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Phan Tich Tinh Thanh Khoan Cua Nhom Cac Ngan Hang Lon l0yKOsu7T6 20130725041551 65671
Phan Tich Tinh Thanh Khoan Cua Nhom Cac Ngan Hang Lon l0yKOsu7T6 20130725041551 65671
0
3.1.1
nh hng pht trin Ngn hng Nh nc Vit Nam n n m
2010 v nh hng chin lc n nm 2020....................................................................Trang 20
3.1.2........................................................................................................................ nh hng
pht
trin
cc
chc
tn
dng
nm
2010
nh
hng
chin
lc n nm 2020 ..........................................................................................Trang 21
3.2 Bin php nng cao hiu qu qun tr ri ro thanh khon trong cc ngn hng thng
mi Vit Nam..........................................................................................................................Trang 22
3.2.1............................................................................................................V pha Chnh ph
.............................................................................................................................Trang 23
3.2.2.........................................................................................V pha Ngn hng trung ng
.............................................................................................................................Trang 23
3.2.3.......................................................................................V pha Ngn hng Thng mi
....................................................................................................Trang 24CHNG 1
RI RO THANH KHON
Cu v thanh khon:
Cu v thanh khon l nhu cu vn
hng,
vc kinh
Trng thi thanh khon rng NPL (net liquidity position) ca mt ngn hng
c xc nh nh sau:
NPL = Tng cung v thanh khon - Tng cu v thanh khon
C ba kh nng c th xy ra sau y:
Thng
thanh
khon:
Khi
cung
thanh
khon
vt
qu
cu
thanh
khon
(NPL>0), ngn hng ang trng thi thng d thanh khon. Nh qun tr ngn
hng phi cn nhc u t s vn thng d ny vo u mang li hiu qu cho ti
khi chng cn c s dng p ng nhu cu thanh khon trong tng lai.
Thm
ht
thanh
khon:
Khi
cu
thanh
khon
ln
hn
cung
thanh
khon
(NPL<0), ngn hng phi i mt vi tnh trng thm ht thanh khon. Nh qun tr
phi xem xt, quyt nh ngun ti tr thanh khon ly t u, bao gi th c v chi
ph bao nhiu.
Cn
bng
thanh
khon:
Khi
cung
thanh
khon
cn
bng
vi
cu
thanh
D n
H4 =
Tng ti sn C
------------------------------------------ x 100%
1.2.3.8
Ch s H5 :
D n
H5 =
------------------------------------------ x 100%
Tin gi khch hng
1.2.3.9
Ch s chng khon thanh khon H6:
Chng khon kinh doanh+Chng khon sn sng bnH6 =
x 100%
Tng ti sn C
1.2.3.10
Ch s H7:
100%
x 100%
1.2.3.11
Ch s H8:
------------------------------------------------ x
100%
Ch s *H8:
mt
TGKKH
ti
x100%
TCTD
CHNG 2
TNH HNH THANH KHON CA MT S NGN
HNG THNG MI LN
2.1 Cc h s nh gi:
*H3:
(Tin
mt+Tin
gi
thanh
ton
ti
NHNN+Tin
gi
khng
k hn
ti
Ch
chng
khon
thanh
khon
H6
(Chng
khon
kinh
doanh+Chng
Ngn hng
Nm 2008
Nm 2009
Nm 2010
ICB
11,250
11,250
15,200
VCB
13,200
13,200
17,000
ACB
2,630
6,356
7,814
STB
5,116
6,700
9,179
2010
9.1%
11.41%
9.97%
9.41%
H S H2
2008
2009
2010
ICB
6.37
5.16
5.34
VCB
6.21
6.66
6.90
ACB
7.38
6.02
5.53
STB
11.34
10.14
9.17
BIU H S H2 QUA CC NM CA CC NGN HNG
12.00
4.00
rn
ICB
VCB
ACB
X ST
B
2008
2.00
2010
2009
nht
nh so v i
v n
t
c
c a
chung, c
c
ngn
hng
c.
So
snh
ch
ny
vi
ch
tng
ng
Equity/Assets tnh bnh qun cho 100 ngn hng ln nht ca M l 8% (Theo
bo
co
synergies
thc
vary
nghim
with
Mananging
market
bank
conditions,
liquity
Evan
Gate,
risk:
Til
How
deposit
Shuermann,
Philip
loan
E.
