CNG HO X HI CH NGHA VIT NAM

c lp - T do - Hnh phc
H Ni, ngy

thng

nm 2014.

Knh gi:
Ngn hng TMCP Qun i (sau y gi tt l Ngn hng Qun i) xin gi li cho trn
trng v mong mun c c hi hp tc vi Qu Cng ty trong thi gian ti.
Hng ti mc tiu xy dng Ngn hng Qun i tr thnh mt trong nhng Ngn hng
TMCP hng u ti Vit Nam, song song vi vic m rng quy m hot ng Ban lnh o Ngn
hng Qun i lun quan tm n cng tc qun l cht lng hot ng kinh doanh thng qua
vic qun tr cc ri ro trong Ngn hng.
m bo nn tng qun tr ri ro hng u v tin ti p ng chun mc Basel II, Ngn
hng TMCP Qun i ang tm kim cc n v t vn c trnh chuyn mn cao, cung cp dch
v chn on v lp k hoch trin khai d n Basel II. Cc ni dung yu cu cng vic c m t
chi tit ti Ph lc nh km.
Nu Qu Cng ty quan tm v mong mun cung cp dch v chn on v lp k hoch trin
khai d n Basel II cho Ngn hng TMCP Qun i xin gi kin by t s quan tm v cc ti
liu dch v t vn khung cng nh cc ti liu lin quan khc n Khi Qun tr ri ro Ngn
hng TMCP Qun i trc ngy

15/03/2014.

Thi gian d kin trnh by, gii thiu dch v t vn t 20/03/2014 - 31/03/2014
Mi thng tin cn trao i lin h Ms o Mai Hng Ph phng Qun tr ri ro h thng.
in thoi: 0462777888 (ext: 2777) - Fax: 0437621509. a ch: Khi Qun tr ri ro Tng 14
Ta nh 21 Ct Linh ng a H Ni.
Trn trng!

TNG GIM C

L Cng

PH LC
NI DUNG YU CU CA GI THU
The Bidding Inviter plans to conduct a diagnostic review of its banking risk management system
against requirements in Basel II and accordingly develop a feasible and appropriate plan and
roadmap for Basel II implementation. The Project will include the following components:
Bn mi thu (MB) d kin trin khai nh gi h thng qun tr ri ro ca Ngn hng so vi
nhng yu cu ca Basel II, trn c s xy dng k hoch v l trnh trin khai Basel II ph hp
v kh thi. D n s bao gm nhng cu phn sau:
I. Scope of work
I.
Phm vi cng vic
1. As-is Assessment: Benchmark the Bidding Inviters current status of risk management
system against Basel II requirements and other international standards and practices, which
should include:
1. nh gi thc trng: So snh thc trng h thng qun l ri ro ca n v mi thu vi
cc yu cu ca Basel II cng nh cc tiu chun v thng l quc t khc, bao gm:
(i) Assess credit risk management framework: credit risk exposure, credit risk
management organization structure, credit risk measurement models, limits, policies,
procedures and reporting system.
(i) nh gi khung qun tr ri ro tn dng: thc trng ri ro tn dng, c cu t chc
qun tr ri ro tn dng, cc m hnh o lng ri ro tn dng, cc gii hn, chnh
sch, quy trnh v h thng bo co lin quan n qun tr ri ro tn dng.
(ii) Assess market risk management framework: FX risk, interest rate risk, equity risk,
commodity risk, market risk management organization structure, market risk
measurement models, limits, policies, procedures and reporting system.
(ii) nh gi khung qun tr ri ro th trng: ri ro t gi, ri ro li sut, ri ro vn,
ri ro hng ha, c cu t chc qun tr ri ro th trng, cc m hnh o lng ri ro
th trng, cc gii hn, cc chnh sch, cc quy trnh v h thng bo co lin quan
n qun tr ri ro th trng.
(iii) Assess Interest Rate Risk in Banking Book (IRRBB) and liquidity risk management
framework: Asset & Liability (ALM) policies and procedures, roles and
responsibilities of Asset Liability Committee (ALCO), Risk management, ALCO
Support Function, Treasury and Business units for IRRBB and liquidity risk, IRRBB
and liquidity risk measurement models, limits and ALCO reports.
(iii) nh gi ri ro li sut trong s ngn hng (IRRBB) v khung qun tr ri ro
thanh khon: chnh sch v quy trnh qun l Ti sn n - Ti sn c (ALM), vai tr
v trch nhim ca y ban qun l Ti sn n - Ti sn c (y ban ALCO), qun tr
ri ro, chc nng h tr y ban ALCO, Khi Treasury v cc n v kinh doanh trong
vic qun tr IRRBB v ri ro thanh khon, cc m hnh o lng IRRBB v ri ro
thanh khon, cc gii hn v cc bo co ALCO lin quan n IRRBB v ri ro thanh
khon
(iv) Review the Second Pillar Supervisory: Perform Internal Capital Adequacy
Assessment Process (ICAAP) gap analysis or assessment on: Governance framework,
Risk appetite, Material Risks, Internal Capital Assessment (ICA).

