TAP CHi CONG MtfNG
PHAN TICH CAC YEU TO ANH HlTdNG DEN KHA NANG TRA NO CUA KHACH HANG
CA NHAN TAI NGAN HANG THlJCfNG MAI CO PHAN SAI GON THlJCfNG TIN
- CHI NHANH TAN BINH
• PHAN TH! HANG NGA - N G U Y I N THj N G O C QUYNH
T 6 M TAT:
Npi dung bai vid't la phan lich cac yd'u td'anh hfldng dd'n kha ndng tra nd cua khdch hang ca nhdn (KHCN) lai Ngan hang Thfldng mai Co phan Sdi Gdn Thfldng Tin (Saeombank) - Chi nbdnb Tdn Binh. Dfl Heu nghien effu dffdc tdc gia thu tbdp tfl 200 KHCN ed quan he tin dung vdi ngdn hdng lidn tue tff 3 nam trd ldn tff nam 2016- 2018. Tac gia phdn tichthdngquadff Heu thu thap dffdc vd kd't qua phdn tich hdi quy Logistic vdi sflhd trd cua ph^n mem Slata 13.0. Ke't qud nghidn effu cho 5 nhdn td tae ddng de'n kha nang tra nd cua KHCN, dd la: Thu nhap; Thdi gian lam edng vide hidn tai; Lai sud't; Quy md khoan vay; Lieh sff tin dung. Dffa tren ke't qua nghien effu, tae gia da de xud't cac giai phdp eu the de nang eao kha ndng tra nd eua KHCN tai Saeombank - Chi nhanh Tdn Bmh.
Tiif khoa: Yd'u to', kha nang tra nd, khaeh hang ea nhan.
1. Gidi thieu
Trong bd'i canh nen kinh te' khd khan, boat ddng san xud't - kinh doanh ciia cae doanh nghiep ngdy edng bi thu hep va dinh trd, vide tid'p can ngudn vd'n vay ngan hang dd'i vdi ede doanh nghiep trd nen hd't sffc khd khan, dieu nay khid'n cho cac ngdn hang bi "ff ddng vd'n". Trfldc thifc trang dd, tin dung ed nhdn trd thanh mot manh dd't mdu md dd eac ngan hang khai thae thay the'.
Tuy viee tap trung vdo phdt tridn mang cho vay KHCN la quye't djnh hdp ly va khdn ngoan nhffng vide tang trffdng tin dung lai ludn di kem vdi rui ro tin dung. Rui ro tin dung xud't phat tff
nhidu nguyen nhan, mdt trong so' dd ehinh la vide cdc ngan hang vdn ehffa ehu trpng de'n cdng tae tham dmh, vide danh gia KHCN phan ldn phu thudc vdo kinh nghiem, kha ndng vd ea ye'u to' cam tinh eua can bd tin dung (CBTD). Do dd, dd dat dfldc muc tidu phat tnen tin dung mdt each ben vflng vd hieu qua, cdc ngdn bang can phai danh gid day du va hdp ly ve kha nang tra nd cua ngffdi vay vd'n. Xua't phat tff nhflng ly do tren, nghidn effu dffdc thffc hidn vdi mong muon ddng gdp them giai phdp phat trien tin dung cho cac NHTM va la ndi dung tham khao eho cdc nghien effu sau.
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TAI CHiNH-NGAN H A N 6 - B A D HIEM
2. Cd sd ly thuyd't va cac nghidn cu'u trffde Tin dung ea nhan Id hinh tbffc tin dung ma theo dd ngdn hang chuyen quyen sff dung vd'n eho ea nhdn, bp gia dinh ed dang ky kinh doanh ea the trong mpt khoang thdi gian nhd't dinh vdi mpt khoan ehi phi nha't dinh nhdm mue dich phuc vu ddi sd'ng hoac phuc vu san xud't - kinh doanh dfldi hinh thffc hd gia dinh kinh doanh cd the.
