Nhan to anh hu'dng den chat lu'Ong tin dung doi vofi
doanh nghiep cong nghiep ho trtf tai cac ngan hang thu'Ong mai Viet Nam
• NGUYEN VAN NHAT"
Tom tat
Chdt luong tin dung (CLTD) doi vdi doanh nghiep cong nghiep hd tro (CNHT) tai cdc ngdn hdng thuffng mgi (NHTM) chiu tac dgng cua nhieu nhdn to' khde nhau. Bdi viet do ludng mffc dd tac dong cda cde nhdn tobin trong ngdn hdng vd bin ngodi ngdn hdng cd tac dong de'n CLTD tgi NHTM khi thUc hien cho vay dot vdi ede doanh nghiep CNHT. Thdng qua 600 phieu khdo sdt nhdn vien ngdn hdng ve ddnh gid mffe do tde dgng cua cdc nhdn td den CLTD tai ngdn hdng, ket qud nghien cffu cho thdy, cdc nhdn to co tac dong nhieu tdi CLTD ddi vdi ngdnh CNHT tgi NHTM gom: Ndng luc qudn ly rdi ro tin dung (RRTD); Ndng lUc tdi chinh doanh nghiep CNHT; Chinh sdch tin dung; Chlnh sdch phdt trien CNHT; Quy trinh tin dung;
Phucmg dn kinh doanh cua khdch hdng.
Tu" khoa: chd't lumg tin dung, cong nghiep ho trff, doanh nghiep, ngdn hdng Summary
Quality of commercial banks' credit to enterprises in supporting industry is affected by many different factors. This paper measures the impact of internal and external factors of the banks on credit quality at commercial banks that give these enterprises a loan. Through 600 questionnaires of bank employees, the research clarifies factors that create significant impacts on quality of credit to enterprises in supporting industry, including Credit risk management capacity; Financial capacity of enterprises in supporting industry; Credit policy; Policies to develop supporting industry; Credit procedures; Business plan of customers.
Keyv?brds: credit quality, supporting industry, enterprises, banks
GlCfl THIEU nghiep CNHT difdc vay ngu6n tin dung dau tlf phat trien ttf Ngdn hang Phat trien CNHT Id nganh thdm dung vdn va ky thudt san Viet Nam (VDB). Kd't qua Id, tinh ttf thdi xua't. Nhu cau vay vo'n cua cac doanh nghiep chu yd'u diem Nghi dmh so'75/2011/1^©-CP, nt>ay la de dau ttf xay dtfng nha may, mua sam may mdc 30/08/2011 ve tin dung dau tu vd x'ua't trang thid't bi de ddi mdi cdng nghe va ndng cao trinh khau dd co hieu life ttf nam 2011 nhtfng do ky thuat sdn xuat. The'nhtfng thdi gian qua, cac dd'nnay hau nhtfkhongcd khoan vay nao doanh nghiep trong lmh vtfc nay hau nhtf khdng tid'p difdc giai ngdn (Pham Huyen, 2020) can dtfdc dtfde eac khoan vay ttf NHTM cho cac dtf '^'rong bd'i canh dd, vide do lirdng mtfc dn CNHT. dp tde ddng c^a cac nhdn to' ben irons Trong khi do, eac chinh sach tin dung dd ban hdnh ngan hdng va ben ngoai ngan hdne cd hieu qua vd hidu Itfc ra't thap, hau nhi^ chtfa hd trd tae ddng de'n CLTD tai NHTM khi i h T dtfdc eho cac doanh nghidp CNHT. Cu the nhtf, ve vd'n hien eho vay ddi vdi cae doanh neh •
dau ttf phat trid'n, theo quy dinh hien hdnh, cac doanh CNHT la ra't can thie't ^^^
*ThS , Tri/dng Dai hoc Ngan hang TP. Ho Chi Minh
Ngav nhgn bin: 20/03/2020; Ngay phdn bien: 18/04/2020: Ngay duyet ddng- 21/04/2020
PHU'ONG PHAP VA M O HINH NGHIEN CLfu
Phtfrfng phap nghidn cu'u Phtfdng phap nghien ctfu dinh Itfdng dtfdc stf dung de Itfdng hda md'i quan he gitfa cde bie'n trong mo hinh nghien ctfu va kiem dinh cac gia thuyet nghien ciJu cd dtfdc ttf ly thuye't thdng qua vide stf dung cdc cdng cu phdn tich thd'ng ke.
