Quản trị rủi ro tín dụng đối với doanh nghiệp tại các Ngân hàng thương mại Việt Nam - 28

Tên ngân hàng

Tên Tiếng Anh

Tên giao dịch

Trang chủ

27

Ngân hàng Sài Gòn Công Thương

Sai Gon Thuong Tin Bank

Saigonbank, SGB

saigonbank.com.vn

28

Ngân hàng Sài Gòn- Hà Nội

Saigon - Hanoi Commercial Joint Stock Bank

SHBank, SHB

shb.com.vn

29

Ngân hàng Sài Gòn Thương Tín

Sai Gon Thuong Tin Commercial Joint Stock Bank

Sacombank, STB

sacombank.com.vn

30

Ngân hàng Việt Á

Viet A Bank

VietABank, VAB

vietabank.com.vn

31

Ngân hàng Bảo Việt

Bao Viet Bank

BaoVietBank, BVB

baovietbank.vn

32

Ngân hàng Việt Nam Thương Tín

Vietnam Thuong Tin Commercial Joint Stock Bank

VietBank

vietbank.com.vn

33

Ngân hàng Xăng dầu Petrolimex

Joint Stock CommerciaPetroli mex Bank

Petrolimex Group Bank, PG Bank

pgbank.com.vn

34

Ngân hàng Xuất Nhập khẩu Việt Nam

Vietnam Joint Stock Commercia lVietnam Export

Import Bank

Eximbank, EIB

eximbank.com.vn

35

Ngân hàng Bưu điện Liên Việt

Joint stock commercial Lien

Viet postal bank

LienVietPostBa nk, LPB

lienvietpostbank.com

.vn

Tên ngân hàng

Tên giao dịch

1

Ngân hàng thương mại Cổ phần Công thương Việt Nam

Vietinbank, CTG

2

Ngân hàng thương mại Cổ phần Đầu tư và Phát triển Việt Nam

BIDV

3

Ngân hàng Nông nghiệp và Phát triển nông thôn Việt Nam

Agribank

4

Ngân hàng thương mại Cổ phần Ngoại thương Việt Nam

VCB

5

Ngân hàng thương mại Cổ phần Sài Gòn Thương tín

STB

6

Ngân hàng thương mại Cổ phần Xuất Nhập Khẩu Việt Nam

Eximbank

7

Ngân hàng thương mại Cổ phần Quân đội

MBB

8

Ngân hàng thương mại Cổ phần Tiên Phong

TPBank

9

Ngân hàng thương mại Cổ phần Quốc tế Việt Nam

VIB

10

Ngân hàng thương mại Cổ phần Việt Á

VietA Bank

11

Ngân hàng thương mại Cổ phần Á Châu

ACB

12

Ngân hàng thương mại Cổ phần Hàng hải Việt Nam

Maritime Bank

13

Ngân hàng thương mại Cổ phần Sài Gòn Hà Nội

SHB

14

Ngân hàng thương mại Cổ phần Việt Nam Thịnh Vượng

VPBank

15

Ngân hàng thương mại Cổ phần Kỹ thương Việt Nam

Techcombank

16

Ngân hàng thương mại Cổ phần Sài Gòn Công thương

SGB

17

Ngân hàng thương mại Cổ phần Phương Đông

OCB

18

Ngân hàng thương mại Cổ phần Phát triển TP.HCM

HDBank

19

NHTM Cổ phần An Bình

ABBank

20

NHTM Cổ phần Bưu điện Liên Việt

Lienvietpostbank

Số quan

sát

Trung bình

Độ lệch chuẩn

Giá trị nhỏ nhất

Giá trị lớn nhất

RRTD (CreditRisk) (Nợ xấu doanh nghiệp/Tổng dư nợ doanh nghiệp)

100

2,63

2,147

0,38

12,37

Quy mô (Banksize)

100

8,14

0,461

7,167

9,003

Tốc độ tăng trưởng tín dụng (Creditgr)

100

18,957

25,052

-21,808

147,369

Vốn chủ sở hữu (EQUITY)

100

9,100

3,863

4,386

23,838

Tỷ lệ dư nợ cho vay doanh nghiệp/vốn hoạt động (LTD)

