Nghiên cứu tác động của danh mục cho vay đến lợi nhuận của các ngân hàng thương mại cổ phần Việt Nam - 20

Lãi/lỗ thuần từ hoạt động dịch vụ-41.09%7.44%6.52%1.17%0.76%3.21%4.07%0.54%0.40%1.36%0.60%
Lãi/lỗ thuần từ hoạt động kinh doanh ngoại hối và vàng0.00%3.20%12.22%15.70%29.64%14.03%-2.28%-21.09%-8.85%-35.25%-21.40%
Lãi/lỗ thuần từ mua bán chứng khoán kinh doanh0.00%0.00%17.64%19.28%-14.00%15.87%-11.66%2.03%30.80%10.86%16.32%
Lãi/lỗ thuần từ mua bán chứng khoán đầu tư0.00%0.00%0.00%0.00%0.00%0.57%33.79%37.47%13.60%4.72%-22.98%
Lãi/lỗ thuần từ hoạt động khác0.00%4.03%0.15%4.64%4.06%0.19%0.02%1.75%0.41%11.59%30.44%
Thu nhập từ góp vốn, mua cổ phần0.00%0.00%4.87%2.98%9.64%2.66%3.33%3.46%4.57%2.86%2.10%
Tổng thu nhập hoạt động100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%
Chi phí hoạt động0.00%38.79%39.97%31.16%54.66%38.74%41.99%50.54%59.30%76.36%82.74%
Lợi nhuận thuần từ hoạt động kinh doanh trước chi phí dự phòng rủi ro tín dụng100.00%61.21%60.03%68.84%45.34%61.26%58.01%49.46%40.70%23.64%17.26%
Chi phí dự phòng rủi ro tín dụng0.00%7.27%9.20%4.10%13.82%11.53%10.54%0.00%1.28%6.72%2.89%
Tổng lợi nhuận trước thuế100.00%53.94%50.82%64.74%31.51%49.73%47.48%49.46%39.42%16.92%14.36%
Lợi nhuận sau thuế74.79%40.71%37.87%47.45%25.39%38.11%36.44%37.92%30.59%13.37%11.30%
Lợi nhuận sau thuế của cổ đông của Ngân hàng mẹ74.79%40.71%37.87%47.45%25.39%38.11%36.44%37.92%30.59%13.37%11.30%
Lãi cơ bản trên cổ phiếu (VNÐ)0.00%0.00%1.25%0.90%0.19%0.28%0.20%0.12%0.10%0.04%0.04%
VIETCAPITAL20042005200620072008200920102011201220132014
Thu nhập lãi thuần0.00%182.53%38.53%44.56%158.49%82.80%94.31%72.93%70.30%80.22%70.48%
Lãi/lỗ thuần từ hoạt động dịch vụ0.00%0.00%1.05%1.40%5.17%-0.36%-0.47%-0.60%-1.02%-0.04%-0.74%
Lãi/lỗ thuần từ hoạt động kinh doanh ngoại hối và vàng0.00%0.00%0.29%-0.07%6.54%1.12%0.97%-2.33%0.52%1.75%2.83%

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Nghiên cứu tác động của danh mục cho vay đến lợi nhuận của các ngân hàng thương mại cổ phần Việt Nam - 20

Lãi/lỗ thuần từ mua bán chứng khoán kinh doanh0.00%0.00%1.35%3.55%-71.02%5.83%-0.14%-0.21%0.66%0.10%0.00%
Lãi/lỗ thuần từ mua bán chứng khoán đầu tư0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%2.44%13.26%
Lãi/lỗ thuần từ hoạt động khác0.00%-82.53%58.78%50.56%0.82%8.64%4.46%30.10%29.42%13.87%12.04%
Thu nhập từ góp vốn, mua cổ phần0.00%0.00%0.00%0.00%0.00%1.97%0.87%0.12%0.12%1.65%2.14%
Tổng thu nhập hoạt động0.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%
Chi phí hoạt động0.00%0.00%66.91%16.19%88.01%45.40%53.69%35.99%52.94%67.94%66.92%
Lợi nhuận thuần từ hoạt động kinh doanh trước chi phí dự phòng rủi ro tín dụng0.00%100.00%33.09%83.81%12.00%54.60%46.31%64.01%47.07%32.06%33.08%
Chi phí dự phòng rủi ro tín dụng0.00%0.00%5.55%1.57%2.11%9.32%9.21%1.82%6.29%9.34%5.27%
Tổng lợi nhuận trước thuế0.00%100.00%27.53%82.24%9.89%45.29%37.10%62.19%40.78%22.71%27.80%
Lợi nhuận sau thuế0.00%71.74%16.99%52.41%7.84%34.34%27.92%46.63%30.58%17.39%21.78%
Lợi nhuận sau thuế của cổ đông của Ngân hàng mẹ0.00%71.74%16.99%52.41%7.84%34.34%27.92%46.63%30.58%17.39%21.78%
