Các yếu tố ảnh hưởng đến lợi nhuận các ngân hàng thương mại cổ phần ở Việt Nam: Khóa luận tốt nghiệp đại học / Nguyễn Ngọc Thanh Vy ; người hướng dẫn khoa học

BỘ GIÁO DỤC VÀ ĐÀO TẠO NGÂN HÀNG NHÀ NƢỚC VIỆT NAM

TRƢỜNG ĐẠI HỌC NGÂN HÀNG TP. HỒ CHÍ MINH

NGUYỄN NGỌC THANH VY

CÁC YẾU TỐ ẢNH HƢỞNG ĐẾN LỢI NHUẬN CỦA CÁC NGÂN HÀNG

THƢƠNG MẠI CỔ PHẦN Ở VIỆT NAM

KHÓA LUẬN TỐT NGHIỆP

CHUYÊN NGÀNH: TÀI CHÍNH – NGÂN HÀNG

MÃ SỐ: 7340201

NGƢỜI HƢỚNG DẪN KHOA HỌC

THS. PHẠM THỊ MỸ CHÂU

TP.HỒ CHÍ MINH, THÁNG 12/2018

BỘ GIÁO DỤC VÀ ĐÀO TẠO NGÂN HÀNG NHÀ NƢỚC VIỆT NAM

TRƢỜNG ĐẠI HỌC NGÂN HÀNG TP. HỒ CHÍ MINH

NGUYỄN NGỌC THANH VY

CÁC YẾU TỐ ẢNH HƢỞNG ĐẾN LỢI NHUẬN CỦA CÁC NGÂN HÀNG

THƢƠNG MẠI CỔ PHẦN Ở VIỆT NAM

KHÓA LUẬN TỐT NGHIỆP

CHUYÊN NGÀNH: TÀI CHÍNH – NGÂN HÀNG

MÃ SỐ: 7340201

NGƢỜI HƢỚNG DẪN KHOA HỌC

THS. PHẠM THỊ MỸ CHÂU

TP.HỒ CHÍ MINH, THÁNG 12/2018

I

NHẬN XÉT CỦA NGƢỜI HƢỚNG DẪN KHÓA LUẬN

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Tp. HCM, ngày …… tháng …… năm 20…

Ngƣời hƣớng dẫn khóa luận

II

Abstract

Today, financial intermediation plays a very important role in most

economies through a variety of activities, from providing payment mechanisms,

borrowing and lending links in financial markets, and awarding. to address complex

financial markets and facilities, to promote transparency in the market or to shift,

manage risk. Thanks to the ability to provide many different services, banks are

often considered the most influential financial intermediaries in an economy. Banks

play a prerequisite for the operation of major economies.

For developing economies like Vietnam, the banking system plays a very

important role in the flow of capital in the economy. The developed financial

system can allow an economy to be more productive because it allows investors to

have less capital to use the savings from groups of people and organizations with

little need and More investment opportunities. The content of this paper focuses on

identifying the factors affecting the profitability of banks in Vietnam. Higher profits

not only allow banks to create more capital to finance more money for the economy

but also are important for regulators because it ensures the capital is more flexible,

even in a more risky macro environment, such as a financial crisis.

Profitability is one of the important measures to assess the financial results of

commercial banks, is considered on the basis of combining business results and use

resources. Profitability is an important foundation to help banks innovate and

diversify products, thereby effectively trading. Therefore, assessing the profitability

of the bank as well as considering the influencing factors is not a new topic, but is

always concerned by researchers, managers and executives of banking operations.

This empirical result not only suggests bank managers to operate more effectively,

but also helps investors in the bank have more basis to make related decisions.

The purpose of this dissertation is to initially assess the impact of potential

factors on bank profits in Vietnam, thereby providing information that benefits

regulators and investors. in stabilizing the banking industry and the financial

system.

III

The study will answer 2 questions:

Question 1: What factors determine bank profits in Vietnam?

Question 2: How do these determinants affect bank profits?

The first section examines the key concepts of banking, including bank

definitions, bank type, bank balance sheet, business results report and bank profit

measure.The next section focuses on scrutiiolnizing previous studies on this topic,

including World studies on determinants of bank profits and research previous

research on bank profits in Vietnam's banking industry.This chapter focuses on data

collection and data assessment methods material. As mentioned in the previous

section, this study focuses on answering two questions:

1)What are the factors that determine bank profits and which factors affect?

2)How banks profit. Therefore, research decided to use?

Descriptive statistical methods and methods of analyzing regression models for

evidence proving the relationship between hypothetical variables and bank profits.

After thoroughly studying Vietnamese commercial banks and collecting

data.From public reports, the study draws some comments on profits of these banks.

More specifically, this section is intended to provide an overview about the banking

industry's activities in terms of capital growth and talent production, profit, market

size and bad debt provision in the period of 2009-2017.At the same time, presenting

the results from practical results.

Understanding the factors affecting bank profits is extremely important with

managers as well as other shareholders such as partners, labor, government and

financial institutions.

Quantitative research aims to verify the theory of implementation in different

social and economic conditions, as well as in different time periods to contribute to

asserting the application of background theories in the study of ability Profitability

of commercial banks with the case in Vietnam. However, the results of the study

when compared with previous studies should be considered carefully in the context

of Vietnam.

IV

The thesis uses the main method of quantitative research as the basis for the

topic. Applying the regression method (Pooled OLS) combined with the method of

fixed effects FEM (Fixed Effect Model) and Random effect model (REM).

Experimental results from running the model and tests will be used as a basis for

accepting or rejecting the hypotheses of the study, ensuring the appropriateness of

the model.

By the OLS estimation method, FEM and REM find some evidence that the

scale of assets has an unclear effect on performance, the capital ratio shows a

significant and positive effect on ROA. but negative (negative) for the dependent

variable of ROE, customer loans and outstanding loans to customers are both

significant and negative influences on ROA and ROE, customer deposits show

having a significant and negative effect on ROA and ROE, the variables

representing income (net interest income and non-interest income) all have positive

and statistically significant effects on ROA and ROE. . Finally, investment

securities show negative and statistically significant effects on ROA and ROE.

Although the paper was able to find evidence that the impact of some factors

on the bank's profitability, there are certain limitations in the research.

First, the research data only includes 20 joint stock commercial banks

operating in Vietnam, which are not really representative of all banks in Vietnam

and therefore the research results may not yet be really consistent.

Second, the variables included in the study are the variables proposed by

Islam et al. (2017), so there are still many other factors that can affect bank profits

and risks but are not given. into the research model. So this is the second limitation

of the paper.

In addition, a general consideration and identification of factors affecting

bank profitability are extremely practical because it supports managers and policy

makers in decision making. like managing a bank more effectively. For that reason,

in order to learn more and more deeply about this issue, the thesis selected the

V

research topic "The factors affecting the profitability of joint-stock commercial

banks in Vietnam" makes current practice and urgency