Rui ro tin dl:lng Rui ro tin dl,Jngla mQthi$n tlfqng thlfong g~pabat ky mQtnganhang thlfangm~i NHTMnao,va no cOng xay ra trEmtat ca cac linh vl!c, doi tlfgng,vungdautlf : quocdoanh,HTX,
Trang 1A' ? / ? "
VEQUANLYRUIROTRONGHO~TI>QNG
N hlf chUngta dabiet,mQtngan
hanghi$nd~iphaidoim~tvai
nhieulo~i rui ro, a daytrong
ph~mvi baivietchungtoi muontraodoi
ve caclo~iruiroca bantrongho~tdQng
kinhdoanhnganhang,do la: Ruiro tin
- dl,Jng,rui ro thanhkhoan,rui ro nguon
von,ruiro lai suat,ruiro hoidoai,ruiro
trongvi$c cungung cac dich vl,Jngan
hanghi$nd~i.Sauday la mQtso khai
quatca bancuatanglo~iruiro:
cAe L041Rill RO
1 Rui ro tin dl:lng
Rui ro tin dl,Jngla mQthi$n tlfqng
thlfong g~pabat ky mQtnganhang
thlfangm~i (NHTM)nao,va no cOng
xay ra trEmtat ca cac linh vl!c, doi
tlfgng,vungdautlf : quocdoanh,HTX,
hQsan xuat, cho vay san xuat, kinh
doanh,tieudung;chovaykhuvl!c nong
thOn,thanhthj Ruiro tin dl,Jngxay ra
co th~ do nguyennhanchu quan ve
phfa NHTM, khach hang vay von,
nhlfngcOngcOthe donguyennhanbat
khakMng nhlf thientai,dichho~
Xin neumQtso bi$nphapde phong
doi pM, h~nchevaicacruirotrongtin
dl,Jngnhlf sau:
ThO'nhlt: Phanchiavagiaih~ncac
rui rotrongho~tdQngtin dl,Jng(quacac
hinhthuc: Chonhieukhachhangvay,
cho nhieu nganhho~tdQngvay, cho
so tienchovay)
ThO'hai: Xem xet c~n th~n ho sa
khachhang:Khinganhangnh~ndlfgc
de nghivay von cua khachhang,can
phaixemxethosa domQtcachhetsuc
c~nth~ndlfainhieukhfac~nhd~quyet
dinhco chovaydlfgchaykhOngva neu
cho vay dlfgc thi cho vay bao nhieu,
trongthoigianbaolauvadlfaihinhthUc
tin dl,Jngnao.Vi$cxemxet hosa cang
c~nth~nthi nganhangcangtranhdlfgc
.nhungruirovasl!hieubietnguongoc
ThS Bam Bing Phudng * cac rui ro giupchonganhangtranh
dlfgcphannaocacruiro do
Nganhangsa xemxet hosa khach
hangtheocacdiemchfnhsauday:
-Nang Il!c phap IY va nang Il!c tai chfnhcuakhachhang
- Ml,Jcdfchvayvoncuakhachhang
- Xemxet cac bi$nphapbao dam tienvay
- Ll!a ch<.>nhinhthUctin dl,Jng
- Xemxet ve hoancanhkinhte va chfnhsachtin dl,JngcuaNhanlfac
- Xemxetve khanangchovaycua nganhang
Tuy nhien, cac bi$n pMp tren khongthe thay the cho cac the che, bi$n phaptin dl,Jng,sl! c~n trQngva
nangIl!c can bQtin dl,Jng,he trq cua chfnhquyenca sa.'