Nhdn dinh ve cac nhan td' anh htfdng dd'n CLTD dd'i vdi nganh CNHT tai cdc NHTM Vidt Nam. Phtn ndy gom 11 can hdi nham danh gia 11 nhan to' anh htfdng anh htfdng dd'n CLTD dd'i vdi ngdnh CNHT tai cae NHTM Vidt Nam, bao gdm:
- Nhan to' "Chinh sach tin dung" gom 5 thang do difdc ma hda ttf CSf D_l de'n CSTD_5.
- Nhdn to' "Quy trinh tin dung" g6m 5 thang do difdc ma hda ttf QTTD_1 de'n QTTD_5.
- Nhdn td' "Ndng life quan ly rui ro tin dung" gom 5 thang do dufdc md hda ttf QLRR_ldd'nQLRR_5.
- Nhan td' "Hd thdng thdng tin khach hdng" g6m 4 thang do dtfdc ma hda ttf TTKH_1 dd'n TTKH_4.
- Nhdn td "Doi mdi va tfng dung khoa hoc, cdng nghd" gom 5 thang do difdc ma hda ttf KHCN_1 dd'n KHCN_5.
- Nhan to' "Kinh nghiem va nang life quan ly dieu hanh" g6m 5 thang do dtfdc ma hda ttf KNQL^OI den KNQL_05.
- Nhan td' "Ndng Itfc tdi chinh Khach hang" g6m 5 thang do difdc ma hda ttf NLTC_ldenNLTC_5.
^ - Nhdn to" "Phifdng dn kinh doanh"
g6m 5 thang do dtfdc ma hda ttf PAKD_1 den PAKD_5
- Nhdn td "Chinh sach phat tri^n Cdng nghidp hd trd" gom 5 thang do difdc ma hda ttf CSPT_1 dd'n CSPT_5.
- Nhdn to "tham gia cum lidn kd't nganh" g6m 5 thang do dtfdc ma hda ttf CLKN_1 dd'n CLKN_5.
- Nhan td' "tham gia mang Itfdi Tap doan Da Qud'c gia" gdm 5 thang do difdc ma hda ttf TDQG_1 den TDQG_5.
Dd dam bao kd't qua nghien cutf, tac gia da thtfc hidn 600 phid'u khao sdt ddnh cho nhdn vien ngan hang trong nam 2019.
Md hinh nghien cu'u
A. Burak Guner (2008) ddnh gia ve cdhdi eho vay vd CLTD trdn cd sd phan tich danh muc tin dung cua ngan hdng da chl ra rang, cdc ngan hang cang da dang hda ve san pham trong danh muc tin
HINH: mo HINH NGHIEM CdU Chinh sach tfu dung
HE ihong thong tii khach hang
CLTD asi voi nganh CNHT f?j cac NHTM Viet Nam
Nang lire tai chinh KH
Ktnh nghidm va nang Ilic quan ly cila KH Chinh sach phat tnen
CNHT Lien ket nganh CNHT
Tham gia TEfflQG
dung, thi cang phan tan dtfdc rui ro. Nghien ctfu cung ndi de'n tinh chat che trong cdc tidu chuan ve tin dung phu thudc vao nhdn td'bdn ngoai cua cac khdch hang di vay tiem ndng cua ngan hang. Ddy la mdt nghien clJu dien hinh ve CLTD ndi chung cua cac NHTM tai cdc ntfdc phu'dng Tay.
