QUN TR NGN HNG

THNG MI
17/03/14- 11/05/14
GII THIU MN HC
Hc phn Qun tr ngn hng c nhim v ch yu l trang
b cho sinh vin chuyn ngnh Ti chnh Ngn hng cc
kin thc c bn v ton din v qun tr hot ng kinh
doanh ca ngn hng thng mi trong nn kinh t th
trng. Hc phn ny cp n cc ni dung: Qun tr
ti sn C (qun tr d tr, qun tr danh mc cho vay, u
t); Qun tr ti sn N v vn ch s hu. Bn cnh
ngi hc cn c trang b cc k thut qun tr ri ro
(nhn bit, o lng v phng nga ri ro) trong hot ng
kinh doanh ngn hng.

Phng php ging dy v hc tp
Hc vin c bi ging v ti liu tham kho trc khi
n lp.
Ging vin a ra bi tp tnh hung hc vin tho
lun.
Ging vin hng dn l thuyt lin quan n bui hc
cng nh bi tp tnh hung tho lun.
Hc vin tho lun cch thc vn dng l thuyt gii
quyt bi tp tnh hung t ra.
Hc vin lm cc bi tp do ging vin a ra.
Ging vin gii p cc bi tp, tr li thc mc ca hc
vin & tm tt bi hc
IM QU TRNH
im thi gia k: 20%
im chuyn cn: 10%
im thi cui k: 70%
QUN TR NGN HNG THNG MI
Bi 1: Tng quan v qun tr ngn hng thng
mi
Bi 2: Qun tr ti sn n
Bi 3: Qun tr ngn qu v tn dng
Bi 4: Qun tr ri ro li sut v t gi
Bi 5: Qun tr danh mc u t ti chnh
Bi 6: Qun tr thanh khon
BI 1: TNG QUAN V QUN TR
NGN HNG THNG MI
I/ Chc nng v phn loi ngn hng thng mi
II/ Nghip v c bn ca ngn hng thng mi
III/ Thu nhp v chi ph ca ngn hng thng mi
IV/ Phn tch bo co ti chnh ca ngn hng
thng mi

I/ CHC NNG V PHN LOI NGN
HNG THNG MI
1/ Ngn hng thng mi l g?
Ngn hng thng mi l mt loi t chc tn dng c
thc hin ton b hot ng ngn hng v cc hot ng
khc c lin quan.
Hot ng ngn hng l hot ng kinh doanh tin t v
dch v ngn hng vi ni dung thng xuyn l nhn
tin gi v s dng s tin ny cp tn dng, cung ng
dch v thanh ton.
Ngn hng thng mi l trung gian ti chnh thc hin
kinh doanh tin t, tn dng v dch v ngn hng
Ngn hng thng mi la doanh nghip nhng ngun
vn s dng trong kinh doanh ch yu l vn huy ng t
bn ngoi.
LCH S NGN HNG THNG MI
M: ngn hng thng mi l doanh nghip kinh doanh tin
t, chuyn cung cp dch v ti chnh

c: ngn hng thng mi l doanh nghip nhn tin bc
ca cng chng di hnh thc k thc v s dng ti
nguyn cho chnh h trong cc nghip v ti chnh

Vit Nam: ngn hng thng mi l t chc kinh doanh tin
t, nhn tin gi ca khch hng vi trch nhim hon tr v
s dng s tin cho cc nghip v ti chnh
I/ CHC NNG V PHN LOI NGN
HNG THNG MI
LCH S NGN HNG
2000 BC: Ngn hng u tin Chu u

Th k 15: Ngn hng pht trin mnh Anh

Th k 17: Ngn hng 2 cp M

Th k 19: Ngn hng u tin Vit Nam

1945: Ngn Hng Quc Gia Vit Nam

1987: Ngn hng 1 cp Vit Nam

1988: Ngn hng 2 cp Vit Nam

NHTM vs T chc tn dng phi ngn hng
NHTM T chc tn dng phi ngn
hng(Cng ty ti chnh, bo him)
L t chc tn dng L t chc tn dng

c thc hin ton b hot ng
ngn hng
c thc hin mt s hot ng
ngn hng

L t chc nhn tin gi (depository) L t chc khng nhn tin gi
Cung cp dch v thanh ton Khng cung cp dch v thanh ton
Ngn Hng Nh Nc
c lp t ch trong thit lp mc tiu hot ng