100

45,658

19,191

16,477

136,740

Tỷ lệ lợi nhuận/vốn chủ sở hữu (ROE)

100

7,868

4,831

0,304

22,908

Tỷ lệ dư nợ ngắn hạn (STL)

100

52,396

14,544

14,629

81,339

Tỷ lệ lạm phát (Inf)

100

3,952

2,378

0,6

6,81

Tốc độ tăng trưởng kinh tế GDP (GDP)

100

5,864

0,581

5,03

6,68

Name

CreditRisk

BankSize

Creditgr

Equity

LTD

ROE

STL

Inf

GDPGr

2012

Vietin

0.014268173

8.702025574

0.199032689

0.066777578

0.749281538

0.183487437

0.558848089

6.81%

5.03%

2013

Vietin

0.009516432

8.760700174

0.103551127

0.09381962

0.717153659

0.107406637

0.55131452

6.04%

5.42%

2014

Vietin

0.011588609

8.820360251

0.141584892

0.08322801

0.690000589

0.104079249

0.568507403

1.84%

5.98%

2015

Vietin

0.009020427

8.891806919

0.177515296

0.071672743

0.724424502

0.102328822

0.528721211

0.60%

6.68%

2016

Vietin

0.008731258

8.977128453

0.178099853

0.063602261

0.682709018

0.113654588

0.554248381

4.47%

6.21%

2017

Vietin

0.011831202

9.039422979

0.16139494

0.058429008

0.569077122

0.133982014

0.555248382

2.50%

6.81%

2012

Bidv

0.023760902

8.685548779

0.151635461

0.054652

0.846348298

0.097074798

0.534218897

6.81%

5.03%

2013

Bidv

0.020021035

8.739086425

0.103630804

0.058425959

0.827556505

0.126436022

0.549063882

6.04%

5.42%

2014

Bidv

0.018019077

8.813140716

0.197121754

0.051159775

0.727415277

0.149849027

0.519025227

1.84%

5.98%

2015

Bidv

0.014648638

8.929760938

0.240433134

0.049767216

0.737384965

0.150624465

0.516682156

0.60%

6.68%

2016

Bidv

0.014982871

9.002772419

0.146884718

0.043863342

0.665846741

0.141102321

0.499176833

4.47%

6.21%

2017

Bidv

0.01339067

9.079782199

0.088759393

0.043154981

0.516074233

0.156148752

0.499276902

2.50%

6.81%

2012

Vietcom

0.031632345

8.617498417

0.137591529

0.100254673

0.681909541

0.106543433

0.632219706

6.81%

5.03%

2013

Vietcom

0.029993356

8.671167316

0.116299074

0.090376555

0.623392697

0.103278802

0.652059873

6.04%

5.42%

2014

Vietcom

0.024942468

8.761167411

0.146901624

0.075132684

0.580012435

0.106376988

0.659284973

1.84%

5.98%

2015

Vietcom

0.01998729

8.82891411

0.150821762

0.066736951

0.542513977

0.118471838

0.618743782

0.60%

6.68%

2016

Vietcom

0.018200853

8.896474899

0.096263455

0.060867584

0.528364129

0.142854218

0.597591792

4.47%

6.21%

2017

Vietcom

0.015260603

9.015081056

0.071426225

0.052307717

0.371877428

0.158131075

0.601234999

2.50%

6.81%

2012

Agribank

0.123661644

8.790434755

0.022570359

0.058808667

0.484884726

0.026329537

0.578346545

6.81%

5.03%

Name

CreditRisk

BankSize

Creditgr

Equity

LTD

ROE

STL

Inf

GDPGr

2013

Agribank

0.107440979

8.843255699

-0.032615685

0.052927983

0.403925729

0.044754212

0.620052431

6.04%

5.42%

2014

Agribank

0.103194591

8.882860117

-0.062985733

0.053930997

0.328597717

0.043393509

0.641900838

1.84%

5.98%

2015

Agribank

0.053823575

8.941912412

0.023826519

0.048591348

0.295492635

0.05581884

0.674001197

0.60%

6.68%

2016

Agribank

0.049580891

9.000522903

0.104114717

0.049171462

0.286766357

0.068815473

0.694985044

4.47%