Cdn Paula Hill vd cpng stf (2010) de cap dd'n stf khac nhau cua CLTD tai 129 NHTM, dtfdc tid'p can ttf cac chi sd' xe'p hang tin dung cua cac cd quan xd'p hang tin dung cd uy tin, nhtf: Standards and Poor (S&P), Moody's and Fitch. Vide nghidn ciJu cac chi so' xe'p hang tin dung do cac cd quan xep hang tin dung uy tin cong bd se la nguon thdng tin quan trpng de cdc ngan hdng danh gia mtfc dp tin nhiem cua minh de dtfa ra nhtfng cai to phil hdp, nham thieh u'ng vdi chud'n mtfc cua thd' gidi. D6ng thdi, vide tid'p can CLTD qua cac chi so'xep hang se danh gia dtfdc hieu qua tong quan vd hoat ddng cua mSi ngdn hdng.
Zhu Xiaoqian va cac cpng stf (2014) da stf dung phtfdng phdp TOPSIS d^ danh gid CLTD cho cdc doanh nghiep san xuat, kinh doanh dieu hda khdng khi d Trung Qud'c vd Nhdt Ban. Difa trdn dtf hdu difdc thu thap ttf 8 doanh nghiep san xua't, kinh doanh may dieu hda khong khi (6 doanh nghidp d Trung Qud'c vd 2 doanh nghidp d Nhat Ban), nhdm tac gia da tie'n hanh 3 cuoc thtf nghiem vdi 3 he thd'ng chi sd' khde nhau de danh gia CLTD cua 8 doanh nghiep va xac mmh tinh kha thi vd hidu qua eua ky thuat Topsis. Ke't qua cho tha'y, he tho'ng chi tieu CLTD dtfdc d^ xud't Id ddng tin cay va phtfdng phdp TOPSIS la thich hdp cho vide ddnh gid CLTD.
Bogdan Florin Filip (2015) danh gid ve CLTD cua ngan hang trong khuon kho toan clu hda tai Romania va EU trong giai doan 2000-2012, da phac thao khai niem ve CLTD vd nd xa'u (NPLs), ttf dd phan tich md'i quan hd ngtfdc chieu giffa CLTD va nd xa'u. Ke't qua phdn tich chi ra rang, cd md'i ttfdng quan gitfa nd xd'u vd tdng trtfdng GDP, ty le lam phat, ty Id thd't nghidp, ttf dd nhan manh tam quan trong cua vide quan ly danh muc cho vay cua cac ngdn hang.
Ke' thtfa cd phat trien ttf cac nghien ctfu di trtfde, tac gia xay dtfng md hinh nghien ctfu cua minh ve cac nhan
BAt^G 1 • KET Q U A K I E M D j N H DO TIN C ^ Y C U A T H A t i G DO CUA T A T CA CAC BIEN Q G A N S A T Ma hoa
CSTD
QTTD
QLRR
TTKH
KHCN
KNQL
NLTC
PAKD
CSPT
CLKN
TDQG CSTDI CSTD2 CSTD3 CSTD4 CSTD5 OTTDI 0TTD3 0TTD4 OLRRI OLRRZ 0LRR3 0LRR4 0LRR5 TTKH1 TTKH'' TTKH3 TTKH4 KHCN 1 KHCNT KHCN3 KHCN4 KHCN5 KNOLl KN0L2 KNQL3 KN0L4 NLTC1 NLTC2 NLTC3 NLTC4 NLTC5 PAKD1 PAKD2 PAKD3 PAKD4 PAKD5 CSPT1 CSPT2 CSPT3 CSPT4 CSPT5 CLKNl CLKN^
CLKN3 CLKN4 CLKN5 TDQG 2 TD0G3 TD0G4 TDQG5
Bien quan sat
fChi xay dirns CSTD doi vfli neanh CNHT luon dan u'ng difcic tmh fhifc tiln
"STD ro rang, phu hdp vdi dieu kieti thu'c te ciia naan hang CSTD du'Oc quv dinh rat ro rang, cu the
CSTD difdc dieu chinh hnh hoat, kip thdi khi co su' thay doi ve chtnh sach ho trd nguon vd'n cho nsanh CNHT
CSTD phil hdp vdi chinh sach cua nha ntrdc ve ho trd nauon vdn cho naanh CNHT OTTO diTdc quv dinh mdt each ro ranp. chi tiet de hieu. de thu'c hien QTTD Ihe hien .sif lomc. phii hdp vdi diife tien
QTTD cua NHTM dam bao an toan Iheo guy dinh ciia Ngan hang Nha nu'dc Cn kbil nano phat hipn sdm cac RRTD
Nam bat kip thdi va hieu ro cac cd che' chinh sach. cac qui Irinh thiTc hien cac nghiep vu Cd nana lu'c phan tich va do lUdng RRTD
