B GIÁO DC VÀ ÀO TO
TRNG I HC KINH T TP.HCM
VÕ PHNG HÀ CHIÊU
TÁC NG CA S HU NHÀ NC VÀ S
HU NC NGOÀI N HIU QU HOT
NG CA NHTM VIT NAM
Chuyên ngành : Chính sách công
Mã s : 60.34.04.02
LUN VN THC S KINH T
NGI HNG DN KHOA HC:
TS. V THÀNH T ANH
Ths. THIÊN ANH TUN
TP. H CHÍ MINH – NM 2014
i
c hi liu s
dng trong luc dn ngu t trong phm vi hiu
bit ct thit phm ci hc Kinh
t H ng dy Kinh t Fulbright.
lu
ii
LI C
TS. Cao
.
,,
iii
s: (i)
(ii)
.
-CP
n
(ROA, ROE
) 2012.
t, 5 i (ROA,
ROE)
. ,
(i)
(ii)
; (iii)
iv
(iv)
(v)
2012.
,
.
v
L i
LI CM N ii
iii
T iv
v
vii
viii
ix
x
CH 1
u 1
u 3
u 3
u 3
u 3
1.4 Phu 4
4
u 4
CH H
5
2.1 C s h 5
a s h 5
a s hc n
6
7
7
ng 8
s 8
CH 14
vi
14
14
h 2012 14
16
19
ng quan gi 20
3.3.1 Tng quan gi h 20
ng quan gic lng 21
3.4 Phu 22
CHC L 23
c l 23
c l
2012 23
c l l n x
009 2012 25
o lun kt qu c l ng ca c hu
n hiu qu hong cNHTM Vit Nam 27
ng ca s hn hiu qu hong c n
2009 2012 27
c n 29
CH 31
5.1 Kt luu 31
5.2 G 32
33
34
38
vii
Agribank
Vietnam Bank for Agriculture
and Rural Development
BIDV
Bank for Investment and
Development of Vietnam
GDP
Gross Domestic Product
GPBank
Global Petro Commercial Joint
Stock Bank
MHB
Mekong Housing Bank
NHTM
NHTMCP
NHTMNN
ROA
Return on assets
ROE
Return on equity
SaigonBank
SaigonBank For Industry and
Trade
TCTD
TienPhongBank
TienPhong Commercial Joint
Stock Bank
Phong
Vietcombank
Joint Stock Commercial Bank
for Foreign Trade of Vietnam
Vietinbank
Viet Nam Joint Stock Commercial
Bank For Industry and Trade
viii
h 2
13
h 2012 15
h 2012 21
c l 23
c lNHTM 25
ix
16
17
17
18
18
19
19
ng quan gi 22
Tng quan gi 22
x
- 2013 38
h
gii 39
c n 40
c n
tr 41
h
2012 42
h
2012 44
h 45
c nc ngoai
47
/ch 49
50
c l 51
59
n
2012 60
1
1.1
.
)
,
: (i) 9 2001:
NHTMNN)
(H nay:
1
);;
TCTD) quy
,;
2
,
3
(i) NHTMNN
, NHTMNN; (ii)
.
: 2004 theo-
.
nNHTMNN
4
1
2
3
2015 (2012).
4
4 NHTM
2
5
. NHTMNN
(NHTM)
. Sau khi -
CP
6
n
NHTM
Corporation ( ); United
Overseas Bank Limited (),
S
ROA caoROE 5 NHTM
cao NHTM
.
1.1
ROA
ROE
NHTM
5
1,19%
16,21%
NHTM t
37
2,11%
11,89%
ROA
ROE
10
2,17%
13,96%
32
1,95%
11,91%
T
nhau. C
(i)
(
Micco; (ii)
5
Global Financail Development Report 2013 (World Bank, 2013)
2010 (P
35,56%
.
6
Q15
n
3
(Bonin2004; , 2007).
n
trong
.
.
1.2
.
,
hai
?
am
?