Kha nang tra nd eua khach bang la vide khdch hang cd kha ndng tra nd day dii vdi ben cho vay hay khdng. Hidn tai vdn chffa cd dinh ngbia thd'ng nha't ve khai niem "kha nang tra nd" md ehi cd nhffng da'u bleu ve vide khach hang "khdng ed kha nang tra nd". dd id:
- Khaeh hang khdng cd kha nang thffe hien nghia vu thanh todn day du khi dd'n ban ma chfla tinh de'n vide ngdn hang bdn tai san (nd'u ed) de hoan tra;
- Khach hang ed eae khoan nd xa'u cd thdi gian qua han trdn 90 ngay. Trong dd, nhflng khoan xd'u chi dffdc xem Id qua ban khi khaeh hang vffdt han mffe hoac dffdc thdng bao mdt han mffe nbd hdn dff nd hidn tai.
Thdng qua dinh nghia eua IMF va cac dd'u hieu md Hiep ffdc Basel II md la ed the tha'y.
thdng thfldng vide khaeh hang phat sinh nd xa'u ddng nghia vdi viee khach hang khdng ed kha nang tra nd. De thd'ng nha't each hieu trong toan bd luan van, nghien effu thd'ng nhd't vide ddnh gid
"kha ndng tra nd" eua khach hdng se dffde ddnh gia thdng qua nhdm nd eao nhd'l tai eae TCTD khaeh hdng cd quan he tin dung. Nhflng khach hdng hien dang cd nd nhdm 3, 4, 5 dffdc bidu la nhdm khach hdng khdng cd kha nang tra nd, nhffng trffdng hdp edn lai dffde hidu la khach hang cd kha nang tra nd.
Da cd nhieu nghien cflu trong vd ngoai nflde ve va'n de nay, sau day la tdm tat mpt vdi nghien effu trifdc: (Bang 1)
3. PhiTdng phap nghien cti'u
Dff lieu: Nghien effu chpn 200 KHCN ngdu nhien cd dflnd tai Saeombank - Chi nhanh Tdn Binh Iff he thd'ng MIS vdo thdi diem eud'i ngay 31 thang 12 nam 2018. De xff ly dff Heu bang, lac gia dung md hinh Logistics de xem xet md'i quan hd gifla bie'n phu thudc (Y) vd cac bid'n ddc lap (Xp, trong dd bidn phu thudc la bid'n nbi phdn, ehi nhdn gia tri 0 hoac 1 (trong dd, gia in 0 iffdng ffng vdi vide khach bang khdng cd kha nang tra nd (nd nhdm 3, 4, 5), gid tri 1 nd'u khdch hdng ed kha
Bang 1. Bang tdng hcfp cac nghien cifu trudc day
sn
1
2
Nghien effu
Jonathan Cmolt (1995)
Roslan &
Karim (2009)
NOi dung nghien effu Giai phap nham nang cao kha nang tra nd cua Ithach hang
Cac yeu to anh hudng den kha nang tra no cua cac ddi tifong tin dung vi mo tai Agribank
Cac bien d^c l$p t rong mo hinh nghien effu 10 bien' Dd tuoi, thu nhap, thu nhap rdng, sd hQu nha rieng, gidi tinh, trinh do hoc van, nhu cau vay, du nd, nganh kinh doanh, lai suat.
10 bien' Gidi tmh, dd tudi, thu nhap, ty le np qua han, ITnh vdc san xuat, quy md khoan vay, thdi han cho vay, tham nien, ngudi phu thupc, Iai suat.
Kel qua nghien effu
Kha nang tra no chiu anh hudng tich cue tu yeu td dp tuoi cua chu hp, yeu to thu nhap, thu nhap rdng va sd hOu nha rieng.
Ket qua nghien cdu cho thay nhflng ngudi vay hoat ddng trong linh vuc dich vu it rui ro hdn dd'i vdi nhung ngudi hoat ddng trong ITnh vuc san xuat, (IV) quy md khoan vay cang Idn thi ty le nd qua han cang thap, (v) thdi han cho vay tac dong ngUdc chieu va CO y nghTa thd'ng ke, va (vi) thdi gian cho vay cang dai thi ty ie no qua han cang cao.