Cd kinh nghiem \'k dao diJc trona nohiep vu quan ly RRTD Cd nauon thong tin da dang, dav du, cd nauon aoc ro rang Nauon thong tin de xu: ly lin dung la chinh xac. dam bao do tin cay Bo ohan thu thao va xu" l</ thona tin lara viec hieu qud
Co quy dinh ro rang ve trdch ntiiem cua tiYng ca nhan A6I vdi c6aa viec thu thap va xu" \-v thong rin Chi phi dau ttf cho doi mdi va ii'ng dung khoa hoc c6ng ngh6 cua doanh nghiep CNHT phii hop DN CNHT luon co xu hu'dng nam bat kip thdi vl khoa hoc cona nghe vao san xuS't, kinh doanh DN CNHT iJna duna cdng nahS mot each linh hoat
DN CNHT CO san pham u'ng duna cong nghe dap ii'ng vdi xu hifdng noi dia hda va qud'c le hda DN CNHT CO SLf lien ke't vdi nu'dc ngoai ve doi mdi va u'ng dung khoa hpc cong nghe vao san xuat. kinh doanh
Nha quan Iy doanh nghiep CNHT cd liinh do chuven m6n ve nganh san xuii't kinh doanh Nha quan Iv doanh nghiep cd da tirng lam vi tri quan ly dieu hanh doanh nshiep CNHT Nha quan Iy doanh nghifep cd kha nang dtf doan xu ihe phat tnen ngiinh cona nghiep Irong tu'dng lai Slf thay doi ttf duy, sang tao cua nha quan ly doanh nghiep CNHT
Von tiX cd cua DN CNHT Von dieu le ciia DN CNHT Von vav ngan hang cua DN CNHT Kha nang ira nd vd'n vay ngiin hang cua DN CNHT LOl nhuan hang nam cua DN CNHT DN CNHT Iudn co phu'dng an kinh doanh hieu qua
DN CNHT CO phu'dng an kinh doanh dung vdi muc ueu nguon von vay ngjn hang da difOc quyet dinh trong ho sd tin dung
Phirdng an kmh doanh cua DN CNHT phii hdp vdi thu'c uen Phirona an kinh doanh cua DN CNHT cu ihe, ro rang
PhtfOng an kmh doanh cua DN CNHT dap ii'ng vdi cac muc tieu. chien lifOc phai trien CNHT cua Chinh phii
Chinh phu cd chinh sach nguon von cho phat tnen DNHT kip thdi Co nhieu chinh sach mi dai ve nguon von t;ho phat trien CNHT Cac chinh sach m dai ve thuS cho DN CNHT
Cd chinh sach h5 trd cho cac ngan hang khi tham gia cung iJna von cho DN CNHT Cd cdcheve hd trd naan hang khi ngan hang khong ihu hoi dtfOc no khi cho vay DN CNHT
DN CNHT tao nen chudi aia tri tif khSu cung cap nguygn vat heu san xua'l ' DN CNHT tao nen chudi sia tn san pham ueu duna
DN CNHT tham aia cac hiep hdi cua nganh CNHT DN CNHT dap u'ng quy mo san xuat Iheo yen cau
DN CNHT CO the la nha cung cSp vat lieu thd, nha san xuat, nha phan phoi khi tham gia cut hen ketngSnh
DN CNHT cd chien lu'dc kinh doanh du'a vao lOi the canh tranh cua ngiinh San pham cila DN CNHT dap ii'ng duTOc stf khac biet cua tirng qudc gia DN CNHT tao nen uy tin va thu'dng hifeu khi tham gia vao tap doan da qud'c gia DN CNHT hieu rd va n5m bat kip thdi cSc hiep dmh \€ ky thu3t, cac thoa thuan ve marketin viec hdp tac nghien ciJu, cac chu'dng trmh phat tnen hdp lac quan ly
H?s8' ttfttog quan
0.462 0.441 0.507 0,466 0.443 0,513 0.412 0,325 0,388 0.453 0,412 0,434 0,462 0,341 0,619 0,568 0,522 0,34S 0,681 0,614 0,593 0,417 0,319 0,411 0.352 0,323 0.678 0,571 0,416 0,349 0,448 0.487 0,578
0,609
_ _ _ i ) , 5 8 7
_ _ J U 1 3 - ^ _ ( U 8 5 0,507
\III^^
J~M7
Cronbach's Alpha
0,721
0,632
0,724
0,77
0,654
0,656
0,614
0,611
0,712
0,653
10
tQ' anh htfdng den CLTD d6'i vdi nganh CNHT tai cac NHTM Viat Nam nhtf Hinh.
