Luận văn thạc sĩ ueh credit risk management a case study of bidv

Luận văn thạc sĩ phân tích ueh credit risk management a case study of bidv, đánh giá thực trạng, chỉ ra hạn chế, đề xuất giải pháp khả thi cho thực tiễn.

• Tác giả: Mai Xuân Việt
• Người hướng dẫn: Tiến Sĩ Hồ Viết Tiến
• Trường học: University of Economics Ho Chi Minh City
• Chuyên ngành: Banking
• Đề tài: Credit Risk Management: A Case Study of BIDV
• Loại tài liệu: master thesis
• Năm xuất bản: 2011
• Địa điểm: Ho Chi Minh City

Mục lục chi tiết

• ACKNOWLEDGEMENT
• ABSTRACT
• TABLE OF CONTENTS
• LIST OF TABLES
• LIST OF ABBREVIATIONS
• 1. CHAPTER 1: INTRODUCTION
• 1.1. Introduction
• 1.2. Statement of the problem
• 1.3. Research objectives and questions
• 1.4. Scope and limitation
• 1.5. Research methods
• 1.6. Structure of the study
• 2. CHAPTER 2: THEORETICAL FRAMEWORK
• 2.1. Introduction
• 2.2. Risk and risk management in banks
• 2.3. Credit risk and credit risk management in banks
• 2.4. Standards of credit risk management of Basel Committee on Banking Supervision
• 2.5. Regulations of the State Bank of Vietnam on credit risk management
• 2.6. Some knowledge on credit risk management
• 2.7. Conclusions to the chapter
• 3. CHAPTER 3: RESEARCH METHODS
• 4. CHAPTER 4: INTRODUCTION TO BANK FOR INVESTMENT AND DEVELOPMENT OF VIETNAM (BIDV)
• 4.1. An overview of BIDV
• 4.2. Business performance of BIDV in the period 2006-2010
• 4.3. Business environment in the period 2006-2010
• 4.4. Credit activities in the period 2006-2010
• 4.5. Strategic objectives in the time to come
• 5. CHAPTER 5: DATA ANALYSIS AND FINDINGS
• 5.1. Regulations on credit risk management of the bank
• 5.2. Documents related to credit risk
• 5.3. Credit risk management policy
• 5.4. Regulations on lending
• 5.5. Policies on security transactions
• 5.6. Credit risk management information system
• 5.7. Credit extension limits and credit restrictions
• 5.8. The credit risk management system and organization
• 5.9. Measurement of and controls over credit risk
• 5.10. Classification of Debts, Loss Provisioning and using provisions to compensate for credit risk
• 5.10.1. Classification of debts and loan loss provisioning
• 5.10.2. Using provisions to compensate for credit risk
• 5.11. The compliance with standards of Basel Committee on Banking Supervision and regulations of the State Bank of Vietnam
• 5.12. The effectiveness of credit risk management policy of BIDV
• 6. CHAPTER 6: CONCLUSIONS AND RECOMMENDATIONS
• 6.1. Conclusions related to research questions
• 6.2. Regulations on credit risk management
• 6.3. Limitations of the research

Tóm tắt

I. Tổng quan về quản lý rủi ro tín dụng tại BIDV

Quản lý rủi ro tín dụng là một phần quan trọng trong hoạt động của ngân hàng, đặc biệt là tại BIDV. Ngân hàng này đã phát triển nhiều chính sách và quy trình nhằm giảm thiểu rủi ro tín dụng. Việc quản lý rủi ro tín dụng không chỉ giúp bảo vệ lợi ích của ngân hàng mà còn đảm bảo sự ổn định của hệ thống tài chính. Theo nghiên cứu, BIDV đã áp dụng nhiều phương pháp hiện đại để đánh giá và kiểm soát rủi ro tín dụng.

1.1. Khái niệm và tầm quan trọng của quản lý rủi ro tín dụng

Quản lý rủi ro tín dụng là quá trình đánh giá, kiểm soát và giảm thiểu rủi ro liên quan đến khả năng không thanh toán của khách hàng. Điều này rất quan trọng vì nó ảnh hưởng trực tiếp đến lợi nhuận và sự tồn tại của ngân hàng.

1.2. Lịch sử phát triển của BIDV trong quản lý rủi ro tín dụng

BIDV đã có những bước tiến đáng kể trong việc cải thiện quy trình quản lý rủi ro tín dụng từ khi thành lập. Ngân hàng đã áp dụng các tiêu chuẩn quốc tế và quy định của Ngân hàng Nhà nước để nâng cao hiệu quả quản lý.

