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Trongtruong So21a 20 PDF
Trongtruong So21a 20 PDF
Trng i hc Cn Th
ABSTRACT
The paper aimed to reviews business efficiency of the system of Vietnam joint stock
commercial bank. Especially, the study assessed impacts of economic crisis on operating
performance in the period of before and after year 2008. The paper used assessment
traditional methods based on analysis of the financial ratio indicators. Results indicated
that the system of joint stock commercial bank contributed to economic growth.
Generally, performance efficiency of the system affected by the negative impact of the
2008 global financial crisis was reflected in the most indicators. In particular, the smallscale bank was more seriously affected and recovery was slower as compared with the
large-scale and medium banks.
Keywords:Performance efficiency, Financial Risk, Financial structure
Title: Assessment of operating the performance of Vietnam joint stock commercial
bank system
TM TT
Mc tiu ca nghin cu ny l nh gi hiu qu hot ng kinh doanh ca h thng
ngn hng thng mi c phn Vit Nam (NHTMCP). Bi vit s dng phng php
phn tch hiu qu truyn thng da trn phn tch cc t s ti chnh. Kt qu ch ra
rng t trng ng gp ca h thng NHTMCP vo tng trng kinh t hng nm ang
trn xu hng tng cao. Nhn chung, hiu qu kinh doanh ca c h thng v cc nhm
NHTMCP trong giai on nghin cu u chu tc ng t nhng nh hng tiu cc
ca cuc khng hong ti chnh ton cu nm 2008 th hin hu ht cc ch tiu phn
nh hiu qu hot ng u gim mnh. Trong , cc ngn hng quy m nh chu nh
hng nhiu nht v kh nng phc hi cng chm nht so vi cc ngn hng quy m ln
v va.
T kha: Hiu qu kinh doanh, ri ro ti chnh, cu trc ti chnh
158
Trng i hc Cn Th
NHTMCP
(1) Chu
(4) Xut Nhp Khu
(5) Qun i
(8) Hng Hi
(11) Phng Nam
(13) Si Gn - H Ni
(16) Nam Vit
(19) Nam
(22) PT MKong
(2) Si gn Thng Tn
(3) K Thng
(6) Quc T
(7) ng
(9) Nh H Ni
(10) ng Nam
(12) Ngoi Quc Doanh
(14) An Bnh
(15) Si Gn Cng Thng
(17) Phng ng (18) PT Nh TP.HCM
(20) Gia nh
(21) Min Ty
159
Trng i hc Cn Th
4 KT QU V THO LUN
4.1 Thc trng h thng NHTMCP qua cc nm.
Trc 1990, h thng ngn hng Vit Nam l h thng mt cp, khng c s tch
bit gia chc nng qun l v chc nng kinh doanh. NHNN va ng vai tr
Ngn hng Trung ng va l Ngn hng thng mi. n nm 1990, do nhu cu
ci t h thng chuyn i t c ch qun l kinh doanh x hi ch ngha sang c
ch th trng c s iu tit ca nh nc trong ch trng pht trin nn kinh t
a thnh phn. Ngy 23/05/1990, Hi ng Nh Nc ban hnh php lnh v
NHNN v php lnh v cc t chc tn dng. Hai php lnh ny chnh thc
chuyn c ch hot ng ca h thng ngn hng Vit Nam t h thng mt cp
sang h thng hai cp. Vi hai php lnh ny, h thng ngn hng Vit Nam
c t chc tng t nh h thng ngn hng cc nc c nn kinh t th trng.
Ci cch h thng ngn hng nm 1990 xo b c tnh cht c quyn nh
nc, gp phn a dng ho hot ng ngn hng v mt hnh thc s hu cng
nh v s lng ngn hng. C th, s lng NHTMCP tng ln nhanh chng.
T nm 1991-1993, s lng NHTMCP nhy vt t 4 ln 41 v t nh im l
51 vo nm 1997. Sau cuc khng hong ti chnh tin t 1997, mt s NHTMCP
do kinh doanh khng hiu qu, b ph sn hoc rt giy php hot ng nn con s
ny gim.n n giai on 2000 2007, y l giai on cc NHTMCP y
mnh tin trnh ti c cu li ton din h thng ngn hng nhm cng c v pht
trin theo hng tng cng nng lc qun l v ti chnh, ng thi gii th, sp
nhp, hp nht hoc bn li cc NHTMCP yu km v hiu qu kinh doanh. Thi
k ny s lng cc NHTMCP gim xung i cht so vi nhng nm cui ca
thp k 1990. Ngoi ra, s lng cc chi nhnh v i din ca cc ngn hng
nc ngoi c xu hng gia tng trong giai on ny theo cc cam kt k, trc
ht l hip nh thng mi Vit-M, hip nh khung v thng mi dch v
(AFAS) ca ASEAN. Kt qu l t trng v s lng NHTMCP gim xung so
vi ton h thng ngn hng thng mi, t nh cao 73% nm 1993 xung cn
40% vo nm 2007. n nm 2008 v 2009, do hai ngn hng thng mi nh
nc (NHTMNN) l ngn hng Ngoi thng v ngn hng Cng thng ln lt
chuyn i sang hnh thc c phn nn t l ny tng ln chim khong 42%
nm 2008 v 43% nm 2009 so vi ton ngnh. Bng 2 trnh by chi tit c cu h
thng ngn hng thng mi Vit Nam qua cc nm.