Dtfa trdn dang chuan cua phtftfng trinh h6i quy tuyen tinh, mo hmh nghien ctfu cua dtfdc xay dtfng theo dang:
% + /!, *X^ + ft *X, + ft *X, + ft *X, +
ft*x,+ft/j:„,+ft/x„+.
Trong do:
- Bien phu thuoc Y = CLTD.
- p„ la h$ s6' chan, p, -^ p^ la h6 s6' gdc trong quan he gitfa bien doc lap X( den bien phu thuoc Y.
- Cac bien doc lap: X,, X„ X^, X^, X^
X^X, X^ Xy Xjy X,, vdi:
X|: Chinh sach Hn dung cua ngan hang;
X,: Quy trinh tin dung cua ngan hang;
X^: Nang Itfc quan ly rui ro tin dung;
X^,: He thd'ng thong tin khach hang;
X.: Doi mdi va tfng dung khoa hoc va cong nghe trong san xuat, kinh doanh cua doanh nghiep CNHT;
X^: Kinh nghiem va nang Itfc quan ly dieu hanh cua khach hang vay vd'n;
X.J la Nang Itfc lai ehinh khach hang doanh nghiep CNHT;
X^: Phu'dng an kmh doanh cua khach hang doanh nghiep CNHT;
X^: Chinh sach phat trien CNHT;
Xj^: Doanh nghiep tham gia cum lien ket nganh;
X,,: Doanh nghiep CNHT tham gia mang Itfdi tap doan da quoc gia
Cac bie'n dgc lap tren day la cac nhan to anh htfdng de'n CLTD cua do'i ttfdng diTdc khao sat trong nghien ctfu. Cac h$
sd a se dtfde xdc dinh sau khi thtfc hien qua trinh phSn tich ttf dtf Heu thu thap dtfdc thong qua ph^n m^m SPSS 25.0.
KET QUA NGHIEN CLfu Phan tich nhan to'kham pha (EFA) Trong cac bie'n quan sat, QTTDl, QTTD5, KNQL5, TDQG3 cd he .so ttfdng quan bien tong lan ltfdt la 0,281;
0,255; 0,291; 0,225 nho hdn 0,3, cho tha'y mtfc do lien ke't gitfa ttfng bi6'n do trong nhan to' ttfdng tfng vdi cac bie'n cdn lai tha'p, Sau dd, ehung toi tien hanh loai cac bie'n nay trong qua trinh phan tich tie'p theo. Kiem tra lai do tin cay cua thang do thong qua he so'Cronbach's Alpha va he so tu'dng quan cua cac bid'n con lai cho tha'y, thang do vdi cac bi6'n nay dam bao do tin cay (Bang 1).
