Luận văn Thạc sĩ: Giải pháp hạn chế rủi ro tín dụng tại Ngân hàng thương mại cổ phần Công Thương Việt Nam - Chi nhánh Bến Lức

257
690
87
Sig. (2-
tailed)
.000 .045 .000
.004 .001 .000 .923 .996 .622 .049 .026 .034
N
138
138
138
138
138
138
138
138
138
138
138
138
138
ROA Pearson
Correlatio
n
-
.441
**
.008 .154 -.243
**
1 .297
**
-.420
**
-.066 -.083 .523
**
-.039 .372
**
.424
*
*
Sig. (2-
tailed)
.000 .921 .071 .004
.000 .000 .443 .332 .000 .648 .000 .000
N
138
138
138
138
138
138
138
138
138
138
138
138
138
THANHKHOAN Pearson
Correlatio
n
-
.416
**
-.011 .191
*
-.271
**
.297
*
*
1 -.478
**
-.028 -.151 .226
**
.538
**
.229
**
.294
*
*
Sig. (2-
tailed)
.000 .902 .025 .001 .000
.000 .741 .077 .008 .000 .007 .000
N
138
138
138
138
138
138
138
138
138
138
138
138
138
THUONGMAI Pearson
Correlatio
n
.602
**
.100 -.485
**
.342
**
-
.420
*
*
-.478
**
1 .169
*
.079 -.197
*
-.106 -.228
**
-
.212
*
Sig. (2-
tailed)
.000 .244 .000 .000 .000 .000
.048 .357 .021 .215 .007 .012
N
138
138
138
138
138
138
138
138
138
138
138
138
138
QUYMO Pearson
Correlatio
n
.184
*
-.013 -.066 -.008 -.066 -.028 .169
*
1 .039 -.114 .033 -.033 -.006
Sig. (2-
tailed)
.030 .883 .444 .923 .443 .741 .048
.651 .185 .701 .698 .943
N
138
138
138
138
138
138
138
138
138
138
138
138
138
Sig. (2- tailed) .000 .045 .000 .004 .001 .000 .923 .996 .622 .049 .026 .034 N 138 138 138 138 138 138 138 138 138 138 138 138 138 ROA Pearson Correlatio n - .441 ** .008 .154 -.243 ** 1 .297 ** -.420 ** -.066 -.083 .523 ** -.039 .372 ** .424 * * Sig. (2- tailed) .000 .921 .071 .004 .000 .000 .443 .332 .000 .648 .000 .000 N 138 138 138 138 138 138 138 138 138 138 138 138 138 THANHKHOAN Pearson Correlatio n - .416 ** -.011 .191 * -.271 ** .297 * * 1 -.478 ** -.028 -.151 .226 ** .538 ** .229 ** .294 * * Sig. (2- tailed) .000 .902 .025 .001 .000 .000 .741 .077 .008 .000 .007 .000 N 138 138 138 138 138 138 138 138 138 138 138 138 138 THUONGMAI Pearson Correlatio n .602 ** .100 -.485 ** .342 ** - .420 * * -.478 ** 1 .169 * .079 -.197 * -.106 -.228 ** - .212 * Sig. (2- tailed) .000 .244 .000 .000 .000 .000 .048 .357 .021 .215 .007 .012 N 138 138 138 138 138 138 138 138 138 138 138 138 138 QUYMO Pearson Correlatio n .184 * -.013 -.066 -.008 -.066 -.028 .169 * 1 .039 -.114 .033 -.033 -.006 Sig. (2- tailed) .030 .883 .444 .923 .443 .741 .048 .651 .185 .701 .698 .943 N 138 138 138 138 138 138 138 138 138 138 138 138 138
KNANGHOATDON
G
Pearson
Correlatio
n
.039 -.061 .005 .000 -.083 -.151 .079 .039 1 -.016 -.066 -.160
-
.170
*
Sig. (2-
tailed)
.646 .481 .953 .996 .332 .077 .357 .651
.855 .444 .061 .046
N
138
138
138
138
138
138
138
138
138
138
138
138
138
DONGTIENTUDO Pearson
Correlatio
n
-.217
*
.024 -.031 -.042
.523
*
*
.226
**
-.197
*
-.114 -.016 1 .092 .100 .177