Lãi cơ bản trên cổ phiếu (VNÐ)0.00%0.00%0.00%2.00%0.12%0.34%0.24%0.20%0.10%0.06%0.07%
VPBANK20042005200620072008200920102011201220132014
Thu nhập lãi thuần0.00%88.45%99.69%70.64%93.17%83.98%82.30%81.31%94.69%80.23%84.37%
Lãi/lỗ thuần từ hoạt động dịch vụ0.00%3.78%3.77%4.59%4.90%14.87%16.15%16.19%8.64%11.87%9.68%
Lãi/lỗ thuần từ hoạt động
kinh doanh ngoại hối và vàng
0.00%-5.91%-1.11%0.99%-1.07%2.09%-0.72%0.52%-3.74%-0.41%-1.43%
Lãi/lỗ thuần từ mua bán chứng khoán kinh doanh0.00%0.00%0.00%11.10%-0.18%-1.00%-4.53%1.92%2.36%2.32%-0.07%
Lãi/lỗ thuần từ mua bán chứng khoán đầu tư0.00%0.00%0.00%0.00%0.00%-2.95%0.39%-1.05%-5.62%3.65%7.42%
Lãi/lỗ thuần từ hoạt động khác0.00%13.68%-3.14%12.67%3.18%2.15%5.43%0.94%3.12%2.11%-0.11%
Thu nhập từ góp vốn, mua cổ phần0.00%0.00%0.80%0.00%0.00%0.87%0.97%0.16%0.55%0.23%0.14%
Tổng thu nhập hoạt động0.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%100.00%
Chi phí hoạt động0.00%49.32%32.40%48.55%64.39%51.90%41.59%51.78%60.02%55.77%58.73%
Lợi nhuận thuần từ hoạt động kinh doanh trước chi
phí dự phòng rủi ro tín dụng
0.00%50.68%67.60%51.45%35.61%48.10%58.41%48.22%39.98%44.23%41.27%
Chi phí dự phòng rủi ro tín dụng0.00%4.31%0.00%3.92%7.19%6.54%7.73%5.91%12.76%17.61%15.62%
Tổng lợi nhuận trước thuế0.00%46.37%67.60%47.53%28.42%41.56%50.67%42.31%27.21%26.62%25.65%
Lợi nhuận sau thuế0.00%33.82%48.90%34.37%20.39%31.88%38.46%31.79%20.53%20.00%19.99%
Lợi nhuận sau thuế của cổ đông của Ngân hàng mẹ0.00%33.82%48.90%34.37%20.39%31.88%38.46%31.79%20.53%20.00%19.99%
Lãi cơ bản trên cổ phiếu (VNÐ)0.00%0.00%1.05%0.27%0.10%0.00%0.16%0.06%0.04%0.03%0.03%

PHỤ LỤC 6: Dữ liệu chạy mô hình

BankYearsASSETEQUITYASSET01EQROEROAHHI
ABB2005679,708188,076134,2940.27670.08750.02420.2683
ABB20063,113,8981,190,274149,5140.38220.08440.03070.357
ABB200717,174,1172,479,200166,5890.14440.08820.01590.3264
ABB200813,494,1253,955,514164,1780.29310.01540.00320
ABB200926,518,0844,489,436170,9330.16930.07380.01560
ABB201038,015,6894,652,209174,5350.12240.10850.01540
ABB201141,541,9594,723,090175,4220.11370.06550.00770
ABB201246,013,6864,900,245176,4440.10650.0830.00910.2513
ABB201357,627,7105,744,476178,6950.09970.02640.00270.2601
ABB201467,464,8505,715,376180,2710.08470.02040.00190.2211
ACB200415,416,674705,684165,5100.04580.33390.01610.2944
ACB200524,272,8641,283,206170,0490.05290.30090.01510.2523
ACB200644,645,0391,653,987176,1430.0370.34430.01470.2947
ACB200785,391,6816,257,849182,6280.07330.44490.02710.3168
ACB2008105,306,1307,766,468184,7240.07380.31530.02320.3338
ACB2009167,881,04710,106,287189,3880.06020.24630.01610.2727
ACB2010205,102,95011,376,757191,3900.05550.21740.01250.2773
ACB2011281,019,31911,959,092194,5390.04260.27490.01320.274
ACB2012176,307,60712,624,452189,8770.07160.06380.00340.3043
ACB2013166,598,98912,504,202189,3110.07510.06580.00480.2838
ACB2014179,609,77112,397,303190,0630.0690.07640.00550.2937
BAOVIET20097,269,7551,563,108157,9920.2150.04040.00870.2152
BAOVIET201013,717,8711,647,871164,3420.12010.08250.01260.2168
BAOVIET201113,224,9211,671,211163,9760.12640.06960.00860.2007
BAOVIET201213,282,9653,153,417164,0200.23740.03780.00690
BAOVIET201316,788,3983,184,117166,3620.1897000