1.3
1.3.1
NHTM,ng
i nhu
N
1.3.2
Do
NHTM 2012.
4
1.4
s
.
T,NHTM
:
.
1.5
,
website c 2012.
1.6 K
,
;
t qu li t raC 5
tt lu
5
2.1
quan
. Theo Gursoy Aydogan (2002), Kiruri (2013), v
k
H
theo 2
(
Shapiro, 1998, Kobeissi, 2010); (ii)
.
m
.
2.1.1 M
L.
:
(Gerschenkron, 1962, Micco, 2006)
(WorldBank, 2001). , theo ,
Kobeissi (2010) nhi
do;
.
i theo ,
6
C
n/c chuyi
:
(i)
ti,
(ii) Berger (2005)
,
;
(iii) Cornett (2008)
1989 2000 ,
.
2.1.2
Theo Bonin (2004),
quan
:
. Buch (2003),
Berger (2005) ,
7
.
c
. M
(i)
2000
,
.
(ii) (2006) 38 NHTM
2003
.
2.2
2.2.1
Theo Aburime (2005), OngoreKusa (2013), c
:
hiu qu
,
(2.1)
: h C
8
(Data Envelope Analysis) (Stochastic Frontier Analysis).
ROA (Return on Assets), ROE
(Return on Equity), NIM (Net interest margin), NPL (Non-performing loans)
.
:
/
:
)
),
),
:
gian GDP,
/
trong
mt khong thi gian.
2.2.2
,
2009 2012 ng
, c th :
(2.2)
2.2.3
2.2.3.1
9
:. T
k.
(2000), Bonin (2004), Berger (2005).
theo B am
Service (2014),
;T 02/2013/TT-NHNN
-;
7
. ,
ng
8
2.2.3.2
5 NHTM
NHTM Trong
9
7
, mt s NHTM th xu th
c ki l n xi 50 - 60%
8
9
10
NHTM Trung Q
10
do .
1986 1989 4 NHTM nhim v kinh doanh
ch v (n
nghing Vit
Nam
11
). 1996,
i
chia :
5
.
LaPorta (2002)
12
.
.
n
2.
c
(
) NHTM .
n
theo
,
n
10
-
Non-Big Four majority state-owned banks
Majority Private domestic
Majority foreign
mixed ownership
11
(theo Quynh s .
12
:
--
11
13
.
. ,
.
m 2005. Theo
2007
14
N-CP
15
.
. T
cao. /
logarit
.
.
T
ho
Bonin, 2004;
, 2006).
13
- -
(P3).
14
p m i
xc chuyi.
15
-CP
12
NHTM
: (i) hongt
; (ii)
(Shih2007, 2010). u thc
nghim Farazi (2011) NHTM u qu cao
.
din cho nc
, ng t l n
16
. V t, t l
n mc cho vay c
(Bourke,
1989, Athanasoglou , 2006)theo Noulas (1997),
A 2006)
. Mi quan h c hoc.
B
.
.
g
Athanasoglou
2006 Wang Zhu, 2008).
09 2012 .
16
13
nh
.
: .
2.1
N
Claessens (2000),
Bonin (2004),
Berger (2005)
(-)
Berger (2007)
(-)
LaPorta (2002),
Berger (2007)
NHTM
(+)
Berger (2005)
(-)
,
(-)
Bonin (2004)
(+)
Athanasoglou
(2006)
NHTM
(+)
Farazi (2001),
Shih (2007)
(-)
Bourke (1989)
(+)
Noulas (1997)
(-)
Wang Zhu
(2008)
(+)
Athanasoglou
(2006)
(+/-)
Bonin (2004),
Berger (2005)
(+) ng bin; (-) ch bin-
m.
14
3.1
, NHTM
2009 - 2012.
(ROA, ROE, NPL
n
- 2012
,
NHTM.
n
160 .
2012.
3.2
3.2.1 2012
: p/
2011
3
(TinNghiaBank)
.
do v