(iv) R sot tr ct II- S gim st: Thc hin phn tch thc trng quy trnh nh gi
mc ph hp ca vn ni b (ICAAP) i vi Khung qun tr, khu v ri ro, cc
ri ro trng yu, quy trnh nh gi vn ni b (ICA).
(v) Review the Third Pillar Market Discipline, including the disclosure requirements,
guiding principles, responsibilities and frequency.
(v)R sot tr ct III Mc tun th ca th trng bao gm cc yu cu, cc
nguyn tc hng dn, trch nhim v tn sut cng b thng tin.
(vi) Assess IT and data management: data status, data management organization, roles and
responsibilities of IT function, policies and tools.
(vi)nh gi vic qun tr d liu v cng ngh thng tin: tnh trng d liu, t chc
qun l d liu, vai tr v trch nhim cu n v Cng ngh thng tin, cc chnh sch
v cng c v qun tr d liu v Cng ngh thng tin.
2. Design a target operating model for Basel II implementation and compliance, which
includes:
Thit k m hnh hot ng mc tiu trin khai thc hin v tun th Basel II, gm
c:
(i)

Design target operating model for capital management procedure, covering:

(i)
Thit k m hnh hot ng mc tiu cho quy trnh qun tr vn, bao gm:
- Governance framework: the areas covered would be:
Khung qun tr: bao gm cc ni dung sau:
Roles and responsibilities for all relevant Board- and management-level

(ii)

committees, together with the membership and terms of reference.

Vai tr v trch nhim ca tt c cc u ban cp Hi ng Qun tr v Ban

iu hnh, cng vi cc thnh vin v cc iu khon tham chiu.

Organization structure for risk and capital management functions.
C cu t chc i vi cc n v thc hin chc nng qun l vn v qun tr

ri ro.
Overall risk and capital management policy framework.
Khung chnh sch tng th v qun tr vn v qun tr ru ro.

Risk appetite: risk appetite, risk-bearing capacity prepared by management.

Khu v ri ro: khu vi ri ro, kh nng chu ng ri ro c xy dng bi Ban
Lanhx o cp cao.
- Enterprise risk assessment.
- nh gi ri ro ton ngn hng
- Monitoring report system.
- Gim st h thng bo co
- Internal control review.
- R sot quy trnh kim sot ni b.
- Adequate capital evaluation.
- nh gi mc vn ph hp.
Design specific target operating model for:
Thit k m hnh hot ng c th cho:

Credit risk management: non-retail exposures (corporate, specialized lending,

bank, sovereign and equity exposure), retail exposures, asset securitization.
- Qun tr ri ro tn dng: tn dng phi bn l (cc khon cho vay doanh nghip, cc
khon cho vay c bit, cc khon cho vay ngn hang, cc khon cho vay quc
gia v cc khon u t chng khon vn), tn dng bn l, chng khon ho ti
sn.
- Market risk and counterparty credit risk of trading book.
- Ri ro th trng v ri ro tn dng lin quan n i tc ca S kinh doanh.
- Interest rate risk in banking book and liquidity risk.
- Ri ro li sut trong s ngn hang v ri ro thanh khon.
- Data and IT management
- Qun tr d liu v cng ngh thng tin
3. Develop a Master Plan and Roadmap for Basel II implementation, which includes:
Xy dng mt k hoch tng th v l trnh trin khai d n Basell II, bao gm:
(i) Develop overall Basel II plan and roadmap with sub-projects description about
ICAAP, resources allocation and coordination among the sub-projects.
Xy dng k hoch v l trnh trin khai tng th Basel II, trong m t chi tit v
cc d n thnh phn ICCAP, phn b ngun lc cng nh s kt hp gia cc d n
thnh phn.
(ii) Develop sub-project description, content and timeline, dependencies, and resources
required for meeting target environment of following areas:
Xy dng bn m t chi tit cc d n thnh phn, ni dung cng vic v thi gian
thc hin, cc yu t ph thuc v cc ngun lc cn thit t c mc tiu ra
i vi cc ni dung sau:
- Credit risk management: non retail exposures (corporate, specialized lending,
bank, sovereign and equity exposure), retail exposures, asset securitization.
- Qun tr ri ro tn dng: tn dng phi bn l (cc khon cho vay doanh nghip, cc
khon cho vay c bit, cc khon cho vay ngn hang, cc khon cho vay quc
gia v cc khon u t chng khon vn), tn dng bn l, chng khon ho ti
sn.
- Market risk and counterparty credit risk of trading book.
- Ri ro th trng v ri ro tn dng lin quan n i tc ca S kinh doanh.
- Interest rate risk and liquidity risk.
- Ri ro li sut v ri ro thanh khon.
- Data management and information system integration.
- Qun tr d liu v tch hp h thng thng tin.
Note: Lu
-

The proposed list of sub-projects required for meeting the target environment
should be analyzed in comparison with the benefits generated so as to rationalize
the choice of different approaches required in Basel II.
Danh sch xut cc d n thnh phn cn phi thc hin t c mc tiu
t ra cn phi c phn tch thng qua so snh cc li ch thu c, lm c s
cho vic la chn cc cch thc tip cn khc nhau theo quy nh ca Basel II.

