Improving credit quality at Vietnamese joint stock commercial banks 1669220937 - 31




Component

Initial Eigenvalues

Extraction Sums of Square

d Loadings

Total

% of Variance

Cumulative %

Total

% of Variance

Cumulative %

1

3,046

60,923

60,923

3,046

60,923

60,923

2

.624

12,483

73,406




3

.554

11,082

84,488




4

.440

8,796

93,283




5

.336

6,717

100,000




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Improving credit quality at Vietnamese joint stock commercial banks 1669220937 - 31

Extraction Method: Principal Component Analysis.


Component Matrix


Component

1

CLTD1

.811

CLTD3

.795

CLTD4

.778

CLTD5

.767

CLTD2

.752

Extraction Method:

Principal Component

Analysis.

a. 1 components extracted.

4. Correlation analysis


Correlations


CLCS

QTDH

IT

CBTD

QLRR

KSNB

CLTD

CLCS

Pearson Correlation

1

.425**

.120**

.154**

.576**

.472**

.644**


Sig. (2tailed)


.000

.006

.000

.000

.000

.000


N

518

518

518

518

518

518

518

QTDH

Pearson Correlation

.425**

1

.151**

.190**

.390**

.254**

.537**


Sig. (2tailed)

.000


.001

.000

.000

.000

.000


N

518

518

518

518

518

518

518

IT

Pearson Correlation

.120**

.151**

1

.144**

.158**

.244**

.279**


Sig. (2tailed)

.006

.001


.001

.000

.000

.000


N

518

518

518

518

518

518

518

CBTD

Pearson Correlation

.154**

.190**

.144**

1

.228**

.128**

.301**


Sig. (2tailed)

.000

.000

.001


.000

.004

.000


N

518

518

518

518

518

518

518

QLRR

Pearson Correlation

.576**

.390**

.158**

.228**

1

.458**

.615**


Sig. (2tailed)

.000

.000

.000

.000


.000

.000


N

518

518

518

518

518

518

518

KSNB

Pearson Correlation

.472**

.254**

.244**

.128**

.458**

1

.526**


Sig. (2tailed)

.000

.000

.000

.004

.000


.000


N

518

518

518

518

518

518

518

CLTD

Pearson Correlation

.644**

.537**

.279**

.301**

.615**

.526**

1


Sig. (2tailed)

.000

.000

.000

.000

.000

.000



N

518

518

518

518

518

518

518

**. Correlation is significant at the 0.01 level (2tailed).

5. Regression analysis


Model Summaryb



Model


R


R Square


Adjusted R Square


Std. Error of the Estimate

Change Statistics


Durbin Watson

R Square

Change


F Change


df1


df2

Sig. F

Change

1

.786a

.618

.614

.52976

.618

137,886

6

511

.000

1,946

a. Predictors: (Constant), Internal Control, CBTD, IT, DHQT, Risk Management, Quality Control

b. Dependent Variable: CLTD

ANOVAa

Model

Sum of Squares

df

Mean Square

F

Sig.

1

Regression

232,180

6

38,697

137,886

.000b


Residual

143,408

511

.281




Total

375,589

517




a. Dependent Variable: CLTD

b. Predictors: (Constant), Internal Control, CBTD, IT, DHQT, Risk Management, Quality Control

Coefficient


Model


Unstandardized Coefficients

Standardized

Coefficients


t


Sig.


Collinearity Statistics

B

Std. Error

Beta

Tolerance

VIF

1

(Constant) CLCS

.038

.266

.145

.032


.296

.263

8.204

.792

.000


.573


1,744

IT QTDH

CBTD QLRR

KSNB

.202

.088

.108

.204

.176

.026

.023

.026

.033

.032

.238

.110

.121

.223

.182

7,656

3,864

4.244

6,273

5.553

.000

.000

.000

.000

.000

.773

.920

.926

.590

.698

1,293

1,087

1,080

1,695

1,432

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