BIDV2004102,715,9496,182,140184,4750.06020.10440.00640
BIDV2005121,403,3276,530,861186,1460.05380.08810.0050
BIDV2006161,277,2917,626,198188,9860.04730.1520.00760.2474
BIDV2007204,511,14811,634,793191,3610.05690.1590.00840.1963
BIDV2008246,494,32313,466,100193,2280.05460.15770.00880.2069
BIDV2009296,432,08717,639,330195,0730.05950.18120.01040.2048
BIDV2010366,267,76924,219,730197,1890.06610.17970.01130.2039
BIDV2011405,755,45424,390,455198,2130.06010.13160.00830.2265
BIDV2012484,784,56026,494,446199,9920.05470.1290.00740.2164
BIDV2013548,386,08332,039,983201,2250.05840.13840.00780.2061
BIDV2014650,340,37333,271,267202,9300.05120.15270.00830.192
CTG200490,734,6444,908,773183,2340.05410.0650.00290.2091
CTG2005115,765,9704,999,839185,6710.04320.08540.00410.2557
CTG2006135,442,5205,637,625187,2410.04160.11330.00480.245
CTG2007166,112,97110,646,529189,2820.06410.14120.00760.2096
CTG2008193,590,35712,336,159190,8130.06370.1570.010.2223
CTG2009243,785,20812,572,078193,1180.05160.13480.00770.2198
CTG2010367,712,19118,170,363197,2280.04940.22210.01120.2399
CTG2011460,603,92528,490,896199,4800.06190.26830.01510.2546
CTG2012503,530,25933,624,531200,3720.06680.19870.01280.3087
CTG2013576,368,41654,074,666201,7230.09380.13250.01080.3167
CTG2014661,131,58955,012,808203,0950.08320.1050.00930.2989
DONGA20046,444,663532,904156,7880.08270.15040.01280
DONGA20058,515,913711,757159,5740.08360.1620.01350
DONGA200612,076,7911,521,034163,0680.12590.13620.01480.2675
DONGA200727,424,6733,229,218171,2700.11770.13990.01680.2832
DONGA200834,713,1923,514,954173,6260.10130.15980.01730.2631
DONGA200942,520,4024,200,523175,6550.09880.15230.01520.2655
DONGA201055,873,0845,420,283178,3860.0970.13710.01340.2389
DONGA201165,548,5785,813,765179,9830.08870.16860.01560.1989
DONGA201374,919,7085,884,997181,3190.07860.05470.00460.1692
DONGA201469,278,2236,104,191180,5360.08810.09690.00860.191
EIB20048,267,377531,593159,2780.0643000
EIB200511,369,233835,539162,4640.07350.03090.00210
EIB200618,327,4791,946,667167,2390.10620.18580.01740.2061
EIB200733,710,4246,294,943173,3330.18670.11250.01780.1715
EIB200848,247,82112,844,077176,9190.26620.07430.01740.1857
EIB200965,448,35613,353,319179,9680.2040.08650.01990.143
EIB2010131,110,88213,510,740186,9160.1030.13510.01850.24
EIB2011183,567,03216,302,520190,2810.08880.20390.01930.2034
EIB2012170,156,01015,812,205189,5220.09290.13320.01210.2064
EIB2013169,835,46014,680,317189,5030.08640.04320.00390.2062
EIB2014161,093,83614,068,297188,9750.08730.00390.00030.2195
HDBANK20041,325,782183,569140,9750.13850.13050.01590
HDBANK20052,306,764368,888146,5140.15990.12690.01930
HDBANK20064,015,303703,632152,0560.17520.12660.02150
HDBANK200713,822,552740,734164,4180.05360.16750.01360
HDBANK20089,557,9171,672,591160,7290.1750.04970.00510.3845
HDBANK200919,127,4271,796,165167,6660.09390.1120.01350.3194
HDBANK201034,389,2272,357,637173,5330.06860.12970.01010.2296
HDBANK201145,025,4213,547,632176,2270.07880.14440.01070.1898
HDBANK201252,782,8315,393,746177,8170.10220.0730.00670.2589
HDBANK201386,226,6418,599,548182,7250.09970.03110.00310.2312