*
Sig. (2-
tailed)
.011 .778 .717 .622 .000 .008 .021 .185 .855
.284 .244 .038
N
138
138
138
138
138
138
138
138
138
138
138
138
138
DONGTIEN Pearson
Correlatio
n
-.031 .158 -.057 .168
*
-.039 .538
**
-.106 .033 -.066 .092 1 .014 .075
Sig. (2-
tailed)
.720 .063 .505 .049 .648 .000 .215 .701 .444 .284
.867 .380
N
138
138
138
138
138
138
138
138
138
138
138
138
138
VONLUUDONG Pearson
Correlatio
n
-
.298
**
.043 .161 -.189
*
.372
*
*
.229
**
-.228
**
-.033 -.160 .100 .014 1
.773
*
*
Sig. (2-
tailed)
.000 .613 .060 .026 .000 .007 .007 .698 .061 .244 .867
.000
N
138
138
138
138
138
138
138
138
138
138
138
138
138
ROE Pearson
Correlatio
n
-
.294
**
.041 .102 -.180
*
.424
*
*
.294
**
-.212
*
-.006 -.170
*
.177
*
.075 .773
**
1
KNANGHOATDON G Pearson Correlatio n .039 -.061 .005 .000 -.083 -.151 .079 .039 1 -.016 -.066 -.160 - .170 * Sig. (2- tailed) .646 .481 .953 .996 .332 .077 .357 .651 .855 .444 .061 .046 N 138 138 138 138 138 138 138 138 138 138 138 138 138 DONGTIENTUDO Pearson Correlatio n -.217 * .024 -.031 -.042 .523 * * .226 ** -.197 * -.114 -.016 1 .092 .100 .177 * Sig. (2- tailed) .011 .778 .717 .622 .000 .008 .021 .185 .855 .284 .244 .038 N 138 138 138 138 138 138 138 138 138 138 138 138 138 DONGTIEN Pearson Correlatio n -.031 .158 -.057 .168 * -.039 .538 ** -.106 .033 -.066 .092 1 .014 .075 Sig. (2- tailed) .720 .063 .505 .049 .648 .000 .215 .701 .444 .284 .867 .380 N 138 138 138 138 138 138 138 138 138 138 138 138 138 VONLUUDONG Pearson Correlatio n - .298 ** .043 .161 -.189 * .372 * * .229 ** -.228 ** -.033 -.160 .100 .014 1 .773 * * Sig. (2- tailed) .000 .613 .060 .026 .000 .007 .007 .698 .061 .244 .867 .000 N 138 138 138 138 138 138 138 138 138 138 138 138 138 ROE Pearson Correlatio n - .294 ** .041 .102 -.180 * .424 * * .294 ** -.212 * -.006 -.170 * .177 * .075 .773 ** 1
Sig. (2-
tailed)
.000 .637 .235 .034 .000 .000 .012 .943 .046 .038 .380 .000
N
138
138
138
138
138
138
138
138
138
138
138
138
138
*. Correlation is significant at the 0.05 level (2-tailed).
**. Correlation is significant at the 0.01 level (2-tailed).
Sig. (2- tailed) .000 .637 .235 .034 .000 .000 .012 .943 .046 .038 .380 .000 N 138 138 138 138 138 138 138 138 138 138 138 138 138 *. Correlation is significant at the 0.05 level (2-tailed). **. Correlation is significant at the 0.01 level (2-tailed).
Model Summary
Step
-2 Log likelihood
Cox & Snell R
Square
Nagelkerke R
Square
1
31.188
a
.677
.912
a. Estimation terminated at iteration number 11 because
parameter estimates changed by less than .001.
Classification Table
a
Observed
Predicted
RRTD
Percentage
Correct
0
1
Step 1 RRTD
0
77
4
95.1
1
2
55
96.5
Overall Percentage
95.7
a. The cut value is .500
Variables in the Equation
B
S.E.
Wald
df
Sig.