c lp t ch trong thit lp ch tiu hot ng

c lp t ch trong la chn cng c iu hnh

c lp t ch hn ch
Ngn Hng Nh Nc
Vit Nam

Trc thuc Chnh Ph
iu hnh chnh sch
tin t
Qun l Ngn Hng
Thng Mi

c

c lp Chnh Ph
iu hnh chnh sch
tin t


2/ Phn loi c cu t chc ca ngn hng thng mi
C 4 cch phn loi:
A. Cn c vo hnh thc s hu , ngn hng thng mi gm cc
loi hnh:
NHTM do nh nc s hu trn 50% vn iu l (BIDV,
Agribank, Vietinbank, Vietcombank, Ngn hng chnh sch x
hi Vit Nam phi li nhun vi d tr bt buc 0%, min
thu, khng tham gia BH tin gi )
NHTM c phn do c ng gp vn ban u ( ng Bank,
SeAbank, NH Chu, Techcombank )
NHTM lin doanh do vn gp ca Vit Nam v nc ngoi
(NHTNHH Indovina, NH Vit Thi Vinasiam Bank, Shinhan
Bank)
NH nc ngoi c chi nhnh ti Vit Nam v NHTM 100% vn
u t nc ngoi (ANZ, Commonwealth bank, Citibank )

I/ CHC NNG V PHN LOI NGN
HNG THNG MI
B. Phn loi ngn hng da vo chin lc kinh doanh:
1) Ngn hng bn bun ( nh bn s thng thng)
Giao dch vi khch hng cng ty ch khng giao dch vi khch
hng c nhn (Deustche Bank, The Chase Manhattan Bank)
2) Ngn hng bn l
Giao dch v cung ng cho i tng khch hng c nhn
(Ngn hng M Xuyn - An Giang)
3) Ngn hng va bn bun va bn l
Giao dch c khch hng c nhn ln doanh nghip cng ty
C. Phn loi da vo c cu
Hi s, chi nhnh v phng giao dch
I/ CHC NNG V PHN LOI NGN
HNG THNG MI
D. Phn loi c cu t chc ca ngn hng thng
mi
1) M hnh t chc theo loi hnh cng ty c phn
L loi ngn hng c thnh lp di hnh thc cng ty
c phn
2) M hnh t chc theo hnh cng ty trch nhim hu hn
L hnh thc ngn hng thng mi ca nh nc v ph
bin vi ngn hng c vn nc ngoi
I/ CHC NNG V PHN LOI NGN
HNG THNG MI
3/ Chc nng ca ngn hng thng mi
NHTM c 3 chc nng c bn: trung gian ti chnh, to tin bt
t v sn xut.
a) Chc nng trung gian ti chnh:
NHTM l cu ni gia ngi gi tin v ngi vay tin ( gia
khch hng vi nhau hay gia ngn hng Trung ng vi cng
chng)
b) Chc nng to tin bt t:
L chc nng sng to ra bt t gp phn gia tng khi tin t
phc v cho nhu cu chu chuyn v pht trin nn kinh t
Bt t(tin ghi s): ra i vo gia th k 19 khi cc ngn hng Anh tm cch
n trnh cc th l pht hnh tin giy qu cng nhc nn sng ch ra h
thng thanh ton bng cch ghi trn s sch ngn hng, gim bt ng k chi
ph lu thng tin mt
I/ CHC NNG V PHN LOI NGN
HNG THNG MI
c) Chc nng sn xut (cn nhiu tranh ci):
L chc nng huy ng v s dng cc ngun lc to
ra sn phm v dch v ngn hng cung cp cho nn kinh
t.
NH s dng cc yu t t ai, lao ng v vn to
sn phm v dch v nh cc doanh nghip sn xut
khc.
t ai: S dng t ai trung tm tin vic giao dch
Lao ng: S dng lao ng vi trnh nht nh
Vn: Vn huy ng t khch hng. Loi hnh doanh nghip c t
l n trn vn cao.
a ra sn phm c th: th tn dng, thanh ton quc t .
I/ CHC NNG V PHN LOI NGN
HNG THNG MI
II/ NGHIP V C BN CA NGN
HNG THNG MAI
Cc dch v NH truyn thng: bo qun vt c gi, trao
i ngoi t, chit khu chng t c gi
Cc dch v NH hin i: cho thu ti sn, qun l tin
mt, bn bo him, dch v chng khon
C 2 nghip v: 1/ Nghip v ni bng
2/ Nghip v ngoi bng
1/ Nghip v ni bng (On balance sheet)
L nghip v NH c phn nh trn bng cn i ti
sn.
Bao gm nghip v ti sn c hay s dng vn, nghip
v ti sn N hay huy ng vn.
a) Nghip v huy ng vn: tin gi khch hng, tin gi
cc t chc tn dng khc, tin gi ngn hng nh nc,
vay NH nh nc.
b) Nghip v s dng vn: cho vay i vi khch hng,
u t chng khon, cho vay cc t chc tn dng
c) Dch v ngn hng: DV ngn qu, DV thanh ton lin
NH, DV mi gii
II/ NGHIP V C BN CA NGN
HNG THNG MAI
2/ Nghip v ngoi bng (Off balance sheet)
L cc nghip v khng c phn nh trn bng cn i ti
sn ca NHTM khng lm thay i ti sn c v ti sn n
theo tiu chun k ton
Bao gm: Giao dch ti chnh phi sinh, Chuyn giao ti sn
ngoi bng, Cc khon cam kt v n tim n khc
a)GD ti chnh phi sinh (Derivatives or Future forward contract)
: Hp ng da trn s c on v kh nng bin ng gi tr
ca ti sn c s (cao su, st thp, c ph)
b) Chuyn giao ti sn ngoi bng (Off-balance sheet Asset
transfer): tng t Trust giao dch chuyn nhng ti sn km
theo quyn truy i
c) Cc khon cam kt (Contingent liabilities): NH bo lnh cam
kt tr tin

