CC YU T NH HNG N KH NNG SINH LI CA CC NGN HNG THNG MI VIT NAM 1.

. Gii thiu Ngn hng nh ch ti chnh trung gian ng mt vai tr rt quan trng trong nn kinh t vi chc nng phn phi, iu tit ngun ti chnh mt cch hp l cho cc ch th tham gia hot ng kinh t, iu ny cng mang li cho chnh ngn hng mt ngun thu nhp khng nh. Qua nhiu nm, th trng ti chnh Vit Nam dn pht trin ko theo s ra i v ln mnh thm ca cc ngn hng thng mi, kt qu t cc hot ng ngn hng gp phn ng k vo thu nhp quc gia. Bn cnh nhng thun li th cng tn ti khng t kh khn nh hng n hot ng to ra li nhun ca cc ngn hng. Cc nghin cu trc y ca Asli Demirguc-Kunt v Harry Huizinga nh gi c nhng tc ng ln kh nng sinh li ca ngn hng bng m hnh hi quy a bin vi quy m 80 quc gia. Bi vit ny s dng m hnh nghin cu trn kt hp vi s chn lc cc bin c lp v ph thuc cho ph hp vi bi cnh cc ngn hng thng mi Vit Nam v bng phng php phn tch hi quy nh gi tc ng ln kh nng sinh li ca cc ngn hng, qua c th pht huy nhng li th ca cc yu t tc ng tch cc v hn ch cc yu t tiu cc ngy cng ci thin mi trng hot ng ngn hng cng nh pht trin hn th trng ti chnh Vit Nam. 2. Cu hi nghin cu Xc nh cc yu t nh hng n kh nng sinh li ca ngn hng? Cc yu t tc ng nh th no n kh nng sinh li ca cc ngn hng thng mi Vit Nam? 3. Mc tiu nghin cu Nhn bit v nh gi c hng tc ng ca cc yu t nh hng n kh nng sinh li ca ngn hng thng mi Vit Nam. 4. Tng quan ti liu Ti liu tham kho chnh Asli Demirguc-Kunt and Harry Huizinga, 1998, Determinants of Commercial Bank Interest Margins and Profitability: Some International Evidence, Policy Research Working Paper WPS 1900, World Bank. Asli Demirguc-Kunt and Harry Huizinga, 2000, Financial Structure and Bank Profitability, Policy Research Working Paper No. 2430, World Bank. nh gi ti liu Asli Demirguc-Kunt v Harry Huizinga nu ra c m hnh hi quy vi cc nhm bin chnh tc ng n kh nng sinh li ca cc ngn hng thng mi l nhm bin v c trng ngn hng, ch s v m, thu, bo him tin gi, cu trc ti chnh v ch s v lut v th ch. Mi nhm

bin cha cc bin c lp vi nhau tc ng n bin ph thuc i din cho kh nng sinh li ca ngn hng thng mi chnh l t s gia li nhun trc thu trn tng ti sn.
Gii thiu m hnh nghin cu

M hnh trong bi vit ny c k tha t m hnh ca Kunt v Huizinga nhng c lc b mt s bin c lp ph hp vi tnh cht nghin cu ca cc ngn hng thng mi Vit Nam. Cc quan st ca Kunt v Huizinga c ly t cc ngn hng thng mi ca hn 80 quc gia v thu thp s liu theo nm giai on 1988 1995 nhng bi vit ny s quan st l s lng cc ngn hng thng mi Vit Nam v cc s liu c thu thp ch yu trong bo co bch ca cc ngn hng thng mi trong nm 2010. Do bi vit lc b nhm bin v ch s v m, cc bin c lp c lin quan n cc ch s v m v nhm bin cu trc ti chnh. Bn cnh , cc ngn hng thng mi Vit Nam u c c ch v bo him tin gi tng t nhau v cha c c quan no chnh thc nh gi cc ch s v lut v th ch nn nhm bin bo him tin gi v ch s lut v th ch cng c a ra khi m hnh. Nh vy m hnh trong bi vit gm 2 nhm bin l c trng ngn hng v thu v mt bin ph thuc l kh nng sinh li. M hnh c dng nh sau:

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