Tác động của nợ xấu lên khả năng sinh lời qua các ngưỡng quy mô tổng tài sản của ngân hàng thương mại Việt Nam
Các tác giả
-
Khúc Thế Anh
anhkt@neu.edu.vn
Đại học Kinh tế Quốc dân, Hà Nội, Việt Namhttps://orcid.org/0000-0002-0918-7700
- Nguyễn Diệu Minh
Đại học Kinh tế Quốc dân, Hà Nội, Việt Nam- Nguyễn Đức Minh
Đại học Kinh tế Quốc dân, Hà Nội, Việt Nam- Phạm Hồng Minh
Đại học Kinh tế Quốc dân, Hà Nội, Việt Nam- Lê Việt Lâm
Đại học Kinh tế Quốc dân, Hà Nội, Việt NamDOI:
10.46223/HCMCOUJS.econ.vi.21.7.5074.2026Từ khóa:
khả năng sinh lời; mô hình ngưỡng; nợ xấu; NIM; quy mô ngân hàng; ROAPhân loại JEL:
C23; G21; G28; G32Tóm tắt
Nghiên cứu này xem xét mối quan hệ phi tuyến giữa nợ xấu và khả năng sinh lời của các ngân hàng thương mại Việt Nam trong giai đoạn 2014 - 2024. Bằng việc sử dụng mô hình hồi quy ngưỡng bảng, kết quả cho thấy tồn tại nhiều hơn một ngưỡng quy mô tác động đến khả năng sinh lời. Tác động tiêu cực của nợ xấu giảm dần khi ngân hàng vượt qua ngưỡng quy mô nhất định là 674 nghìn tỷ VND, cho thấy các ngân hàng lớn được hưởng lợi từ đa dạng hóa hoạt động và năng lực quản trị rủi ro tốt hơn. Phát hiện này nhấn mạnh vai trò của quy mô ngân hàng trong mối quan hệ giữa nợ xấu và khả năng sinh lời trong hệ thống ngân hàng Việt Nam.
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Tải xuống
Ngày nộp: 25-11-2025Ngày duyệt đăng: 09-02-2026Ngày xuất bản: 18-05-2026Thống kê truy cập
Trang tóm tắt: 244 PDF: 297Cách trích dẫn
Khúc, T. A., Nguyễn, D. M., Nguyễn, Đức M., Phạm, H. M., & Lê, V. L. (2026). Tác động của nợ xấu lên khả năng sinh lời qua các ngưỡng quy mô tổng tài sản của ngân hàng thương mại Việt Nam. TẠP CHÍ KHOA HỌC ĐẠI HỌC MỞ THÀNH PHỐ HỒ CHÍ MINH - KINH TẾ VÀ QUẢN TRỊ KINH DOANH, 21(7), 36–53. https://doi.org/10.46223/HCMCOUJS.econ.vi.21.7.5074.2026Tải xuống trích dẫnGiấy phép
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- Nguyễn Diệu Minh