Yếu tố công nghệ tác động đến hiệu quả kinh doanh của các ngân hàng thương mại Việt Nam
Nội dung chính của bài viết
Tóm tắt
Mục tiêu của bài viết là tìm hiểu yếu tố công nghệ ảnh hưởng như thế nào đến tỷ suất lợi nhuận của các ngân hàng thương mại Việt Nam, ước lượng mô hình hồi quy gộp (Pooled OLS), mô hình hiệu ứng cố định (FEM), mô hình hiệu ứng ngẫu nhiên (REM) và mô hình hồi quy mô men tổng quát (GMM). Biến phụ thuộc là tỷ suất lợi nhuận trên vốn chủ sở hữu (return of equity ratio: ROE) và các biến độc lập là các yếu tố công nghệ ảnh hưởng đến lợi nhuận của các ngân hàng thương mại Việt Nam trên cơ sở hệ thống dữ liệu thứ cấp và sơ cấp thu thập từ 21 ngân hàng giai đoạn 2008- 2017. Kết quả ước lượng cho thấy tỷ suất lợi nhuận của các ngân hàng thương mại chịu ảnh hưởng bởi các yếu tố: sử dụng công nghệ trong hoạt động kinh doanh; sử dụng công nghệ phục vụ thanh toán tự động thông qua điện thoại, máy tính; yếu tố đổi mới công nghệ và qua kết quả nghiên cứu cũng cho thấy tỷ lệ lợi nhuận của các ngân hàng bị ảnh hưởng bởi tỷ lệ vốn chủ sở hữu trên tổng tài sản; năng lực quản trị chi phí; lạm phát. Từ kết quả nghiên cứu nhóm tác giả đề xuất hàm ý chính sách cho các ngân hàng thương mại nâng cao hiệu quả sử dụng, khai thác công nghệ trong thời kỳ cách mạng công nghiệp 4.0.
Chi tiết bài viết
Từ khóa
Ngân hàng, lợi nhuận, công nghệ, cách mạng công nghiệp 4.0
Tài liệu tham khảo
Abreu, M. & Mendes V. (2002). ‘Commercial bank interest margins and profitability: evidence from E.U.Countries’, University of Porto Working Paper Series, No: 122.
Athanasoglou, P., Brissimis, S., & Delis, M. (2008), ‘Bank-specific, industry-specific and macroeconomic determinants of bank profitability’. Journal of International Financial.
Athanasoglou, P., Brissimis, S., Delis, M. (2005), ‘Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Profitability’. Bank of Greece, Working Paper No. 25.
Athanasoglou, P., Delis, M. & Staikouras, C. (2006), D’eterminants of Bank Profitability in the Southern Eastern European Region’. Bank of Greece Working Paper, 47.
Berger, A. & Humphrey, D. (1987), ‘The effect of the firm’s capital structure on the systematic risk of common stocks’. Journal of Finance, 27, 435-452.
Berger, A. (1995). ‘The relationship between capital and earnings in banking’, Journal of Money, Credit and Banking, Vol.27:404-31.
Bessis, J. (2010), ‘Risk Management in Banking’. John Wiley & Sons Inc., New York.
Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87, 115-143.
Bobáková, I. V. (2003) ‘The Federal Reserve Banks, imputed cost of equity capital’. Federal Reserve Bank of New York Economic Policy Review, 9, 55-81.
Campanella &Peruta & Giudice. (2015). The Effects of Technological Innovation on the Banking Sector.
Casu, B., Girardone, C. & Molyneux, P. (2006) Introduction to banking. Essex: Pearson.
Chen. Y & Joe Zhu (2004), “Measuring Information Technology’s Indirect Impact on Firm Performance”, Information Technology and Management 5, 9-22.
Coase. R. H. (1937), “The Nature of the Firm”. Economica, New Series, Vol. 4, No. 16 (Nov., 1937), pp. 386-405.
Cooper, M J. Jackson III, W. E. & Patterson, G. A. (2003). ‘Evidence of predictability in the cross- section of bank stock returns.’ Journal of Banking and Finance. 27(5), pp.817-850.
Deger Alper và Adem Anbar. (2011), Bank Specific and Macroeconomic Determinants of Commercial Bank Profitability: Empirical Evidence from Turkey’. Business and Economics Research Journal,2(2), 139-152.