Strahan, April 2006, kho st 100 ngn hng ln nht M, t 1990 - 2002), cho
thy phi chng vn t c ca cc ngn hng thng mi Vit Nam thp so vi
quy m hot ng. Cc ngn hng tng trng ti sn qu nhanh so vi mc
tng trng ca vn t c. Xt di gc an ton trong hot ng, iu nn
c suy xt cn trng hn.
Mt
ch
Hb
H2
kh
cao
nh
ngn
hng
Sacombank
th
trong
ICB
VCB
ACB
STB
2008
4.14
14.79
26.45
13.97
2009
10.13
19.90
23.04
15.54
2010
10.13
27.25
13.97
22.74
H S H3
Mt t l tin mt v tin gi cao, ngha l ch s H 3 cao, m bo cho
ngn hng c kh nng p ng nhu cu thanh khon tc thi. Theo s liu
tnh ton nm 2008, ngn hng incombank c ch s H 3 di 10%, nn khi c
nhu cu thanh khon ln, t xut, chc chn ngn hng buc phi vay trn th
trng tin
t vi li sut cao. Thc t chng minh cho nhn nh ny, nhng
thng cui nm 2007 v 2008, cc ngn hng ua nhau tng li sut tin gi v
y li sut vay qua m trn th trng tin t lin ngn hng tng ln kh cao.
Mc tiu cui cng ca cc ngn hng khng c g khc l m bo kh nng
thanh khon ang c nguy c suy gim. Tnh hnh ny c th gii thch nh sau:
nhng bin php mnh ca Ngn hng Nh nc nh tng t l d tr bt buc,
pht hnh tn phiu bt buc thu hi mt lng tin ln t lu thng v
kt ca Ngn hng Nh nc. Cc ngn hng thng mi trc y khn
g
coi trng vn thanh khon, thm ch c thi im cc ngn hng cho rng
d tha vn v h li sut huy ng. Th nhng, khi chnh sch tin t tht cht
c thc thi quyt lit, im yu thanh khon bc l. Khng cn cch no
khc, cc ngn hng buc phi cnh tranh nhau thu ht tin gi khch hng v
trong tnh th bt buc mt s ngn hng buc phi vay qua m vi li sut cao
nhm m bo nhu cu thanh khon. Nhng mt ch s H qu cao cho thy ngn
3
vay l ti sn c tnh thanh khon thp nht m ngn hng nm gi. Nhn
chung, hot ng ch yu ca bn ngn hng thng mi l nVit Nam vn l
hot ng tn dng: ch s H4 trung bnh 3 nm 2007-2009 l 47,37%, c ngha,
tnh trung bnh cc khon tn dng chim trn 47% trong tng ti sn C ca cc
ngn hng. Ri ro d thy nht l ri ro li sut. Khi Ngn hng Nh nc thc
thi chnh sch tin t tht cht, m bo kh nng thanh khon cc ngn hng
buc phi
trong lc li sut
ghi trn cc hp
ng tn
2010
63.66
55.64
44.43
54.35
2008
60.00
50.00
40.00
30.00
2009
2010
20.00
10.00
2.2.6
ngtn dng vi t l
Theo bng s liu trn cho thy 2 ngn hng cho vay vi t l kh cao trn
s tin gi ca khch hng v ngn hng Icombank v Sacombak. T l ny vo
nm 2010 ca Incombank l 118.28% v Sacombank l 106.67%, nh vy bnh
qun c huy ng c 1 ng th hai ngn hng ny cho vay vt s tin huy
ng Nh vy, ti sn C sinh li l cc khon tn dng chim t trng ln
Trong tng ti sn C ca cc ngn hng, m cho vay l ti sn C c ri
ro cao hn nhiu so vi cc ti sn C sinh li khc. iu ny s nh hng rt
ln n tnh thanh khon ca ngn hng.