II. Những thách thức trong quản lý rủi ro tín dụng tại BIDV

Mặc dù BIDV đã có nhiều nỗ lực trong việc quản lý rủi ro tín dụng, nhưng vẫn còn nhiều thách thức cần phải đối mặt. Các yếu tố như sự biến động của thị trường, tình hình kinh tế và hành vi của khách hàng đều có thể ảnh hưởng đến khả năng quản lý rủi ro của ngân hàng.

2.1. Tác động của tình hình kinh tế đến rủi ro tín dụng

Tình hình kinh tế không ổn định có thể dẫn đến gia tăng tỷ lệ nợ xấu. BIDV cần có các biện pháp ứng phó kịp thời để giảm thiểu tác động tiêu cực này.

2.2. Khó khăn trong việc đánh giá tín dụng khách hàng

Việc đánh giá tín dụng khách hàng là một thách thức lớn. Các thông tin không đầy đủ hoặc không chính xác có thể dẫn đến quyết định cho vay sai lầm.

III. Phương pháp quản lý rủi ro tín dụng hiệu quả tại BIDV

BIDV đã áp dụng nhiều phương pháp quản lý rủi ro tín dụng hiệu quả nhằm giảm thiểu rủi ro và tối ưu hóa lợi nhuận. Các phương pháp này bao gồm việc sử dụng công nghệ thông tin và các công cụ phân tích dữ liệu để đánh giá rủi ro.

3.1. Sử dụng công nghệ thông tin trong quản lý rủi ro

Công nghệ thông tin giúp BIDV theo dõi và phân tích dữ liệu tín dụng một cách hiệu quả. Điều này cho phép ngân hàng đưa ra quyết định chính xác hơn trong việc cho vay.

3.2. Đào tạo nhân viên về quản lý rủi ro tín dụng

Đào tạo nhân viên là một phần quan trọng trong việc nâng cao khả năng quản lý rủi ro. BIDV thường xuyên tổ chức các khóa đào tạo để cập nhật kiến thức và kỹ năng cho nhân viên.

IV. Kết quả nghiên cứu về quản lý rủi ro tín dụng tại BIDV

Nghiên cứu cho thấy rằng BIDV đã đạt được nhiều thành công trong việc quản lý rủi ro tín dụng. Tỷ lệ nợ xấu đã giảm đáng kể và ngân hàng đã cải thiện được khả năng sinh lời.

4.1. Tỷ lệ nợ xấu và hiệu quả tài chính

Tỷ lệ nợ xấu của BIDV đã giảm xuống dưới mức trung bình của ngành, cho thấy sự hiệu quả trong quản lý rủi ro tín dụng.

4.2. Đánh giá sự hài lòng của khách hàng

Khách hàng đánh giá cao dịch vụ cho vay của BIDV, điều này cho thấy ngân hàng đã thành công trong việc cân bằng giữa lợi nhuận và rủi ro.

V. Kết luận và triển vọng tương lai của quản lý rủi ro tín dụng tại BIDV

Quản lý rủi ro tín dụng tại BIDV đã có những bước tiến đáng kể, nhưng vẫn cần tiếp tục cải thiện để đối phó với những thách thức trong tương lai. Ngân hàng cần duy trì sự linh hoạt và sáng tạo trong các phương pháp quản lý.

5.1. Định hướng phát triển trong quản lý rủi ro tín dụng

BIDV sẽ tiếp tục đầu tư vào công nghệ và đào tạo nhân viên để nâng cao khả năng quản lý rủi ro tín dụng.

5.2. Tác động của các quy định mới đến quản lý rủi ro

Các quy định mới từ Ngân hàng Nhà nước sẽ ảnh hưởng đến cách BIDV quản lý rủi ro tín dụng, ngân hàng cần chuẩn bị để thích ứng với những thay đổi này.