Demiguc-Kunt, A. và Huizinga, H. (2001), ‘The theory and practice of corporate finance: Evidence from the field’. Journal of Financial Economics, 60, 187-243.
Demirguc-Kun, A. & Huizinga, H. (1999) Determinants of commercial bank interest margins and profitability: Some international evidence. World Bank Economic Review, 13, 379-408.
Demirgüç-Kun, A. & Huizinga, H. (2012), ‘Do we need big banks? Evidence on performance, strategy and market discipline.’ s.l.: Bank for International Settlements.
Dietrich, A., & Wanzenried, G. (2014), ‘The determinants of commercial banking profitability in low-middle-and high-income countries’. The Quarterly Review of Economics and Finance, 18, 1-18.
Doytch, N., & Uctum, M (2011). Does the worldwide shift of FDI from manufacturing to services accelerate economic growth? A GMM estimation study. Journal of International Money and Finance, 30(3), 410-427.
Duca, J., & McLaughlin, M. (1990). ‘Developments affecting the profitability of commercial banks.’ Federal Reserve Bulletin, pp.477-499.
Foss. Kirsten (1996), “Transaction costs and technological development:the case of the Danish fruit and vegetable industry”, Research Policy 25 (1996) 531-547.
Gul, S. & Irshad, F.& Zaman, K. (2011), ‘Factors affecting bank profitability in Pakistan’. Romanian journal of economic forecasting, 14(39), 61-87.
Hassan, M.K. & A.M. Bashir, (2003), ‘Determinants of Islamic Banking Profitability’. In: Economic Research Forum (ERF) 10th Annual Conference: proceeding of a conference. Morocco: Economic Research Forum.
Heid, F., Porath, D., & Stolz, S. (2004), ‘Does capital regulation matter for bank behaviour?
Evidence for German savings banks’. Frankfurt am Main: Deutsche Bundesbank.
Jensen & Meckling (1976), ‘Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure’. Journal of Financial Economics (JFE), Vol. 3, No. 4.
Lee, C.C. & Hsieh, M.F. (2013), ‘The impact of bank capital on profitability and risk in Asian banking’. Journal of International Money and Finance, 32(1), pp.251-281.
Micco, A., Panizza, U. & Yanez, M. (2007), ‘Bank ownership and performance: Does politics matter?’ Journal of Banking & Finance. 31, pp. 219-241.
Miller, S. M., & Noulas, A. (1997), ‘Portfolio mix and large bank profitability in the USA’. Applied Economics. 29, pp.505-512.
Molyneux, P., Thornton, J. (1992). ‘Determinants of European bank profitability: a note’.
Naceur, S.B. & Kandil, M. (2009), ‘The impact of capital requirements on banks’ cost of intermediation and performance: The case of Egypt’. Journal of Business and Economics. 61(1), pp.70-89.
Naceur, S.B. & Omran, M. (2011), ‘The effects of bank regulations, competition, and financial reforms on banks’ performance’. Emerging Markets Review. 12(1), pp.1-20.
Naceur, S.B., (2003), ‘The Determinants of the Tunisian Banking Industry Profitability: Panel Evidence’, Universite Libre de Tunis Working Papers. http://www.mafhoum.com/ press6/174E11.pdf.
Pasiouras, F. and Kosmidou, K. (2007), ‘Factors influencing the profitability of domestic and foreign commercial banks in the European Union’. International Business and Finance, 21, 222-237.
Pasiouras, F., & Kosmidou, K. (2007), ‘Factors influencing the profitability of domestic and foreign commercial banks in the European Union’. Research in International Business and Finance [online]. 21, pp.222-237. Available from DOI: http://dx.doi.org/10.1016/j.ribaf.2006.03.007[31 January 2015].
Perera, S., Skully, M., & Wickramanayake, J. (2007), ‘Cost efficiency in South Asian banking: the impact of bank size, state ownership and stock exchange listings’. International Review of Finance [online]. 7, pp.35-60. Available from DOI: http://dx.doi.org/10.1111/j.1468-2443.2007.00067 [31 January 2015].
Perry, P. (1992) Do banks gain or lose from inflation? Journal of Retail Banking. 14, pp. 25-40.
Rasiah, D. (2010), ‘Theoretical Framework of Profitability as Applied to Commercial Banks in Malaysia’. European Journal of Economics, Finance and Administrative Services.19, pp.74-97.
Revell, J. (1979) Inflation and financial institutions. Financial Times.