HDBANK201499,524,6038,104,685184,1590.08140.05710.00510.2167
KIENLONG2005376,82445,148128,3950.11980.22590.02710
KIENLONG2006827,261318,368136,2590.38480.09990.03020
KIENLONG20072,200,856638,421146,0440.29010.11260.03560
KIENLONG20082,939,0181,047,288148,9360.35630.04420.01450.3832
KIENLONG20097,478,4521,116,678158,2750.14930.08470.01760.3775
KIENLONG201012,627,7843,224,995163,5140.25540.090.01940.2812
KIENLONG201117,849,2013,456,133166,9750.19360.11810.02590.2591
KIENLONG201218,580,9993,444,868167,3770.18540.10170.01930.3001
KIENLONG201321,372,1153,475,706168,7760.16260.09060.01570.2624
KIENLONG201423,103,9263,364,107169,5550.14560.05140.00790.2699
LIENVIET20087,452,9493,446,588158,2410.46240.12870.05950.3234
LIENVIET200917,366,9303,828,190166,7010.22040.14850.04350.293
LIENVIET201034,984,7224,106,392173,7040.11740.17210.02610.4251
LIENVIET201156,132,3366,594,001178,4320.11750.18260.02140.4335
LIENVIET201266,412,6977,391,002180,1140.11130.12420.01420.2329
LIENVIET201379,594,2337,271,274181,9250.09140.07720.00780
LIENVIET2014100,801,7527,391,097184,2870.07330.06360.00520
MB20046,509,140481,739156,8870.0740.17530.01430
MB20058,214,933636,598159,2150.07750.1950.01480
MB200613,611,3191,298,650164,2640.09540.22630.02010
MB200729,623,5823,479,521172,0410.11750.20620.02280.354
MB200844,346,1064,424,064176,0750.09980.17620.01880.2461
MB200969,008,2886,888,072180,4970.09980.20750.02070.1814
MB2010109,623,1988,882,349185,1260.0810.22130.01950.2034
MB2011138,831,4929,642,143187,4880.06950.20680.01540.2286
MB2012175,609,96412,863,906189,8380.07330.20620.01480.2382
MB2013180,381,06415,148,182190,1060.0840.16320.01280.2318
MB2014200,489,17316,561,085191,1630.08260.15790.01310.2
MDB2005227,37534,660123,3440.15240.22730.03470
MDB2006447,54882,271130,1150.18380.17690.03060
MDB20071,575,156554,165142,6990.35180.15920.05010
MDB20082,041,888577,616145,2940.28290.11750.03680.3122
MDB20092,523,8171,038,949147,4130.41170.12340.04370.3206
MDB201017,266,7943,822,188166,6430.22140.06680.01640.3329
MDB201110,214,1823,882,129161,3930.38010.09890.02770.2234
MDB20128,596,9593,986,952159,6690.46380.02930.01220.1563
MDB20136,437,0793,952,902156,7760.61410.0160.00840.2037
MDB20147,383,8984,057,271158,1480.54950.02630.01530.2359
MHB20048,196,693793,691159,1920.09680.04310.00420
MHB200512,629,825850,111163,5160.06730.06390.0050
MHB200618,734,297929,027167,4590.04960.08330.00470.2334
MHB200727,531,5521,069,197171,3080.03880.14040.00610.2201
MHB200835,162,4101,119,843173,7550.03180.04750.00170.2318
MHB200940,097,7111,164,881175,0680.02910.04960.00150.2502
MHB201051,210,9833,213,494177,5150.06280.0370.00180.1676
MHB201147,281,7663,187,021176,7160.06740.02620.00170.1664
MHB201237,979,9483,439,916174,5260.09060.09440.00730.1653
MHB201338,410,1923,534,820174,6380.0920.03040.00280.1167
MSB20054,378,532245,494152,9220.05610.13270.00740
MSB20068,520,049795,055159,5790.09330.1520.01230.1571
MSB200717,569,0241,883,804166,8160.10720.1290.01330.1482
MSB200832,626,0541,873,374173,0060.05740.16860.01260
MSB200963,882,0443,553,452179,7250.05560.28480.0160

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