Ke't quS kiem dinh d Bang 1 cho tha'y, cac bie'n quan sat deu cd he so' ttfdng
BANG 2: CAC NHAM TO Dt/dC RCIT RA Ttf PHUONG P H A P PHAM TICH MHAM TO NhSn ta'
CLKN vaTDDQG (FI)
QLRR (F2)
NLTC (F3)
CSTD (F4)
KHCN (F5)
CSPT (F6)
QTTD (F7)
KNQL{F8)
TTKH(F^)
PAKD (F10)
Bi^n quan s&t CLKNl CLKN2 CLKN3 CLKN5 TDQGl TDQG4 TDQG5 QLRRl QLRR2 QLRR3 QLRR4 QLRR5 NLTCI NLTC2 NLTC3 NLTC4 NLTC5 CSTDI CSTD2 CSTD3 CSTD4 KHCNI KHCN3 KHCN4 KHCN5 CSPT2 CSPT3 CSPT4 CSPT5 QTTDl QTTD3 QTTD4 KNQL I KNQL2 KNQL3 TTKHl TTKH2 TTKH3 PAKDi PAKD3 PAKD5
H$ scTttfctng quan 0,456 0.561 0,578 0,364 0,438 0,400 0,353 0,585 0,712 0.671 0,597 0,528 0,341 0,619 0,568 0,522 0,543 0,584 0,584 0,385 0.436 0,397 0,360 0,536 0,472 0,367 0,528 0,423 0,446 0.396 0.651 0,567 0,312 0,549 0,368 0,442 0,521 0,673 0,312 0.435 0,564
Cronbach's Alpha
0,855
0,823
0,717
0,697
0,618
0,657
0,721
0,635
0,72 i
0,647
BAMG 3: MA TRAN TCTCiMG QGAN GICifA CAC BrEN DOC L F
F F F F F F F F P,n
F, 1 0,288 0,237 0,244 0,198 0,225 0,341 0,227 0,412 0,389
F, 0,288
1 0,457 0,498 0,237 0,324 0,115 0,418 0,294 0,305
F, 0,237 0,457 1 0.368 0,31 0,312 0.293 0,103 0,237 0,224
F, 0,244 0,498 0.368 1 0,31 0,411 0,257 0,346 0,275 0,123
F.
0,198 0,237 0,31 0.31 1 0,116 0,245 0,372 0,104 0,163
F, 0,225 0.324 0.312 0.411 0,116 I 0.471 0,222 0,179 0,452
F.
0.341 0,115 0,293 0,257 0,245 0,471 1 0,213 0,453 0,183
F.
0,227 0,418 0,103 0.346 0,372 0,222 0,213 1 0,226 0,342
F„
0,412 0,294 0,237 0,275 0,104 0,179 0,453 0,226 1 0,109
F,„ 0,389 0,305 0,224 0,123 0,163 0,452 0,183 0,342 0,109 1 rtrjLion Tong hoD
11
BANG 4: BANG THOMG KE KET Q G A HOI QGY Ti€u chl
Hana so Fl F ' F3 F4 F5 F6 F7 F8 F9 FIO He SO'R' hieu chinh Mlfcy nghia (Sig, Fl
H^ sfl'Beta -0-043
0,657 0.026 0.143 0.136 0.011 0.116 0,223 0.356 0.327 0,189
H^sfiTSig.
0,854 0.152 0.000 0.003 0.035 0.610 0.021 0,013 0.451 0.214 0,000
VIF 5,123 3 , P 4 2,785 6.867 4.368 2.135 5.157 4,123 3,289 4,372 0,554 0.000 Nguon Tciig hop lO kei. qua nghien CULI
quan bien tong ldn hdn 0,3 va he so'Cronbach's Alpha deu ldn hdn 0,6, chtfng to thang do difdc stf dung dam bao dp tin cay.
Ta't ca cac he so' tai nhan to' deu ldn hdn 0,5. He sd KMO la 0.87 i thoa man dieu kien 0,5 < KMO < 1.