Exp(B)
Step 1
a
CONGNGHIEP
-5.961
2.447
5.936
1
.015
.003
KINHNGHIEM
-2.496
.936
7.119
1
.008
.082
DONBAYTAICHINH
.229
.205
1.256
1
.262
1.258
ROA
-49.710
22.245
4.994
1
.025
.000
THANHKHOAN
-4.495
2.218
4.108
1
.043
.011
THUONGMAI
4.358
2.076
4.404
1
.036
78.088
QUYMO
1.114
1.055
1.115
1
.291
3.047
KNANGHOATDONG
1.335
1.041
1.645
1
.200
3.798
DONGTIENTUDO
-4.773
13.834
.119
1
.730
.008
DONGTIEN
4.388
2.766
2.517
1
.113
80.498
VONLUUDONG
15.917
22.676
.493
1
.483
8176166.901
ROE
.805
14.674
.003
1
.956
2.236
Constant
14.735
5.819
6.411
1
.011
2507950.838
a. Variable(s) entered on step 1: CONGNGHIEP, KINHNGHIEM, DONBAYTAICHINH, ROA , THANHKHOAN,
THUONGMAI, QUYMO, KNANGHOATDONG, DONGTIENTUDO, DONGTIEN, VONLUUDONG, ROE.
Model Summary Step -2 Log likelihood Cox & Snell R Square Nagelkerke R Square 1 31.188 a .677 .912 a. Estimation terminated at iteration number 11 because parameter estimates changed by less than .001. Classification Table a Observed Predicted RRTD Percentage Correct 0 1 Step 1 RRTD 0 77 4 95.1 1 2 55 96.5 Overall Percentage 95.7 a. The cut value is .500 Variables in the Equation B S.E. Wald df Sig. Exp(B) Step 1 a CONGNGHIEP -5.961 2.447 5.936 1 .015 .003 KINHNGHIEM -2.496 .936 7.119 1 .008 .082 DONBAYTAICHINH .229 .205 1.256 1 .262 1.258 ROA -49.710 22.245 4.994 1 .025 .000 THANHKHOAN -4.495 2.218 4.108 1 .043 .011 THUONGMAI 4.358 2.076 4.404 1 .036 78.088 QUYMO 1.114 1.055 1.115 1 .291 3.047 KNANGHOATDONG 1.335 1.041 1.645 1 .200 3.798 DONGTIENTUDO -4.773 13.834 .119 1 .730 .008 DONGTIEN 4.388 2.766 2.517 1 .113 80.498 VONLUUDONG 15.917 22.676 .493 1 .483 8176166.901 ROE .805 14.674 .003 1 .956 2.236 Constant 14.735 5.819 6.411 1 .011 2507950.838 a. Variable(s) entered on step 1: CONGNGHIEP, KINHNGHIEM, DONBAYTAICHINH, ROA , THANHKHOAN, THUONGMAI, QUYMO, KNANGHOATDONG, DONGTIENTUDO, DONGTIEN, VONLUUDONG, ROE.