2 Rui ro thanh khoan Rui ro thanhkhoanpMt sinh khi nhangnglfoiglti tiendongthoi co nhu
cau rut tien glti a nganhangngayI~p
tuc Trongnhungtrlfoog hqp nhlf v~y, thi ngan hang phai di vay bo sung nguonvon thanhtoan ho~c phai ban
mQtso lo~igiayto co gia cuaminhde
dapung nhucauruttien cuanglfoigai tien.Tuynhien,trongmQtsotrlfonghqp d~cbi$tnganhangcOth~phaidoi m~t vai rui ro thanhkhoan,vf dl,Jnhlf trong tinh huongdanchungmatlongtin vao ngan hang,ho~cnhu cau rut tien co tlnh chatthai VI,Jma nganhangkhong
dl! tlnh trlfac dlfqc doi hoi nganhang
phaichitra tUcthai mQtkhoantien Ian han muc binhthlfong.Trongboi canh
do, hauhetcacnganhangdeuphaidoi phovai tinhhuongtlfangtl!, thi chi phf
de huydQngvon bosungtanglen mQt cachdangke do Ilfqngvon cungung trenthi trlfonggiam
Hi$nnay,trongxu hlfangtl! do hoa
ho~tdQngtai chfnhva tlnhlienketnga cangtang,quantri rui ro thanhkhoan
l
dongvai tro rat quantrQngdoi vai moi NHTM va h$ thong ngan hang noi chung.MQtnganhang mat kha nang thanhkhoan,nghTala thieu kha nangI dap ung nhu cau rut tienvai IlfqngIan cua khachhangthi hi$uung rui ro co th~ xayra vai cac nganhangkMc SI! khan hiemtien dongdien ra vao cac thoidiemthang6-7/2001,4thangdau
nam 2002 va thang 10/2002,nhang thang dau nam 2003 phan anh kha nangthanhkhoancua nganhangcon yeu Cac NHTMNha nlfac dangIy la
"chedl!a chocacnganhangkhacthieu hl,Jt"nhlfngthl!c te, hQI~i rai vao tinh tr~ngthieu hl,Jtthanhtoan va phai sa dl,JngnhieuIancongcl,JSWAPvaiNgan hangNhanlfac (NHNN).D~ xay dl!ng mQtmohinhquantri ruirothanhkhoan phuhqpvai moitrlfongkinhdoanhhi$n
phlfang phap quan trj rui ro thanh khoandl!a theeluongtien.Nhltngho~t dQngthl!c te cua cac nganhanghi$n
naygaynhieutrang~ikhisu dl,Jngcach
Mp c~n nay de quantrj rui ro thanh khoan.Ve nguyentac, tien gui co ky h~nva tin dl,Jngnganh~nkhongdlfqc phep pM va ky h~n NhlfngaVi$t Nam
thi dieunayvanxayra,d~cbi$tvai cac NHTMtrongnlfac.NglfC1iglti coth~pha
va ky h~nbat ky luc nao ma khongbi ph~tcondlfqc hlfanglai suatkhongky
h~n NglfOivay tra trlfac h~n thi con
dlfqc hoannghenhdo nganhangluon
10sq khoanvay do sa bien thanhnq
quah~n.SI!pM va ky h~nlamxoi mon mucdQchfnhxaccuamohinhtrongdl!
baoluongtien.De h~nchetra ng~inay,
cac nganhangsa dl,JngphuangpMp thong ke nhang sl! vi$c dien ra bat thlfongtrongho~tdQngkinhdoanhcho kMch hang la cac to chuc kinh te
TP.He NQi
Trang 2chuy~ndi sollfqng Ian ngoai ke hOC;Jch,
cackhoantiengai tiet ki$mva cac
khoantfnd~ngbiphavfJky hC;Jnvaicac
Iydo khacnhau.Khi lai suattangthi
nglfaigai muonphavfJky hC;Jnd~ dau
tLlvaoky hC;Jnmaivai lai suatcao han
neutinhtongIqiWcnh~ndlfqchi$Uqua
hem.NglfqclC;Ji,khilai suatgiamkhach
hangvayse tfnhtoand~tra trlfaChC;Jn
nhamtoithi~uhoachiphidauvao.SI!
