Nng cao cht lng qun l ri ro tn dng ti Ngn

hng Thng mi c phn Hng Hi H Ni

cng ti m s: 32873
Trang ph ba
Li cam oan
Mc lc
Danh mc t vit tt
Danh mc cc bng
Danh mc hnh v, th
PHN M U..............................................................................................1
CHNG 1. RI RO TN DNG V QUN L RI RO TN DNG
CA NGN HNG THNG MI............................................................3
1.1. TNG QUAN V RI RO TN DNG CA NGN HNG
THNG MI................................................................................................3
1.1.1. Ngn hng thng mi..........................................................................3
1.1.2. Hot ng c bn ca ngn hng thng mi....................................4
1.1.3. Hot ng tn dng ca ngn hng thng mi.................................5
1.1.4. Mt s loi hnh tn dng m ngn hng thng mi thc hin.......7
1.1.5. Vai tr ca tn dng..............................................................................9
1.1.6. Ri ro tn dng.....................................................................................11
1.2. QUN L RI RO TN DNG CA NGN HNG THNG
MI.................................................................................................................26
1.2.1. Quan nim v qun l ri ro tn dng...............................................26
1.2.2. Mc tiu ca qun l ri ro tn dng.................................................27

1.2.3. Quy trnh qun l ri ro tn dng......................................................27

1.2.4. Cc cng c qun l ri ro tn dng..................................................30
1.3. KINH NGHIM QUN L RI RO TN DNG CA MT S
NGN HNG THNG MI TRN TH GII....................................39
1.3.1. Qun l ri ro tn dng ca mt s ngn hng thng mi trn th
gii..................................................................................................................39
1.3.2. Bi hc kinh nghim cho cc ngn hng thng mi Vit Nam.....43
CHNG 2. THC TRNG QUN L RI RO TN DNG TI
NGN HNG THNG MI C PHN HNG HI H NI..........46
2.1. KHI QUT HOT NG CA NHTMCP HNG HI H NI
.........................................................................................................................46
2.1.1. S lc qu trnh hnh thnh v pht trin ca NHTMCP Hng
Hi H Ni......................................................................................................46
2.1.2. C cu t chc ca ngn hng TMCP Hng Hi H Ni................48
2.1.3. Kt qu hot ng kinh doanh ca NHTMCP Hng Hi H Ni.. 48
2.2. THC TRNG QUN L RI RO TN DNG TI NGN HNG
TMCP HNG HI H NI........................................................................54
2.2.1. Quan im ca Maritime Bank Ha Noi v qun l ri ro tn dng.
.........................................................................................................................54
2.2.2. B phn qun l ri ro tn dng.........................................................55
2.2.3. Qun l ri ro tn dng ti ngn hng TMCP Hng Hi H Ni.. 60
2.3. NH GI HOT NG QUN L RI RO TN DNG TI
NGN HNG TMCP HNG HI H NI..............................................65
2.3.1. Kt qu t c.................................................................................65
2.3.2. Hn ch.................................................................................................69
2.3.3. Nguyn nhn dn n hn ch trong hot ng qun l ri ro tn
dng ti ngn hng TMCP Hng Hi H Ni............................................70

CHNG 3. GII PHP NNG CAO CHT LNG QUN L RI

RO TN DNG TI NGN HNG THNG MI C PHN HNG
HI H NI..................................................................................................77
3.1. NH HNG HOT NG TN DNG TI NGN HNG
TMCP HNG HI H NI........................................................................77
3.1.1. Mc tiu chung....................................................................................77
3.1.2. nh hng hot ng tn dng trong thi gian ti........................78
3.2. GII PHP NNG CAO CHT LNG QUN L RI RO TN
DNG TI NGN HNG TMCP HNG HI H NI.........................79
3.2.1. Tip tc hon thin c cu t chc hot ng tn dng...................79
3.2.2. Tun th ng quy trnh, quy ch tn dng nhm nng cao kh
nng qun l ri ro tn dng........................................................................80
3.2.3. Thc hin trit v hon thin h thng xp hng tn dng ni b
ca ngn hng nhm nng cao kh nng qun l ri ro tn dng............82
3.2.4. Nng cao trnh ngun nhn lc nhm nng cao cht lng cng
tc qun l ri ro tn dng............................................................................84
3.2.5. Nng cp h thng thng tin minh bch chnh xc nhm nng cao
cht lng cng tc qun l ri ro tn dng................................................85
3.2.6. Hon thin chnh sch tn dng nhm nng cao cht lng cng tc
qun l ri ro tn dng..................................................................................87
3.2.7. Kt hp bo him vi tn dng nhm nng cao cht lng cng tc
qun l ri ro tn dng..................................................................................89
3.2.8. Pht trin cc nghip v phi sinh tn dng nhm nng cao cht
lng cng tc qun l ri ro tn dng........................................................89
3.2.9. Phn tn ri ro nhm nng cao cht lng cng tc qun l ri ro
tn dng...........................................................................................................91
3.3. KIN NGH............................................................................................92

3.3.1. Kin ngh vi Nh Nc.....................................................................92

3.3.2. Kin ngh vi Ngn hng Nh Nc..................................................94
3.3.3. Kin ngh vi Maritime Bank...........................................................96
KT LUN..................................................................................................103
NHN XT CA CN B HNG DN KHOA HC
TI LIU THAM KHO

BNG CC K HIU, CH VIT TT

CP

: C phn

CSTD&QLTSB : Chnh sch tn dng v qun l ti sn m bo.

