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

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

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.

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).

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.