Bng 2: C cu h thng NHTMCP Vit Nam qua cc nm
Nm
NHTM nh nc
NHTM c phn
NHTM lin doanh
Chi nhnh NHTM
nc ngoi
NHTM 100% vn
nc ngoi
Tng cng
% s lng
NHTMCP so vi
ton h thng
1991 1993 1995 1997 1999 2001 2003 2004 2005 2006 2007
4
4
4
5
5
5
5
5
5
5
5
4
41
48
51
48
39
37
36
37
34
34
1
3
4
4
4
4
4
4
5
5
5
2009
3
40
5
18
24
26
26
27
28
31
31
41
39
41
56
74
84
83
74
73
73
78
75
85
92
94
44
73
65
61
58
53
51
49
47
45
40
42
43
160
2008
4
39
5
Trng i hc Cn Th
161
Trng i hc Cn Th
1993
140.
257
22.4
67
1.57
3
16,0
2
1994
178.
534
32.2
83
3.55
1
18,0
8
1995
228.
892
9,54
43.6
70
6.55
1
19,0
8
1996
272.
038
9,34
54.3
93
7.61
5
19,9
9
2000
444.
139
6,75
155.
720
14.0
15
35,0
6
2001
481.
295
6,84
189.
103
17.0
19
39,2
9
2002
536.
098
7,04
231.
078
23.1
08
43,1
0
2003
605.
491
7,34
296.
737
32.6
41
49,0
1
2004
713.
072
7,69
420.
335
50.4
40
58,9
5
2005
837.
858
8,43
550.
673
82.6
01
65,7
2
1,12
1,99
2,86
2,80
3,16
3,54
4,31
5,39
7,07
9,86
2006
973.
791
8,17
690.
764
145.
060
70,9
4
14,9
0
2007 2008
1.144. 1.478.
015
695
8,48
6,18
1.063. 1.333.
017
342
308.2 426.6
75
69
92,92
90,17
26,95
28,85
Ngun: Tng cc thng k Vit Nam (2010) v Bo co thng nin ca Ngn hng Nh nc (2010).
262
32
59
218
40
74
162
237
34
74
% tng trng vn iu l
2007
132,6
112,8
148,6
127,8
2008
74,3
89,7
34,1
100,2
2009
31,7
31,0
32,6
31,1
2008
22,3
30,6
23,3
18,2
2009
64,2
52,1
52,0
78,8
2008
123,6
43,8
89,2
183,0
2009
19,1
27,4
17,3
17,2
Trng i hc Cn Th
% Tng trng d n
2007
2008
2009
53,8
25,4
37,7
207,3
27,8
109,7
13,3
114,9
320,2
2008
2009
59,7
184,3
56,7
69,2
70,2
118,9
33,4
42,1
39,0
56,1
106,1
49,1
57,7
24,6
58,4
272,9
72,1
89,3
Ch tiu
Trung bnh chung
Trung bnh nhm 1
Trung bnh nhm 2
Trung bnh nhm 3
Trng i hc Cn Th
2006
2007
2008
2009
20062009
NIM (%)
2.93
2.53
2.47
3.46
2.28
2.03
2.19
2.45
2.87
2.74
2.72
3.04
2.72
2.59
2.30
3.10
2.70
2.47
2.42
3.01
T trng thu
ngoi li (%)
14.74
18.11
10.28
16.95
17.10
21.87
12.82
18.62
9.81
16.87
8.33
8.18
13.12
18.53
13.23
10.87
13.69
18.84
11.17
13.66
13.69
19.44
11.24
13.34
11.83
17.20
10.88
10.45
9.43
16.80
10.60
5.56
12.26
17.24
13.58
9.21
11.80
17.67
11.57
9.64
164
Trng i hc Cn Th
4.4.2 Ri ro ti chnh
nh gi ri ro thanh khon:
Qua biu t l D n/Tin gi, d dng nhn thy nhm 3 l nhm ang phi
i mt vi ri ro thanh khon l rt ln so vi cc nhm cn li trong h thng,
hu nh huy ng tin gi khng p ng nhu cu cho vay nn phi l thuc
kh nhiu vo th trng lin ngn hng lm gia tng s l thuc vo ngun vn
bn ngoi, m a phn ngun vn ny phi chu chi ph cao hn so vi huy ng
t khch hng v c bit l tnh n nh khng ln. V cng v thng hiu km
nn kh nng huy ng vn ca nhm ny kh thp th hin t l Tin gi/Vn
ch s hu ca nhm 3 thp nht trong h thng. Hu ht cc NHTMCP thuc
nhm 3 chp nhn ri ro tng trng tn dng trong khi cc nhm NH ln hn
tht cht tn dng m bo an ton trong giai on kh khn, v p lc tng
li nhun theo yu cu ca c ng trong tin trnh gia tng vn iu l theo yu
cu ca Chnh ph trong thi gian qua. Chnh v vy, hu ht cc NHTMCP thuc
nhm 3 i mt vi nhiu ri ro thanh khon trong trng hp khch hng n
rt tin.
