Những Ý Kiến Khác Của Quý Vị Về Các Nhân Tố Ảnh Hưởng Đến Sự Phát Triển Các Gdps Của Các Nhtm


3.3. Những ý kiến khác của Quý vị về các nhân tố ảnh hưởng đến sự phát triển các GDPS của các NHTM

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Phụ lục 3: Kết quả mô hình FE, RE


Kết quả mô hình FE

Biến

Hệ số hồi quy

Std. Err.

T

P>|t|

[95% Conf.

Interval]

LNTRD

LQ

-.6233716

1.317128

-4.73

0.000

-8.837912

-3.62952

SIZE

1.205814

.1316219

9.16

0.000

.945574

1.466054

absEXR

10.07301

6.52437

1.54

0.126

-2.865048

23.01107

absIRT

3.780092

1.708197

2.21

0.029

.402682

7.15701

Conss

-4.749229

2.164944

-2.19

0.030

-9.029708

-.4687501

Number of obs = 161 F(4,139) = 26.18 Prob > F = 0.0000

Kết quả mô hình RE

Biến

Hệ số hồi quy

Std. Err.

Z

P>|z|

[95% Conf.

Interval]

LNTRD

LQ

-.5356615

1.247698

-4.29

0.000

-7.802058

.2911172

SIZE

1.129447

.1204528

9.38

0.000

.893364

1.366553

absEXR

10.4373

6.558601

1.59

0.112

-2.41732

23.39193

absIRT

3.711326

1.71169

2.17

0.034

.3564749

7.066178

Cons

-4.032041

2.06618

-1.95

0.051

-8.081683

.0176017

Number of obs = 161 Wald chi2(4) = 108.48 Prob > chi2= 0.0000

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Phụ lục 4: Kết quả Kiểm định Breusch-Pagan


Biến

Var

sd = sqrt(Var)

LNTRD

16.05363

4.006698

e

8.340117

2.887926

U

1.704582

1.300597

Test: Var(u) = 0

chibar 2(01) = 15.08 Prob > chibar2 = 0.0001

Phụ lục 5: Kết quả kiểm định Hausman



Biến

Hệ số hồi quy

(b-B)

sqrt(diag(V_b-V_B))

(b) fe

(B) re

Difference

S.E.

LQ

-6.233716

-5.356615

-.8771012

.5914613

SIZE

1.205814

1.129447

.0763667

.0520963

absEXR

10.07301

10.4373

-.3642935

.

absIRT

3.780092

3.711326

.0687652

.

Test:

Ho:

difference in coefficients not systematic chi2(5) = (b-B)'[(V_b-V_B)^(-1)](b-B)

= 4.36

Prob>chi2 = 0.3590

(V_b-V_B is not positive definite)


Phụ lục 6: Kết quả kiểm định mô hình RE


H0: no first-order autocorrelation

F( 1, 17) = 66.779 Prob > F = 0.0000

Biến

Hệ số phóng đại phương sai

1/ Hệ số phóng

đại phương sai

LQ

1.11

0.902683

SIZE

1.10

0.904992

absEXR

1.07

0.932062

absIRT

1.03

0.972748

Mean VIF

1.08


Phụ lục 7: Phân tích dữ liệu thống kê các nhân tố ảnh hưởng đến phát triển GDPS tại các NHTM VN

Descriptive Statistics


N

Minimum

Maximum

Mean

Std. Deviation

CS1

220

2

5

4.20

.736

CS2

220

2

5

4.26

.691

CS3

220

1

5

4.21

.772

CS4

220

1

5

4.19

.757

CS5

220

1

5

4.27

.797

CS6

220

1

5

4.22

.788

CS7

220

2

5

4.15

.796

CS8

220

2

5

4.20

.688

CS9

220

2

5

4.33

.736

MTKT1

220

2

5

4.32

.701

MTKT2

220

3

5

4.35

.690

MTKT3

220

1

5

4.25

.659

MTKT4

220

2

5

4.35

.716

MTKT5

220

2

5

4.30

.742

MTKT6

220

2

5

4.38

.734

MTKT7

220

2

5

4.41

.707

KH1

220

2

5

4.33

.644

KH2

220

2

5

4.35

.709

KH3

220

2

5

4.30

.747

KH4

220

2

5

4.37

.666

DTCT1

220

2

5

4.17

.617

DTCT2

220

2

5

4.35

.677

DTCT3

220

2

5

4.35

.675

CQ1

220

1

5

3.75

1.391

CQ2

220

3

5

4.36

.629

CQ3

220

2

5

4.26

.705

CQ4

220

1

5

4.29

.713

CQ5

220

2

5

4.38

.641

CQ6

220

1

5

4.40

.755

CQ7

220

3

5

4.38

.647

CQ8

220

3

5

4.48

.623

CQ9

220

3

5

4.39

.606

CQ10

220

3

5

4.45

.575

(Nguồn: Số liệu điều tra thống kê)