HQT

: Hi ng qun tr

NHTM

: Ngn hng Thng mi

NHHNN

: Ngn hng Nh nc

MSB: Maritime Bank

: Ngn hng thng mi c phn Hng Hi

Vit Nam
Maritime Bank Ha Noi

: MSB HN: Ngn hng TMCP Hng Hi H

Ni
GSTD&QLN

: Gim st tn dng v qun l n.

QLTD&T

: Qun l tn dng v u t.

TCTD

: T chc tn dng

RR

: Ri ro

RRTD

: Ri ro tn dng

TSB

: Ti sn m bo.

DANH CC BNG
Trang
Nng cao cht lng qun l ri ro tn dng ti Ngn hng
Thng mi c phn Hng Hi H Ni.............................................1

DANH MC HNH V, TH
Trang
Nng cao cht lng qun l ri ro tn dng ti Ngn hng
Thng mi c phn Hng Hi H Ni.............................................1

PHN M U
1. Tnh cp thit ca ti.
Tn dng l mt hot ng c bn ca ngn hng thng mi v to ra li
nhun ch yu cho cc ngn hng trong giai on hin nay. Song hot ng ny
cha ng ri ro rt cao, gy ra hu qu nng n khng ch i vi bn thn
ngn hng m cn i vi c doanh nghip v nn kinh t. V vy, tng cng
qun l ri ro tn dng ti cc ngn hng thng mi thc s cn thit i vi s
tn ti v pht trin ca cc ngn hng.
Tnh hnh kinh t th gii ang din bin phc tp, cuc khng hong
kinh t ton cu nm 2008 va qua nh hng su sc ti ton b nn kinh t
th gii ni chung v nn kinh t Vit Nam ni ring. ng trc tnh hnh ,
i hi cc ngn hng thng mi Vit Nam trong c NH TMCP Hng Hi
H Ni cng phi nng cao cng tc qun l ri ro tn dng, hn ch n mc
thp nht c th nhng nguy c tim n gy nn ri ro.
Bn cnh , trc nhng thi c v thch thc ca tin trnh hi nhp
kinh t quc t, vn nng cao kh nng cnh tranh ca cc ngn hng thng
mi trong nc vi cc ngn hng thng mi nc ngoi, m c th l nng
cao cht lng tn dng, gim thiu ri ro tr nn cp thit. Mt khc hot
ng tn dng cng tim n nhiu ri ro, bi vy cc ngn hng mun tn ti,
pht trin th cn phi c nhng gii php nhm nng cao cht lng cng tc
qun l ri ro tn dng thch hp.
Xut pht t thc tin , vic nghin cu cng tc qun l ri ro tn dng
v tm ra cc gii php nhm tng cng qun l ri ro tn dng l ht sc cn
thit. do vy, ti Nng cao cht lng qun l ri ro tn dng ti Ngn
hng Thng mi c phn Hng Hi H Ni c la chn nghin cu.
2. Mc ch nghin cu ca ti.
- Nghin cu nhng vn l thuyt c bn v ri ro tn dng v qun l
ri ro tn dng ca ngn hng thng mi.

- Phn tch, nh gi thc trng qun l ri ro tn dng ca Ngn hng

TMCP Hng Hi H Ni.
- xut gii php nhm nng cao cht lng qun l ri ro tn dng ti
Ngn hng thng mi c phn Hng Hi H Ni
3. i tng v phm vi nghin cu.
- i tng: Nghin cu ri ro tn dng v qun l ri ro tn dng ca
ngn hng thng mi.
- Phm vi: Nghin cu hot ng qun l ri ro tn dng ti ngn hng
TMCP Hng Hi H Ni t nm 2007 n nm 2009.
4. Phng php nghin cu.
Cc phng php c s dng trong qu trnh thc hin lun vn l
phng php phng vn, iu tra nghin cu, thng k, phn tch, tng hp v
so snh.
5. Kt cu lun vn.
Ngoi phn m u, kt lun, ti liu tham kho, ph lc, ni dung lun
vn c kt cu thnh 3 chng:
Chng 1: Ri ro tn dng v qun l ri ro tn dng ca ngn hng
thng mi
Chng 2: Thc trng qun l ri ro tn dng ti ngn hng TMCP Hng
Hi H Ni
Chng 3: Gii php nng cao cht lng qun l ri ro tn dng ti Ngn
hng thng mi c phn Hng Hi H Ni

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