Số 232 | Tháng 7/2025
Các yếu tố tác động thu nhập lãi cận biên của ngân hàng thương mại Việt Nam: Tiếp cận Bayes
Phạm Hồng Châu Oanh
Tóm tắt:
Thu nhập lãi cận biên (Net Interest Margin - NIM) được xem là yếu tố quan trọng nhất trong việc đánh giá hiệu quả của một ngân hàng. Nghiên cứu này phân tích tác động của các yếu tố đến NIM trong lĩnh vực ngân hàng tại Việt Nam bằng cách áp dụng phân tích Bayes trên dữ liệu 24 ngân hàng thương mại (NHTM) cổ phần trong khoảng thời gian 2011–2023. Kết quả cho thấy khả năng sinh lời của tài sản (ROA), hiệu quả quản lý (EFE), khả năng sử dụng vốn vay (LDR), chất lượng tín dụng (NPL), tỷ lệ lạm phát (INF) và tăng trưởng kinh tế (GDP) có tác động cùng chiều đáng kể đến NIM. Trong khi đó, quy mô ngân hàng (SIZE) và khả năng thanh khoản (LIQ) là hai nhân tố có tác động ngược chiều đến NIM. Các phát hiện từ nghiên cứu này nhằm giúp các ngân hàng gia tăng NIM thông qua những biện pháp kinh doanh phù hợp với mức thanh khoản hợp lý, tránh lãng phí và rủi ro.
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Determinants of Net Interest Margins in Vietnamese Commercial Banks: A Bayesian Approach
Abstract:
Net interest margin (NIM) is considered the most important factor in assessing a bank's performance. The primary purpose of this study was to evaluate the most important factors that influence the Net Interest Margin (NIM) in the commercial banks operating in Viet Nam using the Bayesian linear regression method for 24 commercial banks covering the study period 2011–2023. The results show that profitability (ROA), operational cost to operating income ratio (EFE), loan-to-deposit ratio (LDR), non-performing loan ratio (NPL), inflation rate (INF) and GDP growth (GDP) have a significant positive impact on NIM of banks. Meanwhile, bank size (SIZE) and liquidity (LIQ) are two factors that negatively affect NIM. The study suggests that banks should develop reasonable business strategies, maintain an appropriate level of liquidity to avoid waste and mitigate risks that could affect profitability.