II/ NGHIP V C BN CA NGN
HNG THNG MAI
III/ THU NHP V CHI PH HOT NG
CA NHTM
Thu nhp ca NHTM t nhiu ngun khc nhau nhng
c phn ra lm 2 nhm:
Thu nhp li: cc khon thu nhp c ngun gc li sut
v c hnh thnh ch yu t danh mc tn dng
Thu nhp phi li: gm cc khon thu nhp cn li nh thu
ph dch v thanh ton chuyn tin qua NH, ph DV mi
gii, ph DV y thc .
Chi ph cng phn lm 2 nhm:
Chi ph li: gm cc khon chi tr li cho ngun vn huy
ng, chi tr li tin vay
Chi ph phi li: chi ph lng, khu hao ti sn c nh, chi
ph np thu
IV/ PHN TCH BCTC CA NHTM
Theo nguyn tc 5C:
Capacity (Kh nng tr n)
Charater (Uy tn)
Capital (Vn)
Collateral (m bo)
Conditions (iu kin)
IV/ PHN TCH BCTC CA NHTM
Nguyn tc 5 P
PERSON
PURPOSE
PAYMENT SOURCE
PROSPECT
PROPERTIES
IV/ PHN TCH BCTC CA NHTM
Nguyn tc PAPERS
PERSON
AMOUNT
PURPOSE
EQUITY
REPAYMENT
SECURITY
IV/ PHN TCH BCTC CA NHTM
Nguyn tc CAMPARI
CHARACTER
ABILITY
MARGIN
PURPOSE
AMOUNT
REPAYMENT
INSURANCE
IV/ PHN TCH BCTC CA NHTM
Nguyn tc CAMELS
Mc an ton vn (Capital Adequacy ratio)
Cht lng ti sn c (Asset Quality)
Nng lc qun tr (Management)
Li nhun (Earnings)
Thanh khon (Liquidity)
Mc nhy cm vi ri ro th trng (Sensitivity to
Market Risk)

IV/ PHN TCH BCTC CA NHTM
T sut thanh ton hin thi(current ratio)
TSLD/N NH (current assets/current liabilities)
T s thanh ton nhanh (quick or acid test ratio)
TSLD-Hng tn kho / n ngn hn
(Current assets-inventories/Current liabilities)
Vng quay hng tn kho (Inventory turnover ratio)
Doanh thu/ hng tn kho (Sales/Inventories)
Vng quay ti sn (Total assets turnover ratio)
Doanh thu/ tng ti san(Sales/Total assets)
T sut n(Debt ratio)
Tng n/ tng ti sn(Total debt/Total assets)
IV/ PHN TCH BCTC CA NHTM
T sut li nhun doanh thu (Return on Sales)
ROS=Net Income/Sales
T sut tng ti sn(Return on Total Assets)
ROA=Net Income/Total Assets
T sut li nhun trn vn ch s hu(Return on
Equity)
ROE=Net Income/Equity