PHỤ LỤC 4
KẾT QUẢ HỒI QUY MÔ HÌNH ĐÁNH GIÁ RỦI RO TÍN DỤNG CỦA KHÁCH HÀNG CÁ NHÂN
Correlations
X4
X7
X9
X3
X2
X8
X6
X5
X1
Y1
X4
Pearson Correlation
1
-.035
-.436
**
-.170
*
-.096
-.320
**
-.172
*
.196
**
-.178
*
-.238
**
Sig. (2-tailed)
.638
.000
.022
.196
.000
.020
.008
.016
.001
N
182
182
182
182
182
182
182
182
182
182
X7
Pearson Correlation
-.035
1
.212
**
-.098
.052
.043
-.028
.036
-.026
.131
Sig. (2-tailed)
.638
.004
.190
.484
.562
.703
.632
.725
.077
N
182
182
182
182
182
182
182
182
182
182
X9
Pearson Correlation
-.436
**
.212
**
1
.026
-.094
.211
**
.077
-.128
.169
*
.340
**
Sig. (2-tailed)
.000
.004
.724
.205
.004
.301
.086
.023
.000
N
182
182
182
182
182
182
182
182
182
182
X3
Pearson Correlation
-.170
*
-.098
.026
1
.056
.119
.185
*
.096
.175
*
-.076
Sig. (2-tailed)
.022
.190
.724
.455
.111
.013
.198
.018
.311
N
182
182
182
182
182
182
182
182
182
182
X2
Pearson Correlation
-.096
.052
-.094
.056
1
-.141
.020
.246
**
-.136
-.576
**
Sig. (2-tailed)
.196
.484
.205
.455
.058
.790
.001
.068
.000
N
182
182
182
182
182
182
182
182
182
182
X8
Pearson Correlation
-.320
**
.043
.211
**
.119
-.141
1
.047
-.160
*
.109
.265
**
Sig. (2-tailed)
.000
.562
.004
.111
.058
.530
.031
.142
.000
N
182
182
182
182
182
182
182
182
182
182
X6
Pearson Correlation
-.172
*
-.028
.077
.185
*
.020
.047
1
.000
.107
.068
Sig. (2-tailed)
.020
.703
.301
.013
.790
.530
.997
.150
.360
N
182
182
182
182
182
182
182
182
182
182
PHỤ LỤC 4 KẾT QUẢ HỒI QUY MÔ HÌNH ĐÁNH GIÁ RỦI RO TÍN DỤNG CỦA KHÁCH HÀNG CÁ NHÂN Correlations X4 X7 X9 X3 X2 X8 X6 X5 X1 Y1 X4 Pearson Correlation 1 -.035 -.436 ** -.170 * -.096 -.320 ** -.172 * .196 ** -.178 * -.238 ** Sig. (2-tailed) .638 .000 .022 .196 .000 .020 .008 .016 .001 N 182 182 182 182 182 182 182 182 182 182 X7 Pearson Correlation -.035 1 .212 ** -.098 .052 .043 -.028 .036 -.026 .131 Sig. (2-tailed) .638 .004 .190 .484 .562 .703 .632 .725 .077 N 182 182 182 182 182 182 182 182 182 182 X9 Pearson Correlation -.436 ** .212 ** 1 .026 -.094 .211 ** .077 -.128 .169 * .340 ** Sig. (2-tailed) .000 .004 .724 .205 .004 .301 .086 .023 .000 N 182 182 182 182 182 182 182 182 182 182 X3 Pearson Correlation -.170 * -.098 .026 1 .056 .119 .185 * .096 .175 * -.076 Sig. (2-tailed) .022 .190 .724 .455 .111 .013 .198 .018 .311 N 182 182 182 182 182 182 182 182 182 182 X2 Pearson Correlation -.096 .052 -.094 .056 1 -.141 .020 .246 ** -.136 -.576 ** Sig. (2-tailed) .196 .484 .205 .455 .058 .790 .001 .068 .000 N 182 182 182 182 182 182 182 182 182 182 X8 Pearson Correlation -.320 ** .043 .211 ** .119 -.141 1 .047 -.160 * .109 .265 ** Sig. (2-tailed) .000 .562 .004 .111 .058 .530 .031 .142 .000 N 182 182 182 182 182 182 182 182 182 182 X6 Pearson Correlation -.172 * -.028 .077 .185 * .020 .047 1 .000 .107 .068 Sig. (2-tailed) .020 .703 .301 .013 .790 .530 .997 .150 .360 N 182 182 182 182 182 182 182 182 182 182
X5
Pearson Correlation
.196
**
.036
-.128
.096
.246
**
-.160
*
.000
1
-.055
-.471
**
Sig. (2-tailed)
.008
.632
.086
.198
.001
.031
.997
.464
.000
N
182
182
182
182
182
182
182
182
182
182
X1
Pearson Correlation
-.178
*
-.026
.169
*
.175
*
-.136
.109
.107
-.055
1
.267
**
Sig. (2-tailed)
.016
.725
.023
.018
.068
.142
.150
.464
.000
N
182
182
182
182
182
182
182
182
182
182
Y1
Pearson Correlation
-.238
**
.131
.340
**
-.076
-.576
**
.265
**
.068
-.471
**
.267
**
1
Sig. (2-tailed)
.001
.077
.000
.311
.000
.000
.360
.000
.000
N
182
182
182
182
182
182
182
182
182
182
**. Correlation is significant at the 0.01 level (2-tailed).
*. Correlation is significant at the 0.05 level (2-tailed).