6.21%

2017

Agribank

0.044483659

9.076069864

0.090818593

0.047857468

0.260675061

0.089123822

0.695112346

2.50%

6.81%

2012

Maritime

0.020394848

8.041090058

-0.206720911

0.090144893

0.306546907

0.022849257

0.346799904

6.81%

5.03%

2013

Maritime

0.030540988

8.029849814

-0.20422239

0.087873373

0.243484548

0.035045991

0.27006024

6.04%

5.42%

2014

Maritime

0.048031845

8.018570445

0.031414417

0.090502989

0.254745395

0.015113359

0.146290568

1.84%

5.98%

2015

Maritime

0.029969825

8.018331258

-0.078871407

0.130534776

0.260166054

0.008539356

0.230826905

0.60%

6.68%

2016

Maritime

0.018472586

7.966638479

0.168034854

0.146858803

0.356930944

0.010294422

0.350738165

4.47%

6.21%

2017

Maritime

0.01810224

7.997176964

0.092875405

0.141805889

0.311663813

0.039820963

0.352346788

2.50%

6.81%

2012

STB

0.017932373

8.182182106

0.223106385

0.090053062

0.706813246

0.073172428

0.704353973

6.81%

5.03%

2013

STB

0.013646782

8.207843287

0.018965308

0.105737826

0.71967187

0.13063425

0.606507803

6.04%

5.42%

2014

STB

0.016736547

8.278302219

0.11221039

0.095168319

0.81102738

0.122150913

0.505274309

1.84%

5.98%

2015

STB

0.036153319

8.466188618

0.362299348

0.075477966

1.224988718

0.051912695

0.349228064

0.60%

6.68%

2016

STB

0.07010586

8.521168226

-0.049645932

0.066838536

1.367399121

0.003992847

0.380272854

4.47%

6.21%

2017

STB

0.070424808

8.566650049

-0.029708597

0.063002216

0.261639245

0.017286658

0.383456990

2.50%

6.81%

2012

Exim

0.012057709

8.230847293

-0.125345481

0.09292769

0.378393883

0.135253432

0.702588067

6.81%

5.03%

2013

Exim

0.016181234

8.230028372

0.115359304

0.086438468

0.373417691

0.044870012

0.691753924

6.04%

5.42%

2014

Exim

0.024890943

8.207078923

0.064615248

0.087329828

0.405428518

0.003986552

0.577476246

1.84%

5.98%

2015

Exim

0.018766697

8.096387416

-0.154461959

0.105284383

0.458996932

0.00304259

0.455961259

0.60%

6.68%

Name

CreditRisk

BankSize

Creditgr

Equity

LTD

ROE

STL

Inf

GDPGr

2016

Exim

0.017326852

8.109920948

-0.042283245

0.104411969

0.42960474

0.022971622

0.503756385

4.47%

6.21%

2017

Exim

0.012918239

8.173086713

0.112121941

0.095667438

0.377583638

0.03141908

0.538233444

2.50%

6.81%

2012

ACB

0.030759624

8.246271051

-0.0986451

0.071604693

0.433417297

0.062104874

0.574868204

6.81%

5.03%

2013

ACB

0.037261685

8.221672362

0.035266793

0.07505569

0.427414543

0.066097221

0.612953728

6.04%

5.42%

2014

ACB

0.021430602

8.254329959

0.046640062

0.069023544

0.406013845

0.076774924

0.591835838

1.84%

5.98%

2015

ACB

0.01003556

8.30418233

0.063081531

0.063475297

0.391241892

0.080408885

0.565736199

0.60%

6.68%

2016

ACB

0.007139691

8.368623174

0.110015801

0.060179148

0.368019159

0.094233148

0.572250655

4.47%

6.21%

2017

ACB

0.006490118

8.453801488

0.137671688

0.056383883

0.326611532

0.103330005

0.572252224

2.50%

6.81%

2012

SGB

0.030761906

7.171800087

-0.065588998

0.238307403

0.528913289

0.083980489

0.670569599

6.81%

5.03%

2013

SGB

0.05302934

7.166866232

