031762

-5.84

0.000

-.0247756

-.0123251

equ_asse |

-.6650532

.1944373

-3.42

0.001

-1.046143

-.2839631

dep_asse |

-.0120012

.1167796

-0.10

0.918

-.240885

.2168825

_cons |

.8371593

.1035133

8.09

0.000

.634277

1.040042

.020991

.0155688

1.35

0.178

-.0095233

.0515053

foc_loan |

.0948186

.042912

2.21

0.027

.0107126

.1789247

mar_shar |

-.239207

.148027

-1.62

0.106

-.5293347

.0509206

exp_asse |

-.589271

1.865485

-0.32

0.752

-4.245554

3.067012

cos_inco |

-.0001139

.0006542

-0.17

0.862

-.0013961

.0011683

nlo_asse |

-.000134

.0009545

-0.14

0.888

-.0020047

.0017368

_cons |

.110104

.06094

1.81

0.071

-.0093363

.2295443

.7895536

.2758008

2.86

0.004

-1.330113

.248994

foc_loan |

-1.566973

.1792228

-8.74

0.000

-1.918243

-1.215702

ln_asse |

-.0281543

.0096128

-2.93

0.003

-.046995

-.0093135

tlo_asse |

-.405855

.2195367

-1.85

0.065

-.836139

-.0244291

mar_shar |

2.997133

.5601368

5.35

0.000

1.899285

4.094981

equ_asse |

-1.393332

.5812173

-2.40

0.017

-2.532497

-.2541665

_cons |

-.8780873

.314244

-2.79

0.005

-1.493994

-.2621804

inef

sta_inef

foc_loan

inef

1.0000

sta_inef

-0.0889

1.0000

foc_loan

0.2708

0.1177

1.0000

251

6

.5250279

0.2638

168.39

0.0000

sta_inef

251

6

.111592

0.0851

38.89

0.0000

foc_asse

251

5

.1442511

0.0616

77.50

0.0000

-.1220554

.0150183

-8.13

0.000

-.1514906

-.0926201

sta_Inef |

.1412974

.0790123

1.79

0.074

-.0135638

.2961587

ln_asse |

-.0054761

.0024689

-2.22

0.027

-.010315

-.0006373

equ_asse |

-.0888204

.1607967

-0.55

0.581

-.4039762

.2263354

dep_asse |

.0318746

.092606

0.34

0.731

-.1496298

.2133791

_cons |

.9758104

.0826049

11.81

0.000

.8139078

1.137713

.0285535

.0153351

1.86

0.063

-.0015028

.0586098

foc_asse |

.020355

.0544768

0.37

0.709

-.0864176

.1271277

mar_shar |

-.2299187

.1399835

-1.64

0.100

-.5042812

.0444438

exp_asse |

-.9253583

1.788476

-0.52

0.605

-4.430706

2.579989

cos_inco |

-.0000382

.0006287

-0.06

0.952

-.0012705

.0011941

nlo_asse |

.0005653

.0007058

0.80

0.423

-.0008179

.0019486

_cons |

.0278124

.0629099

0.44

0.658

-.0954887

.1511135

.9735261

.2831546

3.44

0.001

-1.528499

.4185532

foc_asse |

-1.461826

.2294116

-6.37

0.000

-1.911464

-1.012187

ln_asse |

.0105503

.008314

1.27

0.204

-.0057449

.0268454

tlo_asse |

-.262699

.2372152

-1.11

0.268

-.7276322

-.2022342

mar_shar |

2.578111

.5710337

4.51

0.000

1.458906

3.697317

equ_asse |

-.4322093

.5831175

-0.74

0.459

-1.575099

.71068

_cons |

-3.729949

.2375965

-15.70

0.000

-4.19563

-3.264269

inef

sta_inef

foc_asse

inef

1.0000

sta_inef

-0.1190

1.0000

foc_asse

-0.2604

-0.0682

1.0000

251

6

.5126615

0.2981

144.53

0.0000

sta_inef

251

6

.1114909

0.0867

37.83

0.0000

div_inco

251

5

.1689648

0.0620

39.20

0.0000

-.0913477

.0181519

-5.03

0.000

-.1269248

-.0557706

sta_inef |

.0922089

.0939541

0.98

0.326

-.0919377

.2763556

ln_asse |

-.002923

.0029469

-0.99

0.321

-.0086988

.0028528

equ_asse |

-.5038138

.1912248

-2.63

0.008

-.8786076

-.12902

dep_asse |

-.1968459

.1127806

-1.75

0.081

-.4178918

.0242

_cons |

.344383

.1000105

3.44

0.001

.1483661

.5403998

.0286799

.0154914

1.85

0.064

-.0590424

-.0016826

div_inco |

.0434046

.0431262

1.01

0.314

-.0411212

.1279303

mar_shar |

.2246703

.1419976

1.58

0.114

-.0536398

.5029805

exp_asse |

.9433249

1.785466

0.53

0.597

-2.556124

4.442773

cos_inco |

.0000493

.000636

0.08

0.938

-.0011972

.0012958

nlo_asse |

-.0004283

.0007204

-0.59

0.552

-.0018401

.0009836

_cons |

-.0555222

.0502686

-1.10

0.269

-.1540468

.0430024

1.081646

.2793111

3.87

0.000

-1.629086

.5342063

div_inco |

-1.060336

.1889616

-5.61

0.000

-1.430694

-.689978

ln_asse |

-.0036145

.0083309

-0.43

0.664

-.0199427

.0127137

tlo_asse |

-.5171034

.2291914

-2.26

0.024

-.9663102

-.0678966

mar_shar |

3.193906

.5756214

5.55

0.000

2.065708

4.322103

equ_asse |

-.9445334

.5799311

-1.63

0.103

-2.081177

.1921106

_cons |

-2.399384

.2251784

-10.66

0.000

-2.840726

-1.958042

inef

sta_Inef

div_inco

inef

1.0000

sta_inef

0.1140

1.0000

div_inco

0.1572

-0.0463

1.0000

Number of obs =

332

Group variable: bank

Number of groups =

25

Time variable: time

Obs per group: min =

2

avg =

12.8

max =

18

Prob > chi2 =

0.0000

Log likelihood = -500.8441

Wald chi2(9) =

20603.95