So 22-Thang 12/2019 283
TAP CHi CONG THIfdNG
STT
3
4
Nghien t ^
Bekhet &
Eletter (2014)
Dang Thi Cam Nhung (2015)
N$i dung nghien effu
Nghien cUu ve nhu cau vay nd cLia cac hd gia dinh.
Phan tich yeu to tac ddng den kha nang tra no cua khach hang ca nhan tai Agribank Long An
Cac bien d ^ l$p t rong mo hinh nghien effu 13 bien: Oq tuoi, gidi tlnh, thu nhap, tham nien, kinh nghiem, ngudi phu thupc, loai hinh cong ty, ngudn tra nd du phong, ty so nd/thu nhap, thu nhap, ky han vay, quy md khoan vay, va lai suat.
16 bien: Dd tudi, gidi tinh, nghe nghiep, tinh trang hdn nhan, sd hOu nha, ngudi phu thuoc, thdi gian cu trii, thdi gian lam cdng viec hien tai, hch sfl tin dung, thdi han vay thu nhap, chi tieu, quy mo khoan vay, tai san dam bao, lai suat.
Ket qua nghien effu
7 bien cd y nghTa thong ke vdi quyet dmh cap tin dung ti/ ngan hang. Do la dp tudi, gidi tinh, long thu nhap, loai hinh cdng ty khach hang lam viec, ngudn tra np, ty so nd/thu nhap, va tdng thu nhap.
Tai san the chap la ddng san thi kha nang tra np vay tot hdn cac tai san the chap khac, Thdi han vay cang dai thi kha nang tra nd vay td't hdn nhOng h6 vay thdi gian ngan. Thu nhap binh quan cua hp cang cao thi cang dam bao kha nang tra nd tdt hdn.
Nguon: Tong hap cua ldc gid
nang tra nd tffc Id nd thupe nhdm 1, 2); bidn ddc ldp cd Che Id bid'n rdi rac hoac lidn Hie (dinh Iffdng hoac djnb tinh) the hidn cac nhdn td' anb hffdng de'n kha nang tra nd eua khach hang dfldc tdng hdp trong Bang 2.
4. Kd't qua va thao ludin
- Kiem dinh tUOng quan vd da cong tuye'n:
Ke't qua kiem dmh td't ca cdc he sd tffdng quan cua eac bid'n deu dffdi 0.8 (chua'n so sdnh theo Farrar & Glauber (1967)), ldn nha't Id 0.6332 dffde the bien thdng qua sff tffdng quan gifla bien dp mdi vd Ijch sff tin dung. Chi sd VIF ldn nhd't la 4.06, kd't qua ndy cho thd'y khdng cd hien tffdng da cdng tuyd'n trong md binh.
- Ke't qud phdn lich hoi quy: (Bdng 3) Ket qua bdi quy Logistic cho tha'y 5 bie'n: Lieh sff tin dung (X3); Thdi gian lam cdng viec hidn tai (X4); Thu nhap (Xg); Lai sud't (X^) vd Quy md khodn vay (Xg) lan Iffdt cd $ nghia thd'ng kd la 1 % va 10%. He sd LR Cbi2 (8) la 60.94; Prob>chi2 (P-value) la rd't thd'p chi 0,000 va he sd Pseudo R^
trong md hinh la 0,7153 hay 71,53% (ede bie'n doe lap giai thich dffdc 71,53% bie'n pbu thupe), md hinh nay dffde xem Id pbu bdp trong viec do Iffdng kha nang tra nd cua KHCN tai Saeombank - Chi nhdnh Tdn Binh.
Phfldng ttinb bdi quy Logistic tbeo md hinh dd ebon dflde vie't lai nhfl sau:
Y = 20.43462 -7.500428X3 +0.2564453X4 +0.0402399X5-1.208214X6-0.001751X8+ s - Thao ludn ke't qud nghien cdu:
Thdi gian lam edng vide hien tai (X4) tdn tai md'i quan he ddng bid'n d mffe y nghia 10%. Thu nhap (X5) tdn tai md'i quan he ddng bie'n d mffe y nghia 10%. Lich sff tin dung (X3) ed md'i quan he nghich bid'n d mffe y nghTa 1%. Ldi sud't (X6) ton tai md'i quan be nghich bid'n d mffe y ngbia 10%, Quy md khoan vay (X8) tdn tai md'i quan he nghich bien d mffe y ngbia 10%.