Phụ lục 8: Kết quả phân tích rút trích nhân tố Total Variance Explained

Com pone nt

Initial

Eigenvalues

Extraction Sums of Squared

Loadings

Rotation Sums of Squared

Loadings

Total

% of

Variance

Cumula

tive %

Total

% of

Variance

Cumulat

ive %

Total

% of

Variance

Cumula

tive %

1

10.888

34.025

34.025

10.888

34.025

34.025

5.128

16.026

16.026

2

2.830

8.845

42.870

2.830

8.845

42.870

3.157

9.865

25.891

3

1.760

5.499

48.369

1.760

5.499

48.369

3.074

9.605

35.496

4

1.546

4.830

53.199

1.546

4.830

53.199

2.659

8.311

43.807

5

1.366

4.268

57.467

1.366

4.268

57.467

2.391

7.471

51.278

6

1.314

4.106

61.573

1.314

4.106

61.573

2.274

7.108

58.386

7

1.151

3.598

65.171

1.151

3.598

65.171

2.171

6.785

65.171

8

.983

3.072

68.243







9

.913

2.854

71.098







10

.879

2.747

73.845







11

.779

2.434

76.279







12

.731

2.286

78.564







13

.687

2.148

80.712







14

.657

2.053

82.765







15

.563

1.760

84.525







16

.498

1.555

86.081







17

.482

1.507

87.587







18

.465

1.452

89.040







19

.409

1.279

90.319







20

.387

1.209

91.528







21

.349

1.090

92.618







22

.337

1.053

93.671







23

.294

.920

94.590







24

.272

.849

95.439







25

.256

.800

96.239







26

.245

.767

97.006







27

.217

.678

97.684







28

.205

.640

98.324







29

.177

.554

98.878







30

.141

.441

99.319







31

.119

.373

99.691







32

.099

.309

100.000







Extraction Method: Principal Component Analysis.

Phụ lục 9: Bảng ma trận xoay nhân tố Rotated Component Matrixa


Component

1

2

3

4

5

6

7

CS3

.795







CS4

.780







CS7

.750







CS5

.729







CS8

.721







CS6

.692







CS9

.643







CS1

.618







CQ4


.750






CQ6


.736






CQ2


.731






CQ3


.588






CQ5


.536






MTKT6



.680





CQ7








MTKT7



.631





MTKT2



.528





MTKT4








KH2




.738




KH3




.734




KH4




.669




KH1




.629




MTKT1





.827



MTKT3





.741



MTKT5





.632



CS2








CQ9






.826


CQ10






.669


CQ8






.618


DTCT1







.681

DTCT3







.624

DTCT2







.618

Extraction Method: Principal Component Analysis. Rotation Method: Varimax with Kaiser Normalization.

a. Rotation converged in 7 iterations.

Phụ lục 10: Kết quả phân tích mô hình hồi quy tuyến tính đa biến


Coefficientsa

Model (Mô hình hồi quy theo bước)

Unstandardized Coefficients

Standardized Coefficients

t

Sig.

Collinearity Statistics

Beta

Std. Error

Beta

Tolerance

VIF

1

(Constant)

1.189

.176


6.754

.000



MTKTA

.745

.040

.784

18.661

.000

1.000

1.000


2

(Constant)

.550

.170


3.230

.001



MTKTA

.572

.040

.602

14.237

.000

.744

1.344

CS

.330

.039

.359

8.484

.000

.744

1.344


3

(Constant)

.297

.177


1.681

.094



MTKTA

.494

.044

.520

11.322

.000

.592

1.690

CS

.301

.038

.327

7.844

.000

.717

1.396

DTCT

.168

.042

.174

3.982

.000

.653

1.532


4

(Constant)

.160

.178


.901

.368



MTKTA

.445

.045

.468

9.832

.000

.526

1.900

CS

.288

.038

.313

7.633

.000

.709

1.411

DTCT

.142

.042

.147

3.378

.001

.629

1.589

MTKTB

.120

.037

.137

3.257

.001

.672

1.489


5

(Constant)

-.070

.195


-.362

.718



MTKTA

.400

.048

.421

8.403

.000

.462

2.163

CS

.272

.038

.297

7.249

.000

.693

1.444

DTCT

.115

.043

.119

2.689

.008

.594

1.683

MTKTB

.117

.036

.134

3.222

.001

.671

1.491

CQB

.141

.052

.122

2.719

.007

.573

1.745

a. Dependent Variable: PTGDPS


Phụ lục 11: Top 25 NHTM Mỹ trên thị trường phái sinh


TOP 25 COMMERCIAL BANKS, SAVINGS ASSOCIATIONS AND TRUST COMPANIES IN DERIVATIVES DECEMBER 31, 2013, $ MILLIONS



RANK BANK NAME


STATE


TOTAL ASSETS


TOTAL DERIVATIVES


TOTAL FUTURES (EXCH TR)