D n/TG (%)
D n/Tin gi
180.00
160.00
140.00
120.00
100.00
80.00
60.00
40.00
20.00
0.00
161.29
137.60
118.31
107.02
86.57
71.50
2006
116.91
94.19
83.55
89.27
68.95
58.68
2007
2008
118.06
96.35
81.57
71.64
2009
TG/VCSH (Ln)
10.00
8.00
6.00
4.00
2.00
0.00
2006
Trung bnh h thng NHTMCP
2007
Trung bnh nhm 1
2008
Trung bnh nhm 2
2009
Trung bnh nhm 3
165
Trng i hc Cn Th
nh gi ri ro tn dng:
Nhn chung thi gian qua 2006-2009, h thng NHTMCP mc d duy tr mc tng
trng d n trong nm cao, song cc NHTMCP vn kim sot c ri ro mc
an ton. T l n xu lun c kim ch mc thp hn so vi trung bnh ca
ton ngnh v thp hn kh xa so vi chun cho php 5% ca quc t ngay c
trong giai on nn KT Vit Nam phi chu tc ng nng n ca cuc khng
hong TC ton cu.
Tuy nhin, c iu ng chng ta lu tm l nu so vi thnh qu t c kh
cao nm 2007, t l n xu cha ti 1,1%, th tc tng ca t l n xu nm
2008 nhanh hn so vi tc tng ca n xu ton ngnh. Du hiu bt n ny
vn tip tc ko di sang 2009, trong khi cht lng tn dng ca ton ngnh t
cao nht t 2006 n nay, th cht lng tn dng ca h thng NHTMCP vn
cha ly li c vch xut pht ban u ca nm 2006. iu ny cho thy kh
nng qun tr ri ro tn dng ca h thng NTMCP cha theo kp tc tng
trng, c bit l nhm 3.
Bng 9: Cht lng tn dng ca ton ngnh, h thng v cc nhm NHTMCP, 2006-2009
2006
3.2
1.52
0.89
1.66
1.66
N xu/D n (%)
2007
2008
3.4
3.6
1.09
2.15
0.68
2.28
1.51
2.14
0.92
2.11
2009
2.5
1.77
1.28
1.63
2.07
nh gi mc ri ro tng ti sn c:
Theo s liu ca mt nhm nghin cu ti cp nh nc m s KX.01.19/06-10
th Mc vn ch s hu/ti sn c ca cc khi TCTD n cui nm 2009 nh
sau: Khi NHTM nh nc: 7,14%; khi Ngn hng Lin doanh & Ngn hng
nc ngoi 10,9%; cng ty ti chnh v cho thu ti chnh: 13,9%; h thng
QTDND: 10,5%. T l vn ch s hu/ti sn c ca c h thng ngn hng
gim t 10,25% (cui nm 2008) xung 9,32% (cui nm 2009). T kt qu tnh
ton c th hin qua th VCSH/Tng ti sn c, ta nhn thy hin nay h
thng NHTMCP t c mc an ton v tng ti sn c l kh cao so vi ton
ngnh, c bit l cc NHTMCP thuc nhm 3.
166
Trng i hc Cn Th
VCSH/Tng TS c
25.00
23.48
22.44
20.00
15.00
10.00
17.45
16.36
11.34
16.72
17.36
14.25
13.70
11.61
11.59
11.08
13.45
11.26
9.65
8.58
5.00
0.00
2006
Trung bnh h thng NHTMCP
2007
Trung bnh nhm 1
2008
Trung bnh nhm 2
2009
Trung bnh nhm 3
Trng i hc Cn Th
168