1 TR B I H C KINH T O H O PH NHI IT I VI T NAM LU TP.H B - O TR I H C KINH T H O PH NHI IT I VI T NAM : 60340201 LU NG D N KHOA H C: PGS.TS TR N HO TP.H - M CL C Trang Trang ph L M cl c i Danh m u, ch vi t t t Danh m vii ng viii Danh m th PH N M ix U Gi i thi u M u u u C mm iv i h n c a lu X PH m NG QUAN V I 1.1 ph 1.1.1 X ph m 1.1.2 X ph m NHTM t i VN 1.2 S c n thi t ph i XHTN NHTM VN 1.2.1 u minh b 1.2.2 u h n ch r i ro c a th 1.2.3 u l a ch 1.2.4 u vi c th c hi ng 10 nt 10 1.3 a XHTN NHTM VN 1.3.1 iv 1.3.2 iv 1.3.3 iv 1.3.4 11 c iv 11 i: 14 15 ng ch 1.4 gi 1.4.1 16 gi i 1.4.1.1 c kinh nghi m cho Vi t Nam 17 L ch s n c a XHTN 1.4.1.2 cm ts 1.4.2 17 c kinh nghi m v XHTN cho Vi t Nam 1.5 gi i T ng h ut 1.5.1 20 30 n XHTN NHTM ut 1.5.1.1 s 17 32 33 mb n 33 1.5.1.2 33 1.5.1.3 s v kh 1.5.1.4 s v kh 1.5.1.5 n 33 s hi u qu i 33 33 1.5.2 ut 34 1.5.2.1 ut 34 1.5.2.2 ut v 1.5.2.3 u t h th ng ki 1.5.2.4 c qu n tr u t v v th c o ib i ro 34 34 c kinh 34 doanh 1.5.2.5 u t v h th 1.5.2.6 u t v bi qua 35 i gian 35 1.5.2.7 ut v 1.5.2.8 m ho 35 ng 35 36 K T LU C TR NG X P H 37 I T I VI T NAM 2.1 Th c tr ng x p h i t i Vi t 37 Nam 2.1.1 H th 2.1.1.1 37 m 2.1.1.2 H n ch 2.1.2 Ho 39 39 ng NHTN NHTM t i Vi t Nam c i 39 VN 2.1.2.1 Th c tr ng ho 2.1.2.2 ng x p h m 2.1.3 Ho 2.1.3.1 Th c tr ng ho Ho ng x p h m m ng x p h m m 2.2 a vi c h n ch th c hi n XHTN NHTM t i VN V V m V 2.2.3 2.2.4 50 52 gi i 2.1.4.2 2.2.2 50 51 ng XHTN NHTM t i Vi t Nam c a t ch c x p h Th c tr ng ho 2.2.1 39 49 m NHTM t i Vi t Nam c a NHNN m nhi 2.1.4.1 m ng x p h 2.1.3.2 2.1.4 m 53 c 54 54 i 55 ph n c a th 52 m ng 56 57 2.2.5 H th 57 59 K T LU 60 N XHTN NHTM T I VI T NAM 3.1 xu 3.1.1 V 3.1.1.1 60 u V u 60 3.1.1.2 u: 3.1.2 62 u 3.1.3 63 i Vi t Nam 64 3.1.3.1 64 M 65 c hi n 65 Ch n m u, ph ng v n: 66 li u 67 K t qu 3.1.3.2 68 ng 77 M ng Ch n m 76 p s li u 77 u K t qu 3.2 3.2.2.1 i quy Gi 3.2.1 3.2.2 60 82 n XHTN NHTM t i Vi t Nam xu t gi n XHTN NHTM t i VN Gi n XHTN NHTM t i VN iv 78 i 99 99 101 101 3.2.2.2 i v i th 3.2.2.3 iv 3.2.2.4 iv 3.2.2.5 ng 101 i v i h th c 103 p h ng 104 106 3.2.2.6 111 115 ng d n th o lu n, ph ng v n Ph l c 2: Ph l c 3: Ph l c 4: B ng tin c y c ng h s tin c y Cronbach alpha - tin c y c oy ut - tin c y c ut EFA - EFA c quan tr ng y u t - EFA c quan tr ng y u t i quy - i quy i iv ut B ng ch NHTM i quy iv ut hx ph m 10 DANH M C CH VI T T T NH NHTM NHNN c TCTD TP HCM TPHCM H XHTN X ph m VN Vi t Nam CRV ph n X p H CIC VCIS m Doanh Nghi p Vi t Nam ng H th ng qu m t p trung VCI PCB ph IFC T ch CP C ph n NN ng Vi t Nam ct c o QLRR Qu i ro CN CAR H s VCSH V n ch s h u mb n t i thi u 161 Coefficientsa Unstandardized Coefficients Standardized Coefficients Model t B (Constant) -1.089E-16 037 Hieu qua hoat dong 292 037 Kha nang khoan 544 Chat luong tai san Chi so an toan von Std Error Collinearity Statistics Correlations Sig Zeroorder Beta Partial Part Tolerance VIF 000 1.000 292 7.932 000 292 460 292 1.000 1.000 037 544 14.764 000 544 694 544 1.000 1.000 332 037 332 8.997 000 332 506 332 1.000 1.000 435 037 435 11.789 000 435 610 435 1.000 1.000 a Dependent Variable: Nhom yeu to tai chinh Collinearity Diagnosticsa Model Dimension Variance Proportions Condition Eigenvalue Hieu qua Index (Constant) Kha nang Chat luong Chi so an hoat dong khoan tai san toan von 1.000 00 68 25 07 00 1.000 1.000 00 01 31 68 00 1.000 1.000 1.00 00 00 00 00 1.000 1.000 00 00 00 00 1.00 dimension1 1.000 Dimension0 1.000 1.000 00 32 43 25 00 a Dependent Variable: Nhom yeu to tai chinh Residuals Statisticsa Minimum Predicted Value Residual Maximum Mean Std Deviation N -1.8779334 1.6989208 0000000 82500737 240 -1.60059154 1.88124979 00000000 56512197 240 162 Std Predicted Value -2.276 2.059 000 1.000 240 Std Residual -2.808 3.301 000 992 240 a Dependent Variable: Nhom yeu to tai chinh i quy iv iy ut Model Summaryb Model Change Statistics Std Error R R dimension0 Adjusted R of the R Square F Square Square Estimate Change Change 913a 833 828 41438603 Sig F 833 165.691 df1 df2 Durbin- Change Watson 232 000 1.980 a Predictors: (Constant), Cac yeu to khac, He thong cong nghe, Nang luc ban lanh dao, Nhan su, Moi truong hoat dong, Vi the canh tranh, Kiem soat va quan ly rui ro b Dependent Variable: Nhom yeu to phi tai chinh ANOVAb Model Sum of Squares Regression df Mean Square 199.162 232 Sig 165.691 000a 172 239.000 Total 28.452 39.838 Residual F 239 a Predictors: (Constant), Cac yeu to khac, He thong cong nghe, Nang luc ban lanh dao, Nhan su, Moi truong hoat dong, Vi the canh tranh, Kiem soat va quan ly rui ro b Dependent Variable: Nhom yeu to phi tai chinh Coefficientsa Unstandardized Coefficients Model B Std Error Standardi zed Coefficie nts Beta Collinearity Statistics Correlations t Sig Zeroorder Partial Part Tolerance VIF 163 2.681E16 027 Kiem soat va quan ly rui ro 263 027 Vi the canh tranh 525 Moi truong hoat dong (Constant) 1.000 263 9.817 000 263 542 263 1.000 1.000 027 525 19.597 000 525 790 525 1.000 1.000 543 027 543 20.272 000 543 799 543 1.000 1.000 Nhan su 126 027 126 4.702 000 126 295 126 1.000 1.000 Nang luc ban lanh dao 349 027 349 13.035 000 349 650 349 1.000 1.000 He thong cong nghe 223 027 223 8.315 000 223 479 223 1.000 1.000 Cac yeu to khac 000 072 027 072 2.701 007 072 175 072 1.000 1.000 a Dependent Variable: Nhom yeu to phi tai chinh Collinearity Diagnosticsa Model Dimension Variance Proportions Condition Eigenvalue Index (Constant) Kiem soat va quan ly rui ro Vi the canh tranh Moi truong hoat dong Nang luc ban Nhan lanh su dao He thong cong nghe Cac yeu to khac 1.000 1.000 50 01 06 24 00 09 10 00 1.000 1.000 00 01 10 00 76 00 13 00 1.000 1.000 00 00 00 27 08 01 63 00 1.000 1.000 07 00 00 03 00 90 00 00 1.000 1.000 00 98 00 01 01 00 00 00 1.000 1.000 00 00 00 00 00 00 00 1.00 1.000 1.000 00 00 76 08 14 00 02 00 dimension0 1.000 1.000 43 01 07 36 00 00 12 00 dimension1 a Dependent Variable: Nhom yeu to phi tai chinh Residuals Statisticsa Minimum Predicted Value -1.4930652 Maximum 1.9694487 Mean 0000000 Std Deviation 91286009 N 240 164 Residual -.87786949 1.18536866 00000000 40827252 240 Std Predicted Value -1.636 2.157 000 1.000 240 Std Residual -2.118 2.861 000 985 240 a Dependent Variable: Nhom yeu to phi tai chinh KI NG SPEARMAN/ KI A SAI S I Ph Correlations Standardized Residual Standardized Residual Hieu qua hoat dong 000 000 000 000 1.000 1.000 1.000 1.000 Pearson Correlation Sig (2-tailed) Kha nang khoan Chat luong tai san Chi so an toan von N Hieu qua hoat dong 240 240 240 240 240 Pearson Correlation 000 000 000 000 1.000 1.000 1.000 Sig (2-tailed) 1.000 N 240 240 240 240 Pearson Correlation 000 000 000 000 1.000 1.000 1.000 1.000 N 240 240 240 240 240 Pearson Correlation 000 000 000 000 1.000 1.000 1.000 N Kha nang khoan 240 240 240 240 240 240 Pearson Correlation 000 000 000 000 1.000 1.000 1.000 1.000 240 240 240 240 Sig (2-tailed) Chat luong tai san Sig (2-tailed) Chi so an toan von Sig (2-tailed) N 1.000 240 Correlations Standardized Hieu qua Residual hoat dong Spearman's Standardized Correlation Coefficient 1.000 021 Kha nang khoan Chat luong tai san Chi so an toan von 118 050 054 165 rho Residual Sig (2-tailed) 745 068 440 404 N 240 240 240 240 240 