5. Kd't Iu$n va dd xud't giai phap Hien nay, Viet Nam dang bffdc trdn con dffdng hpi nhap va phat trien, vi vdy, boat ddng ngdn bang can cd nhieu ddi mdi de ndng cao ndng lu'c canh tranh va khang dinh vi the' eua minh trdn thi trffdng quo'e te'. Va'n de trffde tien can quan tam la xdy dffng he thdng tin dung lanh manh, an toan, hidu qua va pbdt trien ben vffng. De han ehe' riii ro tin dung, cac ngan hang can nang eao kha nang nhan dien khaeh hang, nham Iffa ehpn dffde khach hang td't de cbo vay, phat hien va xff ly cae khoan vay ed nguy cd ma't vd'n mot each kip thdi, ngan hdng phai cd kha ndng danh gia tinh hinh tai chinh vd thd'm dinh kha ndng thanh todn nd vay cua khdch hang mdt each triet de nhdm bao loan ngudn vdn cho ngdn hang, Vdi nghien effu nay da cho ta ke't qua 5 nhdn id tac ddng dd'n kha ndng tra nd
284 So 22-Tliang 12/2019
TAI CHINH-NGAN HANG-BAO HIEM
Bang 2. C a c bie'n d p c ldp suf dung trong bdi nghien cCfu Nhom
bien
Die diem cua l<hach hang
Lien quan den tai chinh CLia khach hang
Lien quan den dac diem khoan vay
Ky hi$u
Xi
X,
X3
X4
X5
Xe
Xy
Xa
Md ta bleh
Dp tuoi
Gldl tinh
Lich sii tfn dung
Thdi gian lam cdng viec hien tai
Thu nhap
Lai suat
Ky han vay
Quy md khoan vay
Thang do
Nam
Bang 0 neu la nfl, bang 1 neu
la nam.
Bang 0 neu chua tflng phat
sinh NQH va bang 1 neu da Iflng phat sinh
NQH.
Nam
Trieu ddng/thang
%/nam
Thang
Trieu dong Gia thiet
+
+
+
*
Nguon nghien cOu
Jonathan Crook (1995); Roslan & Karim (2009), Norhaziah & IVIohd (2013), Bel<tiet 8, Eietter (2014), Bang Ttii Cam Ntiung (2015).
Jonathan Crook (1995); Rosian & Karim (2009);
Norhaziati 8, l«ohd (2013), Bekhet 8, Eletter (2014); Le Huyen Thien Phu (2013); Oang Thi Cam Nhung (2015).
Jonathan Crook (1995); Roslan S Karim (2009);
Norhaziah S Mohd (2013); Bekhel & Eletter (2014); Le Huyen Thien Phu (2013); Nguyen Phuc Man (2015); Bang Thi Cam Nhung (2015).
Roslan & Karim (2009), Bang Thj Cam Nhung (2015)
Jonathan Crook (1995) va Bekhet S Eietter (2014) va Bang Thi Cam Nhung (2016).
Le Huyen Thien Phu (2013), Nguyen Phuc Man (2015)
Roslan 8, Karim (2009); Bekhet S Eletter (2014);
Le Huyen Thien Phu (2013); Nguyen Phuc IVIah (2015); Bang Thi Cam Nhung (2015)
Roslan 8, Kanm (2009)
cua KHCN, dd la: Thu nhdp; Thdi gian lam edng vide hidn tai; Lai sua't; Quy md khoan vay va Lieh sff tin dung.
Tff kd't qua nghien effu, tdc gia de xud't mdt so' giai phap:
- Dd'i vdi bid'n "Thdi gian ldm cong viec hien tqi - Xj'\ Ngdn hdng cd the xdy dffng khung ffu dai cho vay theo thdm nidn nhff: Thdm men dffdi I nam; can nhde cho vay, thdm nidn tff tren 3 nam:
ffu dai lai sud't hoac xem xet eung ca'p mffe cho vay cao hdn ty le bao dam cua tai san the'chd'p.