TOTAL OPTIONS (EXCH TR)


TOTAL FORWARDS

(OTC)


TOTAL SWAPS (OTC)


TOTAL OPTIONS

(OTC)

TOTAL

CREDIT DERIVATIVES

(OTC)


SPOT FX

1 JPMORGAN CHASE BANK NA

OH

$1,945,467

$70,088,625

$1,261,949

$1,360,844

$13,532,965

$39,282,217

$9,261,423

$5,389,227

$61,085

2 CITIBANK NATIONAL ASSN

SD

1,346,747

62,247,698

659,311

753,010

8,372,554

40,604,400

9,284,822

2,573,601

564,583

3 GOLDMAN SACHS BANK USA

NY

105,616

48,611,684

891,142

968,241

3,680,899

36,074,902

6,731,224

265,276

3,361

4 BANK OF AMERICA NA

NC

1,433,716

38,850,900

2,081,877

123,605

6,842,601

24,751,362

2,462,451

2,589,004

252,652

5 HSBC BANK USA NATIONAL ASSN

VA

179,772

5,404,721

85,337

122,136

716,080

3,862,985

250,765

367,417

52,193

6 WELLS FARGO BANK NA

SD

1,373,600

4,856,295

144,714

93,772

1,282,836

2,801,015

487,288

46,670

6,044

7 MORGAN STANLEY BANK NA

UT

102,602

2,644,807

71,399

85,197

421,803

1,476,196

586,623

3,589

35,817

8 BANK OF NEW YORK MELLON

NY

296,626

1,199,069

23,121

6,734

334,474

650,547

184,092

101

46,986

9 STATE STREET BANK&TRUST CO

MA

239,051

1,133,281

3,282

0

1,095,392

6,418

28,048

141

30,059

10 PNC BANK NATIONAL ASSN

DE

310,000

387,294

54,198

69,700

19,372

221,424

17,727

4,872

574

11 NORTHERN TRUST CO

IL

102,659

233,523

0

0

217,070

16,392

61

0

22,078

12 SUNTRUST BANK

GA

171,262

225,957

19,127

12,113

10,286

130,085

50,771

3,575

199

13 TD BANK NATIONAL ASSN

DE

217,626

139,269

0

0

18,718

119,414

569

567

6

14 U S BANK NATIONAL ASSN

OH

360,478

107,516

255

3,350

38,102

53,288

8,561

3,961

1,493

15 REGIONS BANK

AL

116,609

76,964

2,611

0

11,579

58,433

3,303

1,038

14

16 KEYBANK NATIONAL ASSN

OH

90,440

64,743

6,423

0

7,284

43,157

6,969

910

255

17 UNION BANK NATIONAL ASSN

CA

105,286

63,772

5,110

0

3,327

43,156

12,028

150

667

18 BRANCH BANKING&TRUST CO

NC

179,126

63,354

74

0

7,091

46,157

10,032

0

18

19 FIFTH THIRD BANK

OH

128,186

62,883

929

0

9,297

36,878

14,341

1,438

236

20 CAPITAL ONE NATIONAL ASSN

VA

238,483

39,082

0

0

759

37,203

36

1,084

2

21 RBS CITIZENS NATIONAL ASSN

RI

94,717

36,733

0

0

7,591

25,639

2,430

1,072

31

22 BOKF NATIONAL ASSN

OK

26,795

28,576

581

551

22,514

3,199

1,732

0

30

23 HUNTINGTON NATIONAL BANK

OH

59,305

27,621

3

0

2,720

23,705

353

840

3

24 COMERICA BANK

TX

65,202

21,494

0

0

1,593

15,623

3,406

872

216

25 MANUFACTURERS&TRADERS TR CO

NY

84,347

21,408

0

0

2,716

16,515

2,177

0

177


TOP 25 COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES



$9,373,717


$236,637,271


$5,311,443


$3,599,253


$36,659,625


$150,400,312


$29,411,232


$11,255,405


$1,078,780

OTHER COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES


3,683,344

385,792

17,026

618

66,086

252,947

47,141

1,974

699

TOTAL COMMERCIAL BANKS, SAs & TCs WITH DERIVATIVES


13,057,060

237,023,063

5,328,469

3,599,871

36,725,711

150,653,259

29,458,373

11,257,379

1,079,479


Note: Credit derivatives have been included in the sum of total derivatives. Credit derivatives have been included as an "over the counter" category, although the Call Report does not differentiate by market currently. Note: Before the first quarter of 1995 total derivatives included spot foreign exchange. Beginning in the first quarter, 1995, spot foreign exchange was reported separately.

Note: Numbers may not add due to rounding. Data source: Call Reports, schedule RC-L

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