Ross, S.A. (1977), ‘The Determination of Financial Structure: The Incentive-Signaling Approach’. The Bell Journal of Economics, 8, 23-40.
Saeed, M.S. (2014), ‘Bank-related, Industry-related and Macroeconomic Factors affecting Bank Profitability: A Case of the United Kingdom’. Research Journal Finance and Accounting. 5(2).
Sastrosuwito, S. & Suzuki, Y. (2012), ‘The determinant of post-crisis Indonesian banking system profitability’. Economics and Financial Reviews. 1(11), pp.44-55.
Sufian, F. & Chong, R.R. (2008), ‘Determinants of bank profitability in a developing economy: empirical evidence from Philippines.’ Asian Academy of Management Journal of Accounting and Finance. 4(2), pp.91-112.
Zhao, S.Y & Zhao, S.F (2013), ‘States Ownership, Size and Bank profitability: Evidence from Chinese Commercial Banks, 1998-2011’. Information Technology Journal. 12 (16).
Athanasoglou, P., Brissimis, S., & Delis, M. (2008), ‘Bank-specific, industry-specific and macroeconomic determinants of bank profitability’. Journal of International Financial.
Athanasoglou, P., Brissimis, S., Delis, M. (2005), ‘Bank-Specific, Industry-Specific and Macroeconomic Determinants of Bank Profitability’. Bank of Greece, Working Paper No. 25.
Athanasoglou, P., Delis, M. & Staikouras, C. (2006), D’eterminants of Bank Profitability in the Southern Eastern European Region’. Bank of Greece Working Paper, 47.
Berger, A. & Humphrey, D. (1987), ‘The effect of the firm’s capital structure on the systematic risk of common stocks’. Journal of Finance, 27, 435-452.
Berger, A. (1995). ‘The relationship between capital and earnings in banking’, Journal of Money, Credit and Banking, Vol.27:404-31.
Bessis, J. (2010), ‘Risk Management in Banking’. John Wiley & Sons Inc., New York.
Blundell, R., & Bond, S. (1998). Initial conditions and moment restrictions in dynamic panel data models. Journal of Econometrics, 87, 115-143.
Bobáková, I. V. (2003) ‘The Federal Reserve Banks, imputed cost of equity capital’. Federal Reserve Bank of New York Economic Policy Review, 9, 55-81.
Campanella &Peruta & Giudice. (2015). The Effects of Technological Innovation on the Banking Sector.
Casu, B., Girardone, C. & Molyneux, P. (2006) Introduction to banking. Essex: Pearson.
Chen. Y & Joe Zhu (2004), “Measuring Information Technology’s Indirect Impact on Firm Performance”, Information Technology and Management 5, 9-22.
Coase. R. H. (1937), “The Nature of the Firm”. Economica, New Series, Vol. 4, No. 16 (Nov., 1937), pp. 386-405.
Cooper, M J. Jackson III, W. E. & Patterson, G. A. (2003). ‘Evidence of predictability in the cross- section of bank stock returns.’ Journal of Banking and Finance. 27(5), pp.817-850.
Deger Alper và Adem Anbar. (2011), Bank Specific and Macroeconomic Determinants of Commercial Bank Profitability: Empirical Evidence from Turkey’. Business and Economics Research Journal,2(2), 139-152.
Demiguc-Kunt, A. và Huizinga, H. (2001), ‘The theory and practice of corporate finance: Evidence from the field’. Journal of Financial Economics, 60, 187-243.
Demirguc-Kun, A. & Huizinga, H. (1999) Determinants of commercial bank interest margins and profitability: Some international evidence. World Bank Economic Review, 13, 379-408.
Demirgüç-Kun, A. & Huizinga, H. (2012), ‘Do we need big banks? Evidence on performance, strategy and market discipline.’ s.l.: Bank for International Settlements.
Dietrich, A., & Wanzenried, G. (2014), ‘The determinants of commercial banking profitability in low-middle-and high-income countries’. The Quarterly Review of Economics and Finance, 18, 1-18.
Doytch, N., & Uctum, M (2011). Does the worldwide shift of FDI from manufacturing to services accelerate economic growth? A GMM estimation study. Journal of International Money and Finance, 30(3), 410-427.
Duca, J., & McLaughlin, M. (1990). ‘Developments affecting the profitability of commercial banks.’ Federal Reserve Bulletin, pp.477-499.
