Tác động của đa dạng hóa và cạnh tranh đến ổn định của ngân hàng thương mại: Nghiên cứu tại Việt Nam

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Tài liệu tham khảo tiếng Việt

1. Ngô Thị Liên Hương, 2011. Đa dạng hóa dịch vụ tại ngân hàng thương mại Việt Nam. Luận án tiến sĩ kinh tế. Trường Đại học Kinh tế TP.Hồ Chí Minh.

2. Thân Thị Thu Thủy và Nguyễn Thị Thơm, 2015. Cạnh tranh trong hệ thống ngân hàng thương mại Việt Nam: So sánh giữa tiếp cận truyền thống và tiếp cận mới, Tạp chí Phát triển Kinh tế, số 26, trang 28-46.

3. Võ Xuân Vinh và Đặng Bửu Kiếm, 2016. Năng lực cạnh tranh, lợi nhuận và của các ngân hàng Việt Nam. Tạp chí Phát triển Kinh tế, số 27, trang 25-45.

4. Võ Xuân Vinh và Trần Thị Phương Mai, 2015. Lợi nhuận và rủi ro từ đa dạng hóa thu nhập của ngân hàng thương mại Việt Nam. Tạp chí Phát triển Kinh tế, số 26, trang 54-70.

PHỤ LỤC

PHỤ LỤC A: MÔ HÌNH ĐO LƯỜNG TÁC ĐỘNG CỦA ĐA DẠNG HÓA THU NHẬP ĐẾN ỔN ĐỊNH NGÂN HÀNG CỦA CÁC NHTM VIỆT NAM

Phụ lục A1: Mô hình đo lường tác động của đa dạng hóa thu nhập đến ổn định ngân hàng của các NHTM Việt Nam: Biến Z - Score

Kiểm định đa cộng tuyến:

Variable

VIF	1/VIF
zscore1	1,39	0,718866
rdiv	1,24	0,807043
size	1,72	0,580258
growth	1,60	0,604600
loans	1,16	0,858845
deposits	1,46	0,685148
ggdp	1,30	0,769788
inf	1,23	0,812090
Mean VIF	1,39

Number of obs	=	300
Group variable: donvi	Number of groups	=	28
R-sq: within = 0,4669	Obs per group: min	=	8
between = 0,0979	avg	=	10,7
overall = 0,2119	max	=	11
	F (8, 264)	=	28,90
corr(u_i, Xb) = -0,2538	Prob > F	=	0,0000

Coef.	Std. Err.	t	P> ІtІ	[95% Conf. Interval]
zscoret1	0,2706174	0,0513909	5,27	0,000	0,1694291	0,3718057
rdiv	13,72743	4,810374	2,85	0,005	4,255844	23,19901
size	-6,436633	0,7237693	-8,89	0,000	-7,861727	-5,011538

-3,171736	0,6345933	-5,00	0,000	-4,421244	-1,922228
loans	8,434594	4,372131	1,93	0,055	-0,1740898	17,04328
deposits	2,977171	6,116988	0,49	0,627	-9,067121	15,02146
ggdp	-145,048	73,61307	-1,97	0,050	-289,9915	-0,1046064
inf	3,112339	7,298899	0,43	0,670	-11,25912	17,4838
_cons	133,0637	13,53328	9,83	0,000	106,4168	159,7106
sigma_u	10,395878
sigma_e	6,456995
rho	0,72161579	(fraction of variance due to u_i)

=	28	Number of obs	=	300
Estimated autocorrelations	=	0	Number of groups	=	28
Estimated coefficients	=	9	Obs per group	=	8
			avg	=	10,71429
			max	=	11
			Wald chi2 (9)	=	1307,80
Log likelihood	=	-919,6767	Prob > chi2	=	0,0000

Coef.	Std. Err.	z	P> ІzІ	[95% Conf. Interval]
zscoret1	0,6712741	0,027962	24,01	0,000	0,6164695	0,7260787
rdiv	3,258526	2,489078	1,31	0,190	-1,619977	8,13703
size	1,011865	0,160758	3,18	0,000	-0,6720328	-0,0418732
growth	-3,851328	0,2164582	-9,57	0,919	-0,4021757	0,4463247
loans	3,886425	0,7970465	2,24	0,000	2,770264	5,894629
deposits	-73,68026	38,68731	-9,29	0,000	-62,83613	88,81532
ggdp	24,73139	0,1955543	0,59	0,054	-0,0070553	0,7595034
inf	-13,35297	0,0171028	-3,58	0,000	0,0576964	0,124738