pMvfJkyhC;Jncondo51!loikeocuacac
dOithuhay51!tacdQngcuacacyeuto
benngoai
Quantri ruirothanhkhoancuacac
nganhang hi$n nay da dlfqc tang
wangdoquatrinhday nhanhtien dQ
hi$nd<;1ihoacongngh$nganhangva
h$thongthanhtoan;tangClfanggiam
satvankhad~ngva thamgia co hi$U
quahOC;JtdQngthitrlfangliennganhang
vathitrlfangma Do do, cac ngan
hang~akhacph~cva hC;Jnchedlfqc51!
vi$Cxayra
3.Ruiro nguonvon
Ruiro nguonvan bao gom rui ro
thlravanva ruirothieuvan
- Ruiro thira van: ThCravan hay
dQngvan la mQttrC;Jngthai mat can
bangcuacac NHTM,xay ra khi nen
kinhte hOC;JtdQngkemhi$uqua,ngan
hangkhongtiep c~n dlIqc vai khach
hangho~ckhongIl!a chQndlIqc nhieu
kMchhangdangtin c~y d~ cho vay
XetvegocdQvi moth!quanh$giuatiet
ki$mvadautlIla khongtlIangung.Tiet
ki$mtrongnen kinhte van cao, ngan
hanghuydQngdlIqcvon nhlIngkhong
chovay dlIqc, nen hi$Uqua dau tlI
thap.TrongphC;Jmvi cuamQtNHTM,thi
d6la vi$c khOngkhaithachet tiem
nangsinhlai cuatai sanco, chiemgiCt
quanhieutai sanco khonga d~ngtrl!c
tiephaygiantiepco khanangsinhlai
Vid~:Ton quy tien m~tqua Ian, hi$u
d~ngcua von giam.Van a cac NHTM
khongdlIaVaGdautlI chosanxuatkinh
doanh,nen khOngsinh lai dlIqC.Van
khOngco kha nangsinh lai thi khong
congQila "van"nCta
MQthinhthuc "thCravan" khacpho
bientrongnhCtngnamquaa cacNHTM
lataisanthechapdangtienhanhxa Iy
phatmC;Jid~thunqnhieu.ThongthlIang
cacmanvay quahC;Jnma da tien hanh
niemphongde phat mC;Jitai san the
chapthi ngCrngtinhlai.Tuynhien,trong trlIanghqpnaynganhangvanchlIathu dlIqc nq ve d~ dau tlI tiep nen van bi dQng(a day khongban den kha nang phat mC;Jicac tai san the chapde thu nq)
- Ruiro thieuvan:Rui ro thieuvan
xuathi$nkhi nganhangmat khanang chongdfJcacdongtienra Ruirothieu von hay con gQila rui ro vfJnq la do biendQngcuatinhhinhkinhte,chinhtri hay 51!giam sut ve uy tfn cua ngan hanglamcho nglIaigai tien mat niem tin VaGnganhangkhongdu kha nang thanhtoandandenvfJnq
De xacdinhtrC;Jngthai canbangve von, nglIai ta do h$ so thanh khoan
TrlIaChet, hieutinh thanhkhoancua
mQtNHTM(chukhongphaitinh thanh khoancuatai san co)thl!c chatla kha nangdapungnhucauthanhtoanngay cua cactai san nq MQtnganhangco h$so thanhkhoancaose co khanang chongdfJtot handoivai 51!ruttien0 C;Jt cuanglIaigai tien
Conco mQthinhthucthieuvonnCta
la nganhang khongdu von dap ung chocac manvay.TlIangtl!, co the gQi
la thieuvon tUY$tdoi, la thieuvon doi vai nhucauchovayva dautlI tin d~ng chonenkinhte ThieuvantUY$tdoi de
d~ mat nhungca hQidau tlI tot co the