- Dd'i vdi bid'n "Thu nhdp - X^", tffdng tff nbu"
tham nidn edng tac, ngan bang cd the xdy dffng
khung thu nhdp de hffdng ebe' dd iTu tidn nhff: Uu dai ldi sua't vay dd'i vdi khdch hang ed thu nhap rd rang, minh bach, dd dang gidm sat nhff thu nhap tff Iffdng, eho thud nhd... Cd khung Iai sua't cho vay dffa theo mffe thu nhdp de liu tidn vd eanh tranh cdc khach hang cd tbu nhdp cao di vay nhff Iffdng tren 20 trieu ddng se ed lai sua't vay thd'p hdn khaeh hang ed Iffdng dffdi 20 trieu ddng...
- Dd'i vdi bie'n "Lich sd tin dung - X/', khi tra CIC hoac xd'p hang tin dung ndi bp, ne'u phat hidn hch sff quan be tin dung tffng cd nd trd han, ngdn hang nen xem xet khdng ca'p tin dung de trdnh rui ro ve sau, xem xet ea nhffng tru'dng hdp qua ban
Sd22-Thang 12/2019 285
TAP CHi CONG THIfOfNG
Bang 3. Ke't qud ptidn ticti tioi quy Logistic
Logistic regression
Log likelihood =
Y 1 Coef.
XI 1 -.1404714 X2 1 .9850194 X3| -7.500428 X4| .2664453 X5| .0402399 X6| -1.208214 X7| .0099762 X8| -.001751 _cons| 20.43462
12.127128
Std Err
.1020521 1.32522 2.114725 1382333 .0242472 .6363525 .0073944 .0010629 9.243579
z
-1.38 0.74 -3.55 1.86 1.66 -1.90 1.35 -1.65 2.21
P>|z|
0 169 0.457 0.000*
0.064*
0 097*
0.058*
0.177 0.099**
0.027
Number of obs LRchi2(8) Prob > chi2 Pseudo R2
200 60.94 0.0000 0 7153
[95% Conf. Interval]
-.3404898 -1.612364 -11.64521
• -.014487
• -.0072837
* -2 455442 -.0045165
• -.0038342 2.317533
.059547 3.582403 -3.355643 .5273776 .0877635 .0390136 .0244689 .0003322
38.5517
* CO y nghTa thdng ke ldn lugt Id 1% vd 10%
Nguon: Kel qud phdn lich lU phdn mem slaia 13
hoae cham thanh loan the tin dung. Dd'i vdi nhffng kbdeh hang nay ne'u ed'p tin dung can han chd'quy md khoan vay, ydu cau ty le tai san dam bao cao hdn hoac cd mffe lai sua't eao hdn de bii ddp rui ro nd'u khdng may xay ra nd qua han hoac xa'u nhat la md't kha nang tra nd.
- Dd'i vdi bie'n "Ldi sudt - Xg", ngdn hdng can cdn nhac mffe lai sua't phii hdp, vffa can dd'i dffde thu nhdp cua ngan bang vffa khie'n khaeh hdng
khdng bi dp Iffe tai ehinh.
Hien tai Saeombank - Chi nhdnh Tan Binh da cd khung lai sud't theo mue dieh vay vd quy md khoan vay, tuy nhien can them vao khung quy dinh mffe ldi sud't theo thu nhdp khaeh hang.
Khung lai sud't dd dffdc xay dffng dffa trdn cac ye'u td' phu hpp vdi tai ehinh hidn tai va khd nang theo du'dc mdn vay dd'n he't thdi han vay eua khdch hang, tff khung lai sua't do se dd'i chie'u qua khung lai sud't theo muc dieh vay va quy md vay 6i xem khaeh hdng co du kha nang vay theo nhu eau mong mud'n hay khdng; hay phai cdn nhac lai quy md khoan vay bode thdi didm vay de trdnh khdng the tra nd ve .sau do thu nhap khdng du dam bao rui ro.