The Master Plan should demonstrate the links between Risk projects and Basel II
projects, as well as the links with other projects (non - Basel II projects).

K hoch tng th cn th hin r mi lin kt gia cc d n ri ro, cc d n

Basel II, cng nh mi lin kt gia d n Basel II vi cc d n khc ca ngn
hng (cc d n phi Basel II).
4. Knowledge transfer: Ensure knowledge by consultants is shared with and transferred to MB
tem so as to be able to carry forward the Basel II implementation plan and roadmap.
Chuyn giao kin thc: m bo kin thc ca n v t vn c chia s v chuyn giao
cho nhm d n pha MB c th tip tc thc hin k hoch v l trnh trin khai Basel
II.
1. Cc giao phm ca d n
Based on requirements set out in section 3 above, the Bidder will have to submit the following
deliverables:
Da trn nhng yu cu nu ti mc 3, Nh thu s cn phi chuyn giao cc giao phm sau:
1. Basel II Gap analysis Report which includes:
Bo co phn tch thc trng ca ngn hng so vi tiu chun Basel II, gm c:
(i)

Assessment of credit risk management.

nh gi v Khung qun tr ri ro tn dng

(ii)

Assessment of market risk management.

nh gi v Khung qun tr ri ro th trng
(iii) Assessment of IRRBB and liquidity risk management.
nh gi v Khung qun tr ri ro li sut S Ngn hng v qun tr ri ro thanh
khon
(iv) Assessment of ICAAP (of which concentration risk is a part).
nh gi v ICAAP (trong ri ro tp trung l mt cu phn)
(v)

Review of The Third Pillar.

R sot tr ct th 3

(vi) Assessment of data and IT management.

nh gi v qun tr d liu v cng ngh thng tin
2. Tools used by the Bidder during the diagnostic review and assessment These tools are to
be used by The Bidding Inviter to monitor and evaluate the compliance with Basel II during
the implementation phase in the future. These tools should include:
Cc cng c s dng bi Nh thu trong qu trnh nh gi, phn tch thc trng Nhng
cng c ny s c s dng bi Bn mi thu iu hnh v nh gi tnh tun th Basel
II trong sut qu trnh trin khai Basel II trong tng lai. Nhng cng c ny bao gm:
(i)

Tools for assessing and identifying gaps existing in risk management practices of the
Bidding Inviter.
Cc cng c nh gi v xc nh cc l hng ang tn ti trong h thng v
cch thc qun tr ri ro ca Bn mi thu.

(ii)

Tools for assessing and identifying gaps existing in data and IT management of the
Bidding Inviter.
Cc cng c nh gi v xc nh cc l hng ang tn ti trong vic qun l d
liu v cng ngh thng tin ca Bn mi thu.

3. Target operating model for The Bidding Inviter to implement and comply with Basel II,
which covers:
M hnh hot ng mc tiu gip Bn mi thu trin khai v tun th Basel II, bao gm:
(i)

Target operating model for capital management procedure.

M hnh hot ng mc tiu cho Quy trnh qun l vn.

(ii)

Specific target operating models for: Credit risk, Market risk and counterparty credit
risk of trading book, Interest rate risk in banking book and liquidity risk, and Data and
IT management.
M hnh hot ng mc tiu c th cho: Ri ro tn dng; Ri ro th trng v Ri
ro tn dng lin quan n i tc ca S kinh doanh; Ri ro li sut s ngn hng v
ri ro thanh khon, qun tr d liu v cng ngh thng tin.

4. Basel II implementation plan and roadmap which includes:

K hoch v l trnh trin khai Basel II bao gm:
(i) Detailed sub-projects description with estimation of time, resource allocation (cost
and human resource) required to carry out each sub-project.
Bn m t chi tit cc d n thnh phn bao gm c tnh v thi gian, phn b ngun
lc (chi ph bng tin v nhn s) cn thit thc hin tng d n thnh phn
(ii) Description of sequence of sub-projects execution based on order of priority and
based on the balance of costs and benefits.
M t tun t thc hin cc d n thnh phn da trn th t u tin v da trn s
cn i chi ph v li ch.
5. Documents, materials of workshops
Cc vn bn, ti liu o to
Presentation documents for the Board of Directors/Board of Management.
Ti liu trnh by vi Hi ng qun tr/Ban iu Hnh.
2. Thi hn hon thnh
3. Gi tr gi thu