H6
phn
nh
nm
gi
cc
chng
khon
th
dng
2008
2009
2010
25.00
H S H6
ICB
VCB
ACB
STB
2008
19.52
13.76
1.03
1.18
2009
14.01
8.36
0.62
12.67
2010
16.78
7.45
1.18
9.96
VCB
ACB
STB
1.25
2.64
1.57
1.23
3.51
5.55
1.32
1.23
1.37
2008
50.00
45.00
40.00
35.00
30.00
25.00
20.00
15.00
10.0
2009
2010
5.00
CHNG 3
MT S BIN PHP NHM NNG CAO HIU QU
QUN TR RI RO THANH KHON TRONG CC NGN
HNG THNG MI VIT NAM
3.1 nh
hng
pht
trin
ca
ngnh
ngn
hng
Vit
Nam
nm
hng
pht
trin
Ngn
hng
Nh
nc
Vit
Nam
nm
my t chc tinh gn, chuyn nghip, c ngun lc, nng lc xy dng v thc
thi chnh sch
tin
theo
nguyn
tc
th
trng
da
trn
cng
ngh
tin tin,
thc hin cc thng l, chun mc quc t v hot ng ngn hng trung ng, hi
nhp vi cng ng ti chnh quc t, thc hin c hiu qu chc nng qun l nh
nc trn lnh vc tin t v hot ng ngn hng, ng thi to nn tng n sau
nm 2010 pht trin Ngn hng Nh nc tr thnh ngn hng trung ng hin i,
t trnh tin tin ca cc ngn hng trung ng trong khu vc Chu .
Xy dng v thc thi c hiu qu chnh sch tin t nhm n nh gi tr ng
tin, kim sot lm pht, gp phn n nh kinh t v m, tng trng kinh t v thc hin
thng li cng cuc cng nghip ho, hin i ho t nc. iu hnh tin t, li sut v
t gi hi oi theo c ch th trng thng qua s dng linh hot, c hiu qu cc cng c
chnh sch tin t gin tip. ng dng cng ngh thng tin, m rng nhanh cc hnh thc
thanh ton khng dng tin mt v thanh ton qua ngn hng. Nng dn v tin ti thc
hin y tnh chuyn i ca ng tin Vit Nam. Chnh sch tin t to iu kin huy
ng v phn b c hiu qu cc ngun lc ti chnh. Kt hp cht ch chnh sch tin t
vi chnh sch ti kho nh hng v khuyn khch cng chng tit kim, u t v
CT
CT
CT CT
trng kinh t
2. Tng trng bnh qun tng phng tin thanh ton
3. T l M2/GDP n cui nm 2010 (%)
100 - 115
Khng qu 18
4. T trng tin mt lu thng ngoi h thng ngn
18 - 20
Khng di 8
Di 5
mc
(Basel I)
12 tun nhp khu
quc
Hon thin
yu cu
hi
nhp: Vit
Nam
ang
hi nhp ngy cng su rng hn vo nn kinh t khu vc v th gii. Cho nn,
vic tip tc hon thin h thng hnh lang php l ni chung v h thng hnh
lang php l v hot ng ngn hng ni ring l cn thit v cp bch. Vic
hon thin h thng lut php nhm xy dng h thng ngn hng thng mi
lnh mnh, minh bch, vn hnh theo c ch th trng c s kim sot hp l
ca Chnh ph. Mun vy, cn quy nh r chc nng, nhim v ca tng loi
hnh ngn hng: thng mi, u t, chnh sch, pht trin trnh nhng c
im ring c ca loi hnh ngn hng ny tr thnh li th cnh tranh khng
cng bng vi loi hnh ngn hng khc. Trong d tho Lut bo him tin gi,
cn nghin cu nng mc bo him tin gi ca khch hng ti cc ngn hng.
Bi l,vic nng mc tin gi c bo him lm cho ngi gi tin yn tm
hn, tinh trng rt tin hng lot. iu ny s gip cc ngn hng thng mi
n nh c ngun tin gi, nht l khi xy ra tnh trng cng thng thanh
khon
3.2.2
cch
Thc thi chnh sch tin t linh hot v va : NHNN iu hnh CSTT mt
thn
trng,
ch
ng
linh
hot,
theo
nguyn
tc
th
trng;
phi
hp
hin a
dng
ha
ngoi
trong
thanh
ton.
NHNN
phi
hp vi
cc
b,
ngnh lin quan theo di, qun l cht ch th trng vng v th trng ngoi
t.
