= | 61.80 | avg = | 7.00 | |
Prob > F | = | 0.000 | max = | 7 |
Có thể bạn quan tâm!
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Hoàng Công Gia Khánh & Trần Hùng Sơn. (2015). „Phát Triển Thị Trường Tài Chính Và Rủi Ro Của Các Ngân Hàng Thương Mại Việt Nam‟, Tạp Chí Phát Triển -
Jacob Oduor, Kethi Ngoka, Maureen Odongo (2017). Capital Requirement, Bank Competition And Stability In Africa. Review Of Development Finance Xxx (2017) Xxx–Xxx. -
Tác động của vốn chủ sở hữu, rủi ro tín dụng đến sự ổn định tài chính của ngân hàng thương mại Việt Nam - 20
Xem toàn bộ 169 trang tài liệu này.
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
lnz | ||||||
L1. | .0545457 | .0492743 | 1.11 | 0.279 | -.0471514 | .1562427 |
banksize | -.1224771 | .0577995 | -2.12 | 0.045 | -.2417695 | -.0031848 |
llp | -2.21697 | 1.343885 | -1.65 | 0.112 | -4.990612 | .5566725 |
loanta | .7041662 | .3784957 | 1.86 | 0.075 | -.0770106 | 1.485343 |
cir | 3.016098 | 1.281217 | 2.35 | 0.027 | .3717966 | 5.660399 |
roe | 4.289359 | 1.124326 | 3.82 | 0.001 | 1.968865 | 6.609853 |
gdp | -7.096544 | 3.237069 | -2.19 | 0.038 | -13.77753 | -.4155614 |
npl | -3.666684 | 1.97384 | -1.86 | 0.076 | -7.740489 | .4071202 |
inf | -1.064525 | .2524065 | -4.22 | 0.000 | -1.585467 | -.5435839 |
Warning: Uncorrected two-step standard errors are unreliable.
Instruments for first differences equation Standard
D.(banksize L.lnz cir loanta npl)
GMM-type (missing=0, separate instruments for each period unless collapsed) L(2/3).roe
Arellano-Bond test for AR(1) in first differences: z = -2.32 Pr > z = 0.020 Arellano-Bond test for AR(2) in first differences: z = 0.21 Pr > z = 0.830
Sargan test of overid. restrictions: chi2(9) = 4.80 Prob > chi2 = 0.852 (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(9) = 12.44 Prob > chi2 = 0.190 (Robust, but weakened by many instruments.)
Difference-in-Hansen tests of exogeneity of instrument subsets: iv(banksize L.lnz cir loanta npl)
Hansen test excluding group: chi2(4) = 2.10 Prob > chi2 = 0.718 Difference (null H = exogenous): chi2(5) = 10.34 Prob > chi2 = 0.066
= | 71.46 | avg = | 7.00 | |
Prob > F | = | 0.000 | max = | 7 |
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
lnz | ||||||
L1. | .0514644 | .0492398 | 1.05 | 0.306 | -.0501616 | .1530904 |
banksize | -.1710579 | .0595984 | -2.87 | 0.008 | -.2940629 | -.048053 |
llp | -1.58318 | 1.555328 | -1.02 | 0.319 | -4.793219 | 1.626859 |
loanta | .2201793 | .3954531 | 0.56 | 0.583 | -.5959958 | 1.036354 |
cir | 2.209164 | 1.16478 | 1.90 | 0.070 | -.1948248 | 4.613152 |
roe | 3.803015 | 1.012018 | 3.76 | 0.001 | 1.714312 | 5.891718 |
gdp | -2.24637 | 3.745266 | -0.60 | 0.554 | -9.976219 | 5.483479 |
npl | -3.758318 | 1.865278 | -2.01 | 0.055 | -7.608063 | .0914258 |
inf | -1.538221 | .3362277 | -4.57 | 0.000 | -2.232161 | -.8442813 |
khunghoang | -.1458208 | .0578329 | -2.52 | 0.019 | -.2651821 | -.0264595 |
Warning: Uncorrected two-step standard errors are unreliable.
Instruments for first differences equation Standard
D.(banksize L.lnz cir loanta npl)
GMM-type (missing=0, separate instruments for each period unless collapsed) L(2/3).roe
Arellano-Bond test for AR(1) in first differences: z = -1.66 Pr > z = 0.097 Arellano-Bond test for AR(2) in first differences: z = 0.30 Pr > z = 0.763
Sargan test of overid. restrictions: chi2(8) = 3.62 Prob > chi2 = 0.890 (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(8) = 11.45 Prob > chi2 = 0.178 (Robust, but weakened by many instruments.)
