Interest rate risk management at Vietnam Joint Stock Commercial Bank for Industry and Trade - 32

14

.653	1,519	74,283
15	.623	1,450					75,732
16	.598	1,390					77,122
17	.579	1,347					78,469
18	.532	1,236					79,705
19	.525	1,222					80,927
20	.520	1,209					82,137
21	.506	1,177					83,313
22	.486	1.129					84,443
23	.472	1,097					85,540
24	.444	1,032					86,572
25	.432	1,004					87,575
26	.418	.971					88,546
27	.405	.942					89,488
28	.399	.927					90,415
29	.381	.885					91,300
30	.350	.815					92,115
31	.348	.808					92,923
32	.327	.760					93,683
33	.320	.744					94,428
34	.309	.718					95,146
35	.289	.672					95,818
36	.266	.619					96,436
37	.257	.598					97,034

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38

.252	.586	97,621
39	.235	.547					98,168
40	.218	.506					98,674
41	.211	.492					99,165
42	.186	.433					99,599
43	.173	.401					100,000

Extraction Method: Principal Axis Factoring.

a. When factors are correlated, sums of squared loadings cannot be added to obtain a total variance.

Pattern Matrix

Factor
1	2	3	4	5	6	7	8	9
HQ7	.739
HQ6	.712
HQ8	.700
HQ1	.700
HQ5	.700
HQ2	.693
HQ4	.623
HQ3	.587
DBRR4		.792
DBRR1		.777
DBRR6		.761
DBRR2		.707

DBRR5

	.607
	DBRR3	.587
	VM1		.863
	VM4		.821
	VM2		.803
	VM3		.704
	VM5		.617
	QTRR2			.773
	QTRR3			.721
	QTRR5			.698
	QTRR1			.693
	QTRR4			.642
	KTGS4				.808
	KTGS3				.798
	KTGS1				.791
	KTGS2				.784
	IT3					.825
	IT1					.809
	IT4					.807
	IT2					.735
	KD3								.860
	KD2								.782
	KD4								.767
	KD1								.758

LS4

.784

LS1

.765

LS3

.750

LS2

.686

NLNH1

.823

NLNH3

.764

NLNH2

.682

Extraction Method: Principal Axis Factoring.

Rotation Method: Promax with Kaiser Normalization.

a. Rotation converged in 6 iterations.

Factor Correlation Matrix

Factor

1	2	3	4	5	6	7	8	9
1	1,000	.045	.047	.016	.071	.021	.038	.104	.063
2	.045	1,000	.390	.408	.290	.298	.137	.283	.276
3	.047	.390	1,000	.127	.150	.088	.116	.169	.043
4	.016	.408	.127	1,000	.086	.110	.038	.115	.134
5	.071	.290	.150	.086	1,000	.043	.060	.070	.103
6	.021	.298	.088	.110	.043	1,000	.023	.038	.110
7	.038	.137	.116	.038	.060	.023	1,000	.105	.008
8	.104	.283	.169	.115	.070	.038	.105	1,000	.123
9	.063	.276	.043	.134	.103	.110	.008	.123	1,000

Extraction Method: Principal Axis Factoring.

Rotation Method: Promax with Kaiser Normalization.

CFA

SEM

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