Trích đoạn nội dung tài liệu

MIISTRY OF EDUCATIO AD TRAIIG UIVERSITY OF ECOOMICS HOCHIMIH CITY ---------------------- MAI XUÂ VIỆT CREDIT RISK MAAGEMET: A CASE STUDY OF BIDV MASTER THESIS HoChiMinh City - 2011 LUAN VAN CHAT LUONG download : add [e-mail] MIISTRY OF EDUCATIO AD TRAIIG UIVERSITY OF ECOOMICS HOCHIMIH CITY ---------------------- MAI XUÂ VIỆT CREDIT RISK MAAGEMET: A CASE STUDY OF BIDV MAJOR: BAKIG MAJOR CODE: 60.12 MASTER THESIS ISTRUCTOR: DOCTOR HỒ VIẾT TIẾ HoChiMinh City - 2011 LUAN VAN CHAT LUONG download : add [e-mail] i ACKOWLEDGEMET I would like to express my deepest gratitude to my research Instructor, Dr. Ho Viet Tien for his precious guidance, intensive support, ceaseless encouragement and highly valuable suggestions during the course of my research. I would like to extend my sincere thanks to Dr. Truong Tan Thanh for his instruction and advice during the course of my thesis.

I would like to express my sincere gratitude to all of my teachers at Faculty of banking and finance and Postgraduate Faculty, University of Economics Ho Chi Minh City for their teaching and guidance during my MBA course. I would like to express my sincere thanks to all of my classmates, my friends for their support and encouragement. I would also like to avail this opportunity to express my appreciation to Dr Nguyen Minh Kieu for his proposal of organizing the MBA program in English. Finally, I would like to thank my boss and all of my colleagues for their help in knowledge, experience of banking practice and data collection during the course of my research.

LUAN VAN CHAT LUONG download : add [e-mail] ii ABSTRACT Along with the development of the economy, the Vietnam banking system has developed rapidly. It brings about comfort to businesses with a lot of modern banking services, financing the economy, giving citizens and businesses a channel for investment. Banking business brings about huge profit. However, the banking business has a lot of potential risk, especially credit risk.

Credit risk may bring severe consequences to a bank and to the whole banking system, it increases expense of banks, causing loss to banks, or even worse, it may bring about a collapse in the banking system. Many collapses in human history prove the bad consequences of poor credit risk management practices. Vietnamese bankers now are paying much attention to risk management in general and credit risk management in particular. This is a part of their business strategy.

Banks are trying to improve their credit risk management capacity and practice. A case study of BIDV is performed to explore and evaluate the performance of credit risk management in banking sector and find out some solutions for credit risk management practice. The result of this study will help the Vietnam banking system in the performance of its credit risk management policy and practice. LUAN VAN CHAT LUONG download : add [e-mail] iii TABLE OF COTETS Acknowledgment.

ii Table of contents .iii List of tables. viii List of abbreviations. ix Chapter 1: Introduction. Statement of the problem.

Research objectives and questions. Scope and limitation. Structure of the study. 6 Chapter 2: Theoretical framework.

8 LUAN VAN CHAT LUONG download : add luanvanchat@agmail. Risk and risk management in banks. Credit risk and credit risk management banks. Credit risk management.

Standards of credit risk management of BCBS. Establishing an appropriate credit risk environment. Operating under a sound credit granting process. Maintaining an appropriate credit administration, measurement and monitoring process.

Ensuring adequate controls over credit risk. Regulations of the State Bank of Vietnam on credit risk management. Regulations on classifications of debts and loss provisioning in banking operation of credit institutions. Credit rating for customers.

Some knowledge on credit risk management. 25 Chapter 3: Research Methods. 26 LUAN VAN CHAT LUONG download : add luanvanchat@agmail. 33 Chapter 4: Introduction to BIDV.

An overview of BIDV. Business performance of BIDV in the period 2006-2010. Business environment in the period 2006-2010. Credit activities in the period 2006-2010.

Strategic objectives in the time to come. 47 LUAN VAN CHAT LUONG download : add [e-mail] vi Chapter 5: Data analysis and findings. Regulations on credit risk management of the bank. Documents related to credit risk.

Credit risk management policy. Regulations on lending. Policies on security transactions. Credit risk management information system.

Credit extension limits and credit restrictions. The credit risk management system and organization. Measurement of and controls over credit risk. Classification of Debts, Loss Provisioning and using provisions to compensate for credit risk.

Classification of debts and loan loss provisioning. Using provisions to compensate for credit risk. The compliance with standards of Basel Committee on Banking Supervision and regulations of the State Bank of Vietnam. The effectiveness of credit risk management policy of BIDV.

64 LUAN VAN CHAT LUONG download : add luanvanchat@agmail. 65 Chapter 6: Conclusions and Recommendations. Conclusions related to research questions. Regulations on credit risk management.