manglC;JiIqi nhu~n;th~m chi co kha nangmat khachhangkhi hQphaiden mQtngan hangkhac mongdlIqc dap ung kjpthai cac manvay.TCrvi$c mat khachhangvayvonse dandende mat khachhanggaitien
ThCravonva thieuvondeula ruiroo Cac NHTMkhOngdlIqc d~ qua thCra hay qua thieu von.NhlIng, bao nhieu thi "du".V~y,xac dinhtrC;Jngthai can bangve vanthl!c chatla xacdinhmoi tlIangquangiCtatfnh16ngva khanang sinhlai cuatai sanco phOhqpvai tinh chat cua tai san nq va d~c di~mkinh doanhcua tCrngnganhangtrongtCrng thai ky nhatdinh
Ruiro nguonvondlIqc khaidautCr nguyennhanchuquan.Machuyeu la kha nangcua cac nha quan tri ngan hangtrongvi$cxacdinhtrC;Jngthaican bangve von
4 Rui ro lai suat COngnhlI gia ca cua mQilo~! hang"
hoa khactrongnen kinhte thi trlIang, lai suat cOngthlIang xuyenthay doi, anhhlIangdenthu nh~pva chiphicua chu the hOC;JtdQngtren thj trlIangtai chinh
5 Rui ro hoidoai Ruiro hoidoaila 51!s~tgiamgiatri cuatai sanco hay51!tangthemgiatr! cac khoannq phaitra do biendQngve tYgia ngoC;Jit$ anhhlIangxaudenmQt nganhang
Ruiro hoidoaiphatsinhtronghOC;Jt dQngkinhdoanhngoC;Jit$, thanhtoan quoc te, huy dQngva cho vay bang ngoC;Jit$.
6.Ruiro trong vi~c cung U'ngcac
dichvI;!nganhanghi~nd~i
Hi$n nay,m~cdOhOC;JtdQngtrung gian tai chinh,huy dQngvan tC;Jmthai nhanroi va cho vay cua NHTMvan la chu yeu va chiemty trQngIan nhlIng hi$UquademlC;JichlIa dlIqc nhlI mong muon,nenxu hlIanghOC;JtdQngchuyen sangcaclinhvl!Cdichv~ khachuah~n hi$Uquacaohdn SI!thanhcongtrong linh vl!c nay ngoaivi$c ph~thuQcVaG vi$Ct~nd~ngnhCtngca sa v~tchatsan
co con phaiap d~ngnhCtngcongngh$ maitronglinhVlfctin hQcva vienthOng Saiapd~ngcongngh$hi$ndC;Jise cho phep ngan hang tien hanh cac hOC;Jt dQngkinhdoanhtrenquymoIan,nang cao chat11Iqng,giamthieurui rooQua trinh cai to nay lienquanden hau het cac linh vl!c chu chot cua hOC;JtdQng ngan hang:quan Iy cac phlIangti$n thanhtoan; Il!a chQncac khachhang cho vay; hOC;JtdQngtham do, nghien c(ruthi trlIang Trenthl!c te, mQiIydo
thUcdayquatrinhtai cacaulC;Ji,hi$ndC;Ji hoacongngh$nganhangva h$thong thanhtoan dan den cOngmQ~h$.qua, muonchienthangtrenthi trlIangtrong tien trinh hQinh~pkinhte khu vl!c va quocte
RUiro trangvi~ccungling cacd!ch VljngfJnhanghi~ncffiJi thllangxuathi~n trangcactrllanghqpsau:
-Vi$c ung d~ng nhieu han cac cong ngh$tl! dQngtieman khanangchuyen
doi cacloi doxa Iythu congsangruiro
h$ thong,khi cac hOC;JtdQngnghi$pv~
dl!a nhieuhan VaGcac h$ thongcong
ngh$dangdlIqc sa d~ngrQngrai.
Trang 3-SI! pMt tri~ncua cac nghi~pvl,l
giaodichdi~nta va cac(mgdl,lnglien
quanvaoh09td<)ngkinhdoanh.C6th~
d~ynganhangtai nguyccrruiroMm ~n
mai nhlI: Cac van de ve an ninh h~
thong; SI! gian I~n ben trong va ben
ngoai
Ngoaicac 109irui ro COban tren,
con c6 ruiro trongh09td<)ngkhoquy:
cac to chuc tin dl,lng(TCTD)tren dia
banratquantamdencongtac khoquy,
daylam<)ttrongnhO'ngnghi~pvl,ItrQng
yeu cuam<)tnganhang.Xin neuvi dl,l
cl,Ith~la cacTCTDda quantamtuy~n
chQn,ki~mdem,pMt hi~n va 109ibe
Mn gia,nhlIngvancons6ttrongcacb6
Mn n<)pve NHNNChi nMnh TP Ha
N<)i.Tinhtrong nam 2003,NHNNChi
nhanhTPda pMt hi~nva thu dlIqcd~
109ibesoMn giadocacTCTDtrendia
ban n<)pla: 629.267.000d(trongd6:
109i 100.000d: 485.200.000d, 109i
50000d: 121.850.000d,109i20000d:
21.280.000d,109i10000d:170.000d,
109i 5000d: 765.000d, 109i 2000d:
2000d)
MOT SO GlAI PHAp TANGCIJONG
-QUANLY RUt RO TRONGH04T DONG
NGANHANG
D~ quan Iy rui ro tin dl,lng cua
NHTMc6 tinh khathi cao,theotOican
quantamdencacn<)idungsau:
M~tIs: Phantichva nh~nra nhO'ng
moi de d09 ta moitrlIang kinh doanh
ben ngoaic6 tac d<)ngden h09td<)ng
kinhdoanhcua nganhang.Vi dl,lnhlI:
Theodoiva dl! doandlIqcdienbienlai
suat thi truang, tY gia giO'aVND va
USD,giO'aVNDva EUR,dienbienXNK
tren dia ban DlI bao ve SlI xuat hien
cua nhO'ngsan ph~mmaide d09 d6n
sanph~mhi~nc6,danhgiachu~nml!c
Mm Il!c cOngnhlI muc d<)c9nhtranh
giO'acacdoanhnghi$pcungh09td<)ng
trongnganh Dongthai, phantichd~
Umra nhO'ngdi~mm9nhva di~myeu
trong h09t d<)ngcua ngan hang n6i
chung,h09td<)ngkinhdoanhcuangan
hangn6i rieng.Dieud6 cOnggiupcho
nganhangthaydlIqcIqithe c9nhtranh
cuaminhhi~nnayla gi?
Hai Is: Ta nhO'ngphan tichatrende
ra CI,Ith~choh09td<)ngcuanganhang
thl!c hi~ntrongthai giantrungh9n va
dai h9n.D~ lam tot dlIqc nhi$mVI,Iva
ml,lctieu nay cac nganhangcan phai
xac dinh dlIqc 3 yeu to: Khachhang
cua ngan hang la ai? Nhu cau cua khachhangla gi? Lamthe naod~thoa mandlIqcnhucaud6?
Ba Is: Tien hanh phan thi trlIang
dl!a tren m<)tso chi tieu chinh nhlI
doanhso h09td<)ng,sollIqng lac d<)ng (nhanvien),nganhnghehOc,itd<)ngva hinhthucsa hO'ucuadoanhnghi$p.Khi d6nganhangsetienhanhIl!achQncac thi trlIangml,lctieu phuhqpvai nhi~m vl,Iva ml,lctieuh09td<)ngnganhangda xacdinh
B6nIs: Nh~nd9ngva do IlIangcac
109iruiro c6th~xayratrongh09td<)ng kinh doanhnganhang.Hi$n nay cac NHTMthlIOngquantamdenbay109irui
ro chinh:rui ro ve tin dl,lng,rui ro ve thanhkhoan,ruiro ve nguonvon,ruiro
ve lai suat,rui ro hoidoai,rui ro ve sl!
laa dao cua khachhang,rui ro ve sl!
phasancuacacdoanhnghi~pyayvon
Benc9nhd6 nganhangcong~pnhieu 10c,iiruiroquantrQngkhacnhlI:ruirove 19mphat,ruirove thunh~p,ruirovethi trlIOngva rui rove chinhtrio
N4mIs: Sau khi da nh~nd9ngva
do IlIangdlIqc cac 109irui ro ma ngan hang co th~ g~p phai, ke tiep ngan hang phai lam the nao d~ h9n che nhO'ngrui ro nay.
SfJuIs: Phantichdanhgiava so
sanh ket qua cua sl! v~n dl,lngnhO'ngke
h09chphongchongva xa Iy rui ro a
trensovaicacml,lctieudera.Tad6c6 cacblIacdieuchinhvac6giaiphapmai cho phuhqpvai tinh hinhthl!c te Hon the nO'anganhangcanh~thong,danh gia 19ichien IlIqc quan tri rui ro cua nganhang.M~tkMc, nganhangphai luonluontheodoic~pnh~tnhO'ngbien doi cua moi trlIang kinhdoanhd~ c6 nhO'ngdieuchinhve chinhsachquanIy rui ro cho phu hqpvai nhO'ngbiendoi nay
MOTSODE XUATNANGCAOHltU
QUATRONG CONG TAcQUAN LYRill
ROTRONGH04T DONGNGANHANG
-T~ptrung,chutrQngdenvi~cdo IlIangrui ro hOc,itd<)ngnganhang
- Trongcactac nghi~pCI,Ith~trong hOc,itd<)ngngan hang phai tuan theo
cacnguyentactotnhattrongquanI~rui
ro h09td<)ng,tangnganhangphaidUll tri vatinhcackhoandl! phong,dl!trii )
- TangClIOngra soatcac h6sati~
dl,lngva thlIang xuyen ki~m tra cacl nghi$pVI,Ic6 lienquandencongtacti~
dl,lng
- Cac ngan hangtang clIangCaCI bi$nphapd~ym9nhcongtac tin d~ngl nhlI tang dlI nq, h9 thap tY I~ nqqual h9nd~ dambaohOc,itd<)ngkinhdoanhl
cuanganhangc6lai,tangthunh~p,tV'I
d6ondinhtamIyva nangcaohi$uqual lam vi~c cua can bt) nhanvien tronglI nganhang
- Cac ngan hang,TCTD tren dial ban phai phan anh kip thai nhlrng wang mackh6khan,dexuatkiennghj
NHNNban hanhmai thay the cacco
che, quy che khOngcon phu hqpvai congtac quanIy rui ro trongh09tdi)ng nganhangve NHNN.KiennghiNHNN
xem xet nghiencuu kip thai bo sung,
chinhsaacacchinhsach,cacvanban ched<)chopM hqpthl!ctienh09td<)ng cuanganhangcOngnhlItrongcongtac quan Iy rui ro trong h09t d<)ngngan hang.Cac djrlhche tai chinhphaixay
dl!ng gia tang kha nangxac d!nhmuc
d<)ruiro h09td<)ngd~dapungvaithl!c
te h09t d<)ngnganhang,hi~n nay ap dl,lngcac c6ng ngh~ ngan hang tien
Mn, hi$nd9i,.cactieu chu~nnhatdinh nhamdlIa ra nhO'nghlIang dan, quy dinhchungtrongcachthucdoIlIangrui
ro trong h09td<)ngcua dongvon, cac nguyennhan da phat sinh, cac khau lienquand~thietI~pm<)tkhuonkhodu
r<)ngtrong vi~c quyet dinh muc von
thichhqpphaic6 d~ budaprui roo
- Cac NHTM,TCTD khi c6 rui ro
trongh09td<)ngnganhangtuy mucdi)
vi ph9mnghiemtrQng,ve congtac to chuccan b<)candieud<)ngnhO'ngcan b<)c6 lien quan den rui ro cua ngan hang,TCTD d6 sang cong tac khac, ho~cchuy~nsangcongtacthu nq(neu lam cong tac tin dl,lng).
-ThlIang xuyen t~p huan cho can b<)ngan hang (d~c bi~t can b<)lam congtac tin dl,lng)nang cao trinh d<) chuyenmon nghi$pVI,I,trinh d<)th~m dinh,daot90 kienthucphaplu~t,ng09i ngO'vakienthucquanIynhanlIac,giao dl,lcph~mchatd90duc nghenghi~p,tlI tlIangchinhtri chocanb<)nganhang
~ TW CIItNcANDANG-&') 4 NAM2004