X5 Pearson Correlation .196 ** .036 -.128 .096 .246 ** -.160 * .000 1 -.055 -.471 ** Sig. (2-tailed) .008 .632 .086 .198 .001 .031 .997 .464 .000 N 182 182 182 182 182 182 182 182 182 182 X1 Pearson Correlation -.178 * -.026 .169 * .175 * -.136 .109 .107 -.055 1 .267 ** Sig. (2-tailed) .016 .725 .023 .018 .068 .142 .150 .464 .000 N 182 182 182 182 182 182 182 182 182 182 Y1 Pearson Correlation -.238 ** .131 .340 ** -.076 -.576 ** .265 ** .068 -.471 ** .267 ** 1 Sig. (2-tailed) .001 .077 .000 .311 .000 .000 .360 .000 .000 N 182 182 182 182 182 182 182 182 182 182 **. Correlation is significant at the 0.01 level (2-tailed). *. Correlation is significant at the 0.05 level (2-tailed).
Omnibus Tests of Model Coefficients
Chi-square
df
Sig.
Step 1
Step
179.985
9
.000
Block
179.985
9
.000
Model
179.985
9
.000
Model Summary
Step
-2 Log likelihood
Cox & Snell R
Square
Nagelkerke R
Square
1
54.807
a
.628
.867
a. Estimation terminated at iteration number 8 because
parameter estimates changed by less than .001.
Classification Table
a
Observed
Predicted
Y1
Percentage
Correct
0
1
Step 1 Y1
0
57
6
90.5
1
4
115
96.6
Overall Percentage
94.5
a. The cut value is .500
Variables in the Equation
B
S.E.
Wald
df
Sig.
Exp(B)
Step 1
a
X4
-.267
1.008
.070
1
.791
.766
X7
1.089
.793
1.885
1
.170
2.972
X9
.496
.208
5.677
1
.017
1.642
X3
.011
.413
.001
1
.979
1.011
X2
-1.918
.522
13.499
1
.000
.147
X8
-.108
.916
.014
1
.906
.898
X6
1.137
1.386
.673
1
.412
3.118
X5
-2.009
.493
16.594
1
.000
.134
X1
1.727
1.006
2.950
1
.086
5.626
Constant
2.767
1.209
5.236
1
.022
15.914
a. Variable(s) entered on step 1: X4, X7, X9, X3, X2, X8, X6, X5, X1.
Omnibus Tests of Model Coefficients Chi-square df Sig. Step 1 Step 179.985 9 .000 Block 179.985 9 .000 Model 179.985 9 .000 Model Summary Step -2 Log likelihood Cox & Snell R Square Nagelkerke R Square 1 54.807 a .628 .867 a. Estimation terminated at iteration number 8 because parameter estimates changed by less than .001. Classification Table a Observed Predicted Y1 Percentage Correct 0 1 Step 1 Y1 0 57 6 90.5 1 4 115 96.6 Overall Percentage 94.5 a. The cut value is .500 Variables in the Equation B S.E. Wald df Sig. Exp(B) Step 1 a X4 -.267 1.008 .070 1 .791 .766 X7 1.089 .793 1.885 1 .170 2.972 X9 .496 .208 5.677 1 .017 1.642 X3 .011 .413 .001 1 .979 1.011 X2 -1.918 .522 13.499 1 .000 .147 X8 -.108 .916 .014 1 .906 .898 X6 1.137 1.386 .673 1 .412 3.118 X5 -2.009 .493 16.594 1 .000 .134 X1 1.727 1.006 2.950 1 .086 5.626 Constant 2.767 1.209 5.236 1 .022 15.914 a. Variable(s) entered on step 1: X4, X7, X9, X3, X2, X8, X6, X5, X1.