0.001483855

0.238381424

0.534478996

0.049355405

0.631378138

6.04%

5.42%

2014

SGB

0.025319222

7.19929805

-0.072045404

0.220296782

0.427945554

0.051891515

0.679476272

1.84%

5.98%

2015

SGB

0.023383102

7.24916765

-0.080871248

0.191052607

0.350229032

0.012714454

0.674089385

0.60%

6.68%

2016

SGB

0.035214133

7.279846874

-0.047545716

0.184526738

0.309107733

0.039660355

0.676770134

4.47%

6.21%

2017

SGB

0.033078001

7.306820174

0.014019813

0.17498521

0.284967722

0.051843473

0.677333344

2.50%

6.81%

2012

VP

0.026420286

8.011046924

0.274523939

0.064703237

0.226076472

0.096940237

0.636412776

6.81%

5.03%

2013

VP

0.018267187

8.083733215

0.53509104

0.063717785

0.304791573

0.131701813

0.536567259

6.04%

5.42%

2014

VP

0.010724581

8.212830252

0.431888483

0.055012339

0.314483542

0.139593822

0.426109406

1.84%

5.98%

2015

VP

0.013732838

8.28752501

0.29084588

0.06905905

0.369057737

0.178944055

0.402235412

0.60%

6.68%

2016

VP

0.007647647

8.359400815

-0.01195188

0.075086152

0.353684306

0.229080983

0.367412592

4.47%

6.21%

2017

VP

0.016509597

8.443654211

0.210817953

0.106906445

0.2634904

0.152401571

0.375444566

2.50%

6.81%

2012

Techcom

0.02946956

8.255112264

0.00255477

0.073858224

0.294369062

0.057615533

0.610755938

6.81%

5.03%

Name

CreditRisk

BankSize

Creditgr

Equity

LTD

ROE

STL

Inf

GDPGr

2013

Techcom

0.059635287

8.201114777

0.218900111

0.08760454

0.36299324

0.04734682

0.623192964

6.04%

5.42%

2014

Techcom

0.008648116

8.245270269

0.123136971

0.08519555

0.364650555

0.072191004

0.504292065

1.84%

5.98%

2015

Techcom

0.004158371

8.283286757

0.145154221

0.085719346

0.387286336

0.092917021

0.399642337

0.60%

6.68%

2016

Techcom

0.00426566

8.371738442

0.288202695

0.083218113

0.409983107

0.160766337

0.309451647

4.47%

6.21%

2017

Techcom

0.00557202

8.430385307

0.187055377

0.099968473

0.398101114

0.146154794

0.312345555

2.50%

6.81%

2012

MB

0.037837214

8.244549154

0.306127509

0.073252711

0.455775991

0.180352375

0.781653332

6.81%

5.03%

2013

MB

0.024154628

8.256190944

0.097329869

0.083940374

0.470758435

0.150959491

0.797236818

6.04%

5.42%

2014

MB

0.026271028

8.302090924

0.055129375

0.082603388

0.454309514

0.151136716

0.716193474

1.84%

5.98%

2015

MB

0.013653062

8.344474788

0.109225969

0.102212927

0.458989949

0.111189094

0.655581348

0.60%

6.68%

2016

MB

0.013534142

8.40867828

0.161627805

0.103756348

0.459218379

0.10845128

0.633418952

4.47%

6.21%

2017

MB

0.008852726

8.496760639

0.167349327

0.098868427

0.413964997

0.120796048

0.633423456

2.50%

6.81%

2012

VIB

0.009115392

7.813069715

-0.218088402

0.128745378

0.412977332

0.062162253

0.667871886

6.81%

5.03%

2013

VIB

0.032586547

7.885783264

0.041681831

0.103839483

0.347505117

0.00629467

0.673189429

6.04%

5.42%

2014

VIB

0.022586427

7.906663381

0.010308977

0.105382618

0.31773393

0.061488686

0.593758337

1.84%

5.98%

2015

VIB

0.020054876

7.925873073

0.319677014

0.102134128

0.437153699

0.060513013

0.488398259

0.60%

6.68%

2016

VIB