Difference-in-Hansen tests of exogeneity of instrument subsets: iv(banksize L.lnz cir loanta npl)
Hansen test excluding group: chi2(3) = 1.27 Prob > chi2 = 0.735 Difference (null H = exogenous): chi2(5) = 10.17 Prob > chi2 = 0.070
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Favoring speed over space. To switch, type or click on mata: mata set matafavor space, perm.
Dynamic panel-data estimation, two-step difference GMM
Number of obs = | 168 | |
Time variable : nam | Number of groups = | 24 |
Number of instruments = 18 | Obs per group: min = | 7 |
F(10, 24) = 34.49 | avg = | 7.00 |
Prob > F = 0.000 | max = | 7 |
Coef. | Std. Err. | t | P>|t| | [95% Conf. | Interval] | |
lnz | ||||||
L1. | .0316622 | .0520772 | 0.61 | 0.549 | -.0758198 | .1391443 |
banksize | -.183283 | .0622716 | -2.94 | 0.007 | -.3118053 | -.0547608 |
llp | -1.640796 | 1.616858 | -1.01 | 0.320 | -4.977827 | 1.696236 |
loanta | .1144544 | .4075005 | 0.28 | 0.781 | -.7265854 | .9554942 |
cir | 2.712727 | 1.065427 | 2.55 | 0.018 | .5137934 | 4.91166 |
roe | 4.325074 | .9431445 | 4.59 | 0.000 | 2.378519 | 6.271628 |
gdp | -2.584333 | 3.81374 | -0.68 | 0.504 | -10.45551 | 5.286838 |
npl | -4.899792 | 1.832611 | -2.67 | 0.013 | -8.682115 | -1.117469 |
inf | -1.88019 | .418922 | -4.49 | 0.000 | -2.744802 | -1.015577 |
nplkhunghoang | -10.47738 | 3.764156 | -2.78 | 0.010 | -18.24622 | -2.708549 |
Warning: Uncorrected two-step standard errors are unreliable.
Instruments for first differences equation Standard
D.(banksize L.lnz cir loanta npl)
GMM-type (missing=0, separate instruments for each period unless collapsed) L(2/3).roe
Arellano-Bond test for AR(1) in first differences: z = -1.76 Pr > z = 0.078 Arellano-Bond test for AR(2) in first differences: z = 0.34 Pr > z = 0.732
Sargan test of overid. restrictions: chi2(8) = 3.11 Prob > chi2 = 0.927 (Not robust, but not weakened by many instruments.)
Hansen test of overid. restrictions: chi2(8) = 10.17 Prob > chi2 = 0.253 (Robust, but weakened by many instruments.)
Difference-in-Hansen tests of exogeneity of instrument subsets: iv(banksize L.lnz cir loanta npl)
Hansen test excluding group: chi2(3) = 1.35 Prob > chi2 = 0.718 Difference (null H = exogenous): chi2(5) = 8.83 Prob > chi2 = 0.116
PHỤ LỤC 3: DANH SÁCH CÁC NGÂN HÀNG TRONG MẪU NGHIÊN CỨU
Tên Ngân hàng | Tên Viết tắt | |
1 | NHTMCP An Bình | ABB |
2 | NHTMCP Á Châu | ACB |
3 | NHTMCP Đầu Tư và Phát Triển Việt Nam | BIDV |
4 | NHTMCP Công Thương Việt Nam - Vietinbank | CTG |
5 | NHTMCP Phát triển TP. HCM | HDB |
6 | NHTMCP Kiên Long | KLB |
7 | NHTMCP Quân Đội | MBB |
8 | NHTMCP Hàng Hải – Maritimebank | MSB |
9 | NHTMCP Nam Á | NAB |
10 | NHTMCP Quốc Dân | NCB |
11 | NHTMCP Phương Đông | OCB |
12 | NHTMCP Xăng Dầu | PGB |
13 | NHTMCP Sài Gòn | SCB |
14 | NHTMCP Đông Nam Á | SEAB |
15 | NHTMCP Sài Gòn Công Thương – Saigonbank | SGB |
16 | NHTMCP Sài Gòn- Hà Nội | SHB |
17 | NHTMCP Sài Gòn Thương Tín - Sacombank | STB |
18 | NHTMCP Kỹ Thương Việt Nam - Techcombank | TCB |
NHTMCP Tiên Phong | TPB | |
20 | NHTMCP Việt Á | VAB |
21 | NHTMCP Ngoại Thương Việt Nam - Vietcombank | VCB |
22 | NHTMCP Quốc Tế | VIB |
23 | NHTMCP Bản Việt | VIETCAPB |
24 | NHTMCP Việt Nam Thịnh Vượng | VPB |