Kim sot vic thnh lp ngn hng thng mi: C kin cho rng, hin
nay c qu nhiu ngn hng thng mi hn mc cn thit ti Vit Nam,do ,
c c mt h thng ngn hng mnh, nn sp nhp cc ngn hng nh c
nhiu hay khng nhiu s lng ngn hng thng mi khng phi l yu t
quyt nh nng lc cnh tranh ca cc ngn hng, m vn l cn kim sot
cht ch hn v nng dncc tiu chun khi thnh lp cc ngn hng mi. Lm
sao cho cc quy nh, tiu chun ny l th thch u tin v l thc o tng
i chnh xc v nng lc ca cc sng lp vin ca mt ngn hng thng mi
mi.C th ban hnh cc quy nh cht ch hn, chng hn quy nh v vic
gp vn thnh lp ngn hng ca cc tp on kinh t ln. Trong tin trnh xy
dng h thng ngn hng thng mi Vit Nam thc s vng mnh, cn ra
quy ch, quy nh i vi cc ngn hng khng p c cc chun chung; c
th tnh n vic sp nhp, mua li nhng ngn hng ny.
cao, cha phn nh trung thc tnh trng hot ng ni chung v tnh trng
thanh khon ni ring ca cc ngn hng. V vy cn pht trin h thng cnh
bo sm (early warning system), s dng d liu h thng thanh ton phn
tch thanh khon, xy dng h thng ch s thanh khon,...
3.2.3 V pha cc ngn hng thng mi:
Trong bi cnh hin nay, cc ngn hng thng mi xao lng hot ng
then cht, quyt nh n s an ton trong hot ng ngn hng: l qun tr thanh
khon. Mt s gi sau c th mang li hiu qu trong hot ng qun tr thanh khon
ca cc ngn hng thng mi mc no
.
3.2.3.1
Cn
i c
cu v t
trngti sn n, ti sn
c cho ph hp
vi
nng lc:
Vic lm ny l
cc k
quantrng trongvicgi
vngthanh
khon
cho Ngn
hng.
Ngy cng hon thin cc Qui ch, qui trnh gii quyt mt cch khoa hc
v hiu qu bi ton cn i k hn, hn ch ri ro li sut v khe h li sut.
3.2.3.3
thanh khon. p dng cng c Repo cho cc khon u t l chng khon n, Future
hay Forward gim thiu nhng ri ro v s bin ng li sut, SWAP c cu li
tu sn n, ti sn c nhm hn ch tc ng ca ri ro li sut, ri ro k hn.
3.2.3.5
hot ng kinh doanh ca Ngn hng bng cch nng cao nng lc qun tr ca ban
iu hnh, nng cao nng lc hoch ch v d bo c k hoch ch ng i ph
kp thi.
3.2.3.6
Xy dng c ch chuyn vn ni b ph hp:
Cc ngn hng thng mi Vit Nam trong thi gian qua khng ngng m rng mng
li hot ng. y l mt li th rt ng k so vi cc ngn hng nc ngoi khi m
chi nhnh ti Vit Nam. Tuy nhin, ngoi vic tnh bi ton chi ph -li nhun mang li
khi m cc chi nhnh, phng giao dch, cc ngn hng phi tnh n vic lun chuyn
cc dng vn gia chi nhnh, phng giao dch vi hi s chnh nh th no m
bo tnh thanh khon ca c h thng vi chi ph thpnht. Mun lm c iu ny,
cn c mt nn tng cng ngh (h thng ngn hngct li - core banking) hin i.
Do vy, khng cn cch no khc, cc ngn hng cn phi u t nhiu hn vo cng
ngh thng tin
.
3.2.3.7
Pht trin ngun nhn lc bao gi cng l mc tiu hng u ca mi t chc, doanh
nghip. Vic pht trin i ng nhn vin qun l ni chung v qun l thanh khon
ni ring l cn thit i vi bt k ngn hng thng mi no. Chnh b phn ny s
tham mu c lc cho cp lnh o ngn hng trong vic a ra ccquyt nh ng
n, kp thi nhm ngn chn, khc phc nhng ri ro pht sinh v hng hot ng
kinh doanh n nhng thnh cng mi. Do vy, ngn hng cn ck hoch tuyn dng,
o to, s dng nhn vin mt cch khoa hc, minh bch v bnh ng. t nhn vin
vo nhng v tr thch hp vi kh nng ca h l mt khu quan trng trong cng tc
cn b, nhm m bo rng chnh i ng nhn vin ny s l nhng ngi gp phn
vo thnh cng chung ca ngn hng .