Kiem dinh Barlett cd Sig. = 0,000 < 0,5 chtfng td cac bie'n quan sat trong ttfng nhan to' co quan he chat che vdi nhau. Eigenvalue la 58,674% va phifdng sai trich la 1,032 > 1. He sd' Cronbach's Alpha cua ciic bie'n quan sat trong ttfng nhan to' deu ldn hdn 0,6 va he so' ttfdng quan bien tdng deu ldn hdn 0,3 cung cho tha'y thang do la dang tin cay.
Ke't hdp tat ea eac thdng tin Hen quan de'n he so' Cronbach's Alpha, he sd KMO, kiem dinh Barlett, Eigenvalue, tdng phu'dng sai trich va he so tai nhan to' (Bang 2) cho tha'y, cd 10 nhan to dtfde rut ra, du dieu kien de dtfdc stf dung trong eac phan tich ki dep, dtfOc ky hieu la F,, F„ F„ F^, F^, F^, F,, F^, F^, F,^^
Kd't qua hoi quy tuy^n tinh
Ma trSn tifdng quan gitfa cac bien F^, F.,, F^, F^, F^, F^, F., Fg, Fg, F||j du'dc cho trong Bang 3.
He so'tifdng quan gitfa cae bie'n F,, F„ F^, F_,, F^, F F.J, Fg, Fg, F,Q deu dtfdng va nhin chung khdng cao, bidn ddng trong khoang 0,1 de'n 0,5 cho tha'y, md'i tifdng quan kha thap gitfa cac bien doe lap trong md hinh hdi quy tuye'n tinh. Do dd, ed da'u hieu chtfng td khdng tim tha'y hien tu'dng da cgng tuye'n trong md hinh.
Ke't qua hoi quy myen Hnh nhif Bang • Ke't qua nghien cutf cho EhSy- f,**
bie'n F„ F,, F^, F^, F., F,„ cd y nghia mong ke a nitfc'y nghia 5%. Cac he sd hoi quy deu difdng, phan anh rang cac bid'n F,, F3, F_,, F^, F„ F,, ed tac dong cung emeu de'n bie'n phu thude Y. Dieu do suy^ra rang, ne'u cac bie'n ddc lap nay tang len, thi bie'n phu thudc Y se tang, nghia la gia thuye't ve viec cac nhan to' nay cd anh hifdng dch ctfc de'n CLTD.
Cac hd sd' VIF tfng vdi cac bien ddc lap deu nhd hdn 10 cho tha'y, chtfa tim tha'y hidn ttfdng da cdng tuyen trong md hinh. Mtfe y nghia cua thd'ng ke F nhd hdn 1% suy ra rang, md hinh nghien ctfu m phu hdp. Ta't ca nhtfng dieu nay lam tang tinh tin cay eua kdt qua nghien ctfu.
Cac bie'n do Itfdng d mdi nhan to'dam bao dtfde do tin cay cua thang do. Mtfdi nhan to' dtfdc rut ra bao gdm cac bie'n quan sat d cung mot muc cua phie'u khao sat cho tha'y, viec thie't ke phie'u khao sat la hoan toan phu hdp.
Phtfdng phap phan tich nhan to'kham pha va hdi quy tuye'n tinh hoan toan thich hdp vdi dtf lieu difdc khao sat. Ttf do cho tha'y, ket qua phan tich la dang tin c$y va CO the difOc stf dung trong cac phan tich de'p theo.
Theo ket qua nghien etfu, nhin chung CO 6 nhan tdtae dong de'n CLTD cua cac NHTM khi cho cac doanh nghiep CNHT vay la: Nang luc quan ly RRTD; Nang h;c tai chinh khach hang doanh nghiep CNHT, Chinh sach tin dung cua ngan hang; Chinh sach phat trien CNHT; Quy tnnh tin dung, Phifdng an b n h doanh cua Khach hang doanh nghiep CNHT.Q
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3. Bogdan Florin Filip (2015). The Quality of Bank Loans within the Framework of Ci K V
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assessments across radng agencies, Journal of Bonking & Finance, 34(6), 1327-1^^43 '^iiahty 5. Zhu Xiaoqian et al. (2014). TOPSIS method for quality credit evaluaUan, A ci
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