- Dd'i vdi bien "Quy mo khodn vay - Xg", ngdn bang khi ed'p tin dung can cdn nhde quy mo khoan vay phu hdp vdi tbu nhdp khaeh hdng, tranh tinh trang ludn ed'p tin dung theo nhu eau khaeh hdng, dl ddn dd'n kha nang khdng the tra np vd sau hoac khi cd'p tin dung, can tang ty le dam bao khoan vay eho tdi san the'chd'p de ban ehe'rui ro •
TAI LIEU THAM KHAO:
/. Bekhet. H. A., & Eletter, S. F. K. (2014). Credd risk assessment model for Jordanian commercial banks: Neural scoring approach. Review of Development Finance. 4(1), 20-28.
2 Ddng Thi Cam Nhung, (2015), "Phdn tich cdc yeu to tdc ddng di'n kha ndng trd na cua khdch hdng cd nhan tai Ngdn hdng Nong nghiep vd Phdt triin nong thdn Viit Nam Chi nhdnh Long An", Luan vdn thac sy, TrUdng Dai hoc Tdi chinh Marketing.
3. Le Huyen Thien Phu. (2013), "Cdc nhdn id dnh hudng ldi khd ndng trd ng cda khdch hdng cd nhdn tgi Ngdn hdng TMCP Phdi irien Me Kong chi nhdnh TP. Ho Chi Minh", Ludn vdn ihac sy. Trudng Dai hoc Kinh li'TP. Ho Chi Minh.
286 So 22-Thong 12/2019
TAI CHINH-NGAN HANG-BAO HIEM
4. Nguyen Phuc Mdn, (2015), "Cdc yeu td dnh hudng din khd ndng trd na cua khdch hdng cd nhdn lai Ngdn hdng TMCP Ngoai Thuang chi nhdnh Vung Tdu ", Ludn vdn thgc sy, Trudng Dgi hgc Kinh ti'TP Ho Chi Minh 5. Nguyen Quoc Huy, (2015), "Phdn tich cdc yeu td dnh hudng den khd ndng trd na cda khdch hdng cd nhdn tgi Ngdn hdng Thuang mgi cdphdn Qudn Dm ", Ludn van thgc sy, Trudng Dai hoc Kinh leTP. Ho Chi Minh.
5. Norhaziah, N, & Mohd, S M. N. (2013). Loan repayment problems in microfinance programs that use individual lending approach: A qualitative analysis. Journal ofTransformative Entrepreneurship, 1(2), 93-99.
7. Reekie, W.D..& Crook, J. N (1995). Managerial Economics: A European Text. Prentice Hall.
8. Roslan, A. H, & Karim, M. A. (2009) Delenninants ofmicrocredu repayment in Malaysia: The case of Agribank.
Humanity & Social Sciences Journal, 45 - 52.
Ngay nh^n bai: 16/11/2019
Ngay phan bi^n danh gia va sufa chffa: 26/11/2019 Ngay chd'p nhan dang bai: 6/12/2019 Thong tin ldc gid:
PHAN THI HANG NGA N G U Y I N THI NGOC QUYNH Trrffltng Dgi hpc Tai chinh - Marketing
ANALYZING FACTORS AFFECTING THE SOLVENCY OF INDIVIDUAL CUSTOMERS AT SAIGON THUONG TIN COMMERCIAL JOINT STOCK BANK - TAN BINH BRANCH
• PHAN THI HANG NGA
• NGUYEN THI NGOC QUYNH University of Finance - IVIarketing
ABSTRACT:
The article analyzes the factors affecting the solvency of individual customers at Saigon Thuong Tin Commercial Joint Stock Bank (Saeombank) - Tan Binh Branch. The research data is collected from 200 customers, which has credit relationship with the bank for 3 years or more from 2016 to 2018. The author analyzes through collected data and the results of Logistic regression analysis with the support of Stata 13.0 software. Research finds 5 factors affecting the ability of solvency: Income; Working Hours; Interest Rate; Loan Size; Credit History.
Based on the research results, the author has proposed specific solutions to improve the repayment of science and teehnology at Saeombank - Tan Binh Branch.
Keywords: Element, solvency, individual customers.
Sd22-Tlnang 12/2019 287