Limitations of the research. 69 LUAN VAN CHAT LUONG download : add [e-mail] viii LIST OF TABLES Table 4.1: Total assets of BIDV in the period 2006-2010 Table 4.2: Total assets of BIDV in comparison with some big commercial banks in Vietnam in 2010 Table 4.3: Loans and advances to customers (net of allowance for impairment losses) Table 4.4: Owner’s equity over 2006-2010 period Table 4.5: Owner’s equity in 2010 compared to some Vietnamese commercial banks Table 4.6: CAR at the end of 2010 compared to some big Vietnamese commercial banks Table 4.7: BIDV’s profitability over the 2006-2010 period Table 4.8: BIDV’s profitability in 2010 compared to some other commercial banks Table 4.9: Credit growth of BIDV over the period 2006-2010 Table 4.10: Credit structure by types Table 4.11: Loan classification Table 4.12: The percentage of loan classes Table 4.13: NPLs of BIDV in 2010 in comparison with some other big commercial banks Table 5.1: Internal credit rating system of BIDV Table 5.2: Internal credit rating and debt classifications of BIDV LUAN VAN CHAT LUONG download : add [e-mail] ix LIST OF ABREVIATIOS Agribank Bank for Agriculture and Rural Development of Vietnam BCBS Basel Committee on Banking Supervision BIDV Bank for Investment and Development of Vietnam CAR Capital Adequacy Ratio CEO Chief Executive Officer CPI Consumer Price Index Eximbank Vietnam Export Import Commercial Joint Stock Bank NPL Nonperforming Loan ODA Official Development Assistance ROA Return on Assets ROE Return on Equity Sacombank Saigon Thuong tin Commercial Joint Stock Bank VCB Joint Stock Commercial Bank for Foreign Trade of Vietnam Vietinbank Vietnam Joint Stock Commercial Bank for Industry and Trade LUAN VAN CHAT LUONG download : add [e-mail] 1 CHAPTER 1 ITRODUCTIO 1. Introduction This chapter provides a general introduction to the current study, by drawing a picture of the following chapters and the study as a whole, beginning with a general introduction in section 1.2 examines the research background, section 1.3 makes a statement of the problem, and section 1.4 specifies research objectives and defines the research questions. In addition, section 1.5 discusses scope and some limitations of the study; section 1.6 briefly discusses the general aspects of research methods such as research types and research design; Section 1.7 introduces the structure of the study.

Research background Credit is always a source of benefit to banks, profit from credit always accounts for a big amount in total earnings. However, credit is also a source of risk. Adequately managing credit risk in banks is critical for the survival and growth of banks. The issue of credit risk is of great concern because of the high levels of perceived risks resulting from some of the characteristics of clients and business conditions that they find themselves in.

Banks are in the business of safeguarding money and other valuables for their clients. They also provide loans, credit and payment services such as checking accounts, money orders and cashier’s checks. Banks also offer investment and insurance products and a wide range of other financial services. Credit brings main income to banks, but this activity involves huge risks to both the lender and the borrower.

The risk of borrowers not fulfilling their LUAN VAN CHAT LUONG download : add [e-mail] 2 obligations as per contract on due date or anytime thereafter can terribly jeopardize the smooth functioning of a bank’s business. On the other hand, a bank with high credit risk has high bankruptcy risk that puts the depositors in jeopardy. Among the risk that faces banks, credit risk is one of great concern to most bank authorities and banking regulators. This is because credit risk is the risk that can easily and most likely prompt bank failure.

Credit risk management is a structured approach to managing uncertainties through risk assessment, developing strategies to manage it, and mitigation of risk using managerial resources. The strategies include transferring to another party, avoiding the risk, reducing the negative effects of the risk, and accepting some or all of the consequences of a particular risk (Takang Felix Achou & Ntui Claudine Tenguh, 2008). Traditional risk managements focus on risks stemming from physical or legal causes. Financial risk management on the other hand focuses on risks that can be managed using traded financial instruments.

The objective of risk management is to reduce the effects of different kinds of risks to the level accepted by the society. It may refer to many types of threats caused by environment, technology, humans, organizations and politics. On the other hand, it involves all means available for humans, or in particular, for a risk management entity. This thesis makes a brief look on Credit risk management practice of Bank for Investment and Development of Vietnam (BIDV) and further probes into risk exposure, assessment, management and control of the bank.

An attempt will be made to discover the use of some risk management, evaluation, assessment tools and techniques of the bank at the moment. The way the bank manages credit risk will be explored. LUAN VAN CHAT LUONG download : add luanvanchat@agmail. Statement of the problem The major risk in banking business is credit risk.