Foss. Kirsten (1996), “Transaction costs and technological development:the case of the Danish fruit and vegetable industry”, Research Policy 25 (1996) 531-547.
Gul, S. & Irshad, F.& Zaman, K. (2011), ‘Factors affecting bank profitability in Pakistan’. Romanian journal of economic forecasting, 14(39), 61-87.
Hassan, M.K. & A.M. Bashir, (2003), ‘Determinants of Islamic Banking Profitability’. In: Economic Research Forum (ERF) 10th Annual Conference: proceeding of a conference. Morocco: Economic Research Forum.
Heid, F., Porath, D., & Stolz, S. (2004), ‘Does capital regulation matter for bank behaviour?
Evidence for German savings banks’. Frankfurt am Main: Deutsche Bundesbank.
Jensen & Meckling (1976), ‘Theory of the Firm: Managerial Behavior, Agency Costs and Ownership Structure’. Journal of Financial Economics (JFE), Vol. 3, No. 4.
Lee, C.C. & Hsieh, M.F. (2013), ‘The impact of bank capital on profitability and risk in Asian banking’. Journal of International Money and Finance, 32(1), pp.251-281.
Micco, A., Panizza, U. & Yanez, M. (2007), ‘Bank ownership and performance: Does politics matter?’ Journal of Banking & Finance. 31, pp. 219-241.
Miller, S. M., & Noulas, A. (1997), ‘Portfolio mix and large bank profitability in the USA’. Applied Economics. 29, pp.505-512.
Molyneux, P., Thornton, J. (1992). ‘Determinants of European bank profitability: a note’.
Naceur, S.B. & Kandil, M. (2009), ‘The impact of capital requirements on banks’ cost of intermediation and performance: The case of Egypt’. Journal of Business and Economics. 61(1), pp.70-89.
Naceur, S.B. & Omran, M. (2011), ‘The effects of bank regulations, competition, and financial reforms on banks’ performance’. Emerging Markets Review. 12(1), pp.1-20.
Naceur, S.B., (2003), ‘The Determinants of the Tunisian Banking Industry Profitability: Panel Evidence’, Universite Libre de Tunis Working Papers. http://www.mafhoum.com/ press6/174E11.pdf.
Pasiouras, F. and Kosmidou, K. (2007), ‘Factors influencing the profitability of domestic and foreign commercial banks in the European Union’. International Business and Finance, 21, 222-237.
Pasiouras, F., & Kosmidou, K. (2007), ‘Factors influencing the profitability of domestic and foreign commercial banks in the European Union’. Research in International Business and Finance [online]. 21, pp.222-237. Available from DOI: http://dx.doi.org/10.1016/j.ribaf.2006.03.007[31 January 2015].
Perera, S., Skully, M., & Wickramanayake, J. (2007), ‘Cost efficiency in South Asian banking: the impact of bank size, state ownership and stock exchange listings’. International Review of Finance [online]. 7, pp.35-60. Available from DOI: http://dx.doi.org/10.1111/j.1468-2443.2007.00067 [31 January 2015].
Perry, P. (1992) Do banks gain or lose from inflation? Journal of Retail Banking. 14, pp. 25-40.
Rasiah, D. (2010), ‘Theoretical Framework of Profitability as Applied to Commercial Banks in Malaysia’. European Journal of Economics, Finance and Administrative Services.19, pp.74-97.
Revell, J. (1979) Inflation and financial institutions. Financial Times.
Ross, S.A. (1977), ‘The Determination of Financial Structure: The Incentive-Signaling Approach’. The Bell Journal of Economics, 8, 23-40.
Saeed, M.S. (2014), ‘Bank-related, Industry-related and Macroeconomic Factors affecting Bank Profitability: A Case of the United Kingdom’. Research Journal Finance and Accounting. 5(2).
Sastrosuwito, S. & Suzuki, Y. (2012), ‘The determinant of post-crisis Indonesian banking system profitability’. Economics and Financial Reviews. 1(11), pp.44-55.
Sufian, F. & Chong, R.R. (2008), ‘Determinants of bank profitability in a developing economy: empirical evidence from Philippines.’ Asian Academy of Management Journal of Accounting and Finance. 4(2), pp.91-112.
Zhao, S.Y & Zhao, S.F (2013), ‘States Ownership, Size and Bank profitability: Evidence from Chinese Commercial Banks, 1998-2011’. Information Technology Journal. 12 (16).
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