Correlation Coefficient 021 1.000 055 015 003 Sig (2-tailed) 745 397 815 967 N 240 240 240 240 240 Correlation Coefficient 118 055 1.000 090 057 Sig (2-tailed) 068 397 164 377 N 240 240 240 240 240 Correlation Coefficient 050 015 090 1.000 029 Sig (2-tailed) 440 815 164 649 N 240 240 240 240 240 Correlation Coefficient 054 003 057 029 1.000 Sig (2-tailed) 404 967 377 649 N 240 240 240 240 240 Hieu qua hoat dong Kha nang khoan Chat luong tai san Chi so an toan von Ph Correlations Standardized Residual Standardized Residual Pearson Correlation Kiem soat va quan ly rui ro 000 000 1.000 1.000 Sig (2-tailed) Vi the canh tranh Moi truong hoat dong Nhan su Nang luc ban lanh dao 000 000 000 000 1.000 1.000 1.000 1.000 1.000 000 He thong cong nghe Yeu to hoat dong N Kiem soat va quan ly rui ro 240 240 240 240 240 240 240 240 Pearson Correlation 000 000 000 000 000 000 000 1.000 1.000 1.000 1.000 1.000 Sig (2-tailed) 1.000 1.000 N 240 240 240 240 240 240 240 Pearson Correlation 000 000 000 000 000 000 000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 N Vi the canh tranh 240 240 240 240 240 240 240 240 240 Pearson Correlation 000 000 000 000 000 000 000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 240 240 240 240 240 240 240 Sig (2-tailed) Moi truong hoat dong Sig (2-tailed) N 240 166 Nhan su Pearson Correlation 000 000 000 000 1.000 1.000 1.000 1.000 N 240 240 240 240 Pearson Correlation 000 000 000 000 1.000 1.000 1.000 N 240 240 240 240 240 He thong cong Pearson Correlation nghe Sig (2-tailed) 000 000 000 000 1.000 1.000 1.000 N 240 240 240 240 240 240 240 240 Pearson Correlation 000 000 000 000 000 000 000 1.000 1.000 1.000 1.000 1.000 1.000 1.000 240 240 240 240 240 Sig (2-tailed) Nang luc ban lanh dao Sig (2-tailed) Cac yeu to khac Sig (2-tailed) N 000 000 000 1.000 1.000 1.000 240 240 240 240 000 000 000 1.000 1.000 240 240 240 000 000 000 1.000 1.000 1.000 1.000 1.000 240 240 1.000 240 Correlations Standardized Residual Spearman's rho 1.000 097 000 -.036 005 058 026 007 133 997 575 942 370 690 911 240 240 240 240 240 240 240 240 097 1.000 111 087 216** 104 087 -.010 133 086 178 001 109 180 880 N 240 240 240 240 240 240 240 240 Correlation Coefficient 000 111 1.000 013 053 026 037 026 Sig (2-tailed) 997 086 847 415 692 566 686 N 240 240 240 240 240 240 240 240 -.036 087 013 1.000 036 061 034 -.027 Sig (2-tailed) 575 178 847 578 349 605 674 N Standardized Residual Kiem soat va quan ly rui ro 240 240 240 240 240 240 240 240 Correlation Coefficient 005 216** 053 036 1.000 021 -.034 027 Correlation Coefficient Sig (2-tailed) N Kiem soat va Correlation Coefficient quan ly rui ro Sig (2-tailed) Vi the canh tranh Moi truong hoat dong Nhan su Correlation Coefficient Vi Moi the truong canh hoat Nhan tranh dong su Nang luc He Yeu ban thong to lanh cong hoat dao nghe dong 167 Sig (2-tailed) 942 001 415 578 746 603 676 N 240 240 240 240 240 240 240 240 058 104 026 061 021 1.000 046 -.023 370 109 692 349 746 481 719 N 240 240 240 240 240 240 240 240 Correlation Coefficient 026 087 037 034 -.034 046 1.000 -.036 Sig (2-tailed) 690 180 566 605 603 481 581 N 240 240 240 240 240 240 240 240 Correlation Coefficient 007 -.010 026 -.027 027 -.023 Sig (2-tailed) 911 880 686 674 676 719 581 N 240 240 240 240 240 240 240 240 Nang luc ban Correlation Coefficient lanh dao Sig (2-tailed) He thong cong nghe Cac yeu to khac ** Correlation is significant at the 0.01 level (2-tailed) -.036 1.000 168 Ph l c 9: B ng ch TT Ch T tr ng ut ng p h ng Ch m m Thang m ng 26% 100 80 6% 60 6-6.5% 5.5-6% 20 T n c a n n kinh t 6.5-7% 40 1.1 >7%