0.026202346

8.019186757

0.167777262

0.083649335

0.408307977

0.064251003

0.480997044

4.47%

6.21%

2017

VIB

0.0261593

8.090895412

-0.033223919

0.071320681

0.284529109

0.071190576

0.481234444

2.50%

6.81%

2012

HD

0.039045998

7.722492672

0.110221277

0.102187511

0.20843265

0.060520091

0.813389162

6.81%

5.03%

2013

HD

0.030799912

7.935641468

0.381484621

0.099731903

0.164768461

0.025303193

0.655423976

6.04%

5.42%

2014

HD

0.018127582

7.99793045

0.815918045

0.089164356

0.259584617

0.05373839

0.477725931

1.84%

5.98%

2015

HD

0.010559943

8.027292249

0.325533899

0.088203339

0.360121103

0.067087219

0.414185893

0.60%

6.68%

Name

CreditRisk

BankSize

Creditgr

Equity

LTD

ROE

STL

Inf

GDPGr

2016

HD

0.004916066

8.176942432

0.515360114

0.061991803

0.360028345

0.098153561

0.409657912

4.47%

6.21%

2017

HD

0.008295754

8.277229204

0.267064146

0.081562841

0.32136826

0.074023774

0.414556666

2.50%

6.81%

2012

ABB

0.02486782

7.662887025

-0.090603235

0.106495381

0.377253004

0.081483681

0.685304339

6.81%

5.03%

2013

ABB

0.046351539

7.760631362

0.160266743

0.099682531

0.329153182

0.024469073

0.605927265

6.04%

5.42%

2014

ABB

0.028760065

7.829077559

0.126581332

0.084716352

0.289264832

0.02046637

0.538823122

1.84%

5.98%

2015

ABB

0.01705017

7.808715124

0.115469556

0.089946241

0.347084809

0.015764229

0.549022349

0.60%

6.68%

2016

ABB

0.022058847

7.871757145

0.277505111

0.077962623

0.386679236

0.042033266

0.522873941

4.47%

6.21%

2017

ABB

0.025866065

7.909045074

0.133030831

0.074645603

0.379056023

0.050361359

0.523222256

2.50%

6.81%

2012

OCB

0.018015294

7.438132986

0.457948507

0.139277924

0.519932467

0.060188602

0.631302398

6.81%

5.03%

2013

OCB

0.031571302

7.51581039

0.183372728

0.12089501

0.47949558

0.060889427

0.663425362

6.04%

5.42%

2014

OCB

0.022787254

7.592120229

0.087778235

0.102768337

0.426531241

0.054894083

0.537770516

1.84%

5.98%

2015

OCB

0.018459385

7.694141608

0.176584882

0.085451147

0.397926265

0.049575902

0.374482610

0.60%

6.68%

2016

OCB

0.014254178

7.804923366

0.378415126

0.073895958

0.429568888

0.082048664

0.373771236

4.47%

6.21%

2017

OCB

0.013027765

7.850063933

0.269611448

0.072561668

0.453516083

0.094135707

0.373771367

2.50%

6.81%

2012

SHB

0.08821669

8.066466122

0.995288234

0.081570659

0.404149539

0.177494227

0.443799506

6.81%

5.03%

2013

SHB

0.039308656

8.15723247

0.383766872

0.072101926

0.498677176

0.086403648

0.470799337

6.04%

5.42%

2014

SHB

0.014476946

8.227978041

0.514587624

0.061999173

0.556081769

0.075452497

0.373800052

1.84%

5.98%

2015

SHB

0.014210065

8.311126626

0.239491669

0.05498199

0.58953889

0.070648876

0.351558106

0.60%

6.68%

2016

SHB

0.014977814

8.369118854

0.22463172

0.056557815

0.6392157

0.069006232

0.414015171

4.47%

6.21%

2017

SHB

0.014779381

8.444035216

0.221600955

0.053482155

0.593190775

0.070624197

0.414123667

2.50%

6.81%

2012

Việt Á

0.039063591

7.391087772

-0.04600009

0.143569564

0.412290049

0.046441987

0.370519682

6.81%

5.03%