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
426
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
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.