M HNH CAMELS TRONG NH GI HIU QU HOT NG NGN HNG Phn tch theo ch tiu CAMELS da trn 6 yu t c bn c s dng nh gi hot

t ng ca mt ngn hng, l : Mc an ton vn, Cht lng ti sn c, Qun l, Li nhun, Thanh khon v Mc nhy cm th trng (vit tt bng ting Anh l CAMELS). Capital Adequacy (Mc an ton vn) Mc an ton vn th hin s vn t c h tr cho hot ng kinh doanh ca ngn hng. Ngn hng cng chp nhn nhiu ri ro (v d nh trong phm vi mt danh mc cho vay) th cng i hi phi c nhiu vn t c h tr hot ng ca ngn hng v b p tn tht tim nng lin quan n mc ri ro cao hn. Asset Quality (Cht lng ti sn c) Cht lng ti sn c l nguyn nhn c bn dn n cc v v ngn hng. Thng thng iu ny xut pht t vic qun l khng y trong chnh sch cho vay c trc kia cng nh hin nay. Nu th trng bit rng cht lng ti sn km th s to p lc ln trng thi ngun vn ngn hn ca ngn hng, v iu ny c th dn n khng hong thanh khon, hoc dn n tnh trng x i rt tin ngn hng. Qun l ri ro tn dng Ri ro tn dng l ri ro tn tht do nhng bin ng bt li nh hng n kh nng ca ngi vay, ngi pht hnh hay i tc trong vic p ng ngha v ti chnh ca mnh theo k hoch. C hai phng php c bn qun l ri ro, l phng trnh v kim sot tn tht. Phng php phng trnh bao gm vic xy dng cc chnh sch xc nh c th nhng lnh vc hay hot ng no c coi l ph hp v nn u t. Phng php kim sot tn tht li ch n vic duy tr mc a dng trong cu trc ca danh mc u t, cc chun mc cp tn dng ng n, s dng cc chng t v quy trnh hiu qu gim st ti sn m bo. Management (Qun l) Nhiu nh phn tch chuyn nghip coi qun l l yu t quan trng nht trong h thng phn tch CAMELS, bi v qun l ng vai tr quyt nh n thnh cng trong hot ng ca ngn hng. c bit, cc quyt nh ca ngi qun l s nh hng trc tip n nhng yu t nh: Cht lng ti sn c Mc tng trng ca ti sn c

Mc thu nhp c im ca vic qun l ngn hng thnh cng Nng lc Lnh o Tun th cc quy nh Kh nng lp k hoch Kh nng ng ph vi nhng thay i v mi trng xung quanh Cht lng ca cc chnh sch v kh nng kim sot vic tun th cc chnh sch Earnings (Li nhun) Li nhun l ch s quan trng nht nh gi cng tc qun l v cc hot ng chin lc ca nh qun l thnh cng hay tht bi. Li nhun s dn n hnh thnh thm vn, y l iu ht sc cn thit thu ht thm vn v s h tr pht trin trong tng lai t pha cc nh u t. Li nhun cn cn thit b p cc khon cho vay b tn tht v trch d phng y . Bn ngun thu nhp chnh ca ngn hng l: Thu nhp t li Thu nhp t l ph, hoa hng Thu nhp t kinh doanh mua bn Thu nhp khc Liquidity (Thanh khon) C hai nguyn nhn gii thch ti sao thanh khon li c ngha c bit quan trng i vi ngn hng. Th nht, cn phi c thanh khon p ng yu cu vay mi m khng cn phi thu hi nhng khon cho vay ang trong hn hoc thanh l cc khon u t c k hn. Th hai, cn c thanh khon p ng tt c cc bin ng hng ngy hay theo ma v v nhu cu rt tin mt cch kp thi v c trt t. Do ngn hng thng xuyn huy ng tin gi ngn hn (vi li sut thp) v cho vay s tin vi thi hn di hn (li sut cao hn) nn ngn hng v c bn lun c nhu cu thanh khon rt ln. Lng tin ca ngi gi tin

Thanh khon nh hng n lng tin ca ngi gi tin v ngi cho vay. Thanh khon km, ch khng phi l cht lng ti sn c km, mi l nguyn nhn trc tip ca hu ht cc trng hp v ngn hng. nh gi nhng vng mc Rt kh c th xy dng mt thc o duy nht nh lng c hay bao qut c tt c cc yu t v thanh khon, mc vn, cht lng ti sn c v li nhun, do c nhiu khc bit v quy m, hot ng gia cc ngn hng khc nhau, cng nh do nh hng ca iu kin th trng khu vc, quc gia v quc t. Khng c mt t l no thc s bao hm c cc kha cnh khc nhau ca yu t thanh khon i vi tt c cc ngn hng vi quy m v loi hnh khc nhau. Cc yu t v thanh khon Ni chung c th nh gi mc thanh khon da trn kh nng ca ngn hng trong vic p ng nhu cu v vn cho hot ng ca mnh. Nhng yu t cn xem xt bao gm mc bin ng ca tin gi, mc ph thuc vo ngun vn nhy cm vi ri ro, kh nng sn c ca nhng ti sn c th chuyn i nhanh chng thnh tin mt, kh nng tip cn n th trng tin t, mc hiu qu ni chung ca chin lc, chnh sch qun l ti sn n v ti sn c ca ngn hng, tun th vi cc chnh sch thanh khon ni b ngn hng, ni dung, quy m v kh nng s dng d kin ca cc cam kt cp tn dng. Sensitivity to Market Risk (Mc nhy cm vi ri ro th trng) Mc nhy cm vi ri ro th trng c th hin bng ch ci S (Sensitivity) trong h thng phn tch CAMELS. Phn tch S nhm o lng mc nh hng ca thay i v li sut v/hoc t gi n gi tr ca li nhun hay vn c phn. Phn tch S quan tm n kh nng ca ban lnh o ngn hng trong vic xc nh, gim st, qun l v kim sot ri ro th trng, ng thi a ra du hiu ch dn nh hng r rng v tp trung Phn tch mc chnh Trong iu kin khng c nhiu cc t l thanh khon khc nhau th c mt cch hu hiu hn nh gi thanh khon l xy dng bn m t ti sn c v ti sn n ca ngn hng (theo k hn) tnh ton mc chnh gia cc ti sn c n hn v ti sn n n hn. Vic phn tch mc chnh nhm nh lng s mt cn i v k hn ca ti sn c v ti sn n. Tnh trng mt cn i ny pht sinh khi k hn ca bn ngun vn khc vi k hn ca bn s dng vn. Vic phn tch mc chnh cn gip lng ho c nh hng ca nhng thay i v li sut th trng n li nhun v gi tr ti sn c rng ca ngn hng. Tm tt v CAMEL :

H thng phn tch CAMEL c p dng nhm nh gi an ton, kh nng sinh li v thanh khon ca ngn hng. An ton c hiu l kh nng ca ngn hng b p c mi chi ph v thc hin c cc ngha v ca mnh. Tiu ch an ton c nh gi thng qua nh gi mc vn, cht lng tn dng (ti sn c) v cht lng qun l. Kh nng sinh li l vic ngn hng c th t c mt t l thu nhp t s tin u t ca ch s hu hay khng. Thanh khon l kh nng p ng c mi nhu cu v vn theo k hoch hoc bt thng. Cn lun lun lu l cc bo co ti chnh khng th cung cp y mi thng tin m ngi phn tch mun c nh gi mc an ton, kh nng sinh li v thanh khon ca ngn hng. Do , cn kt hp vic phn tch theo CAMEL vi nhng nh gi nh tnh ca ngn hng c th thu uc kt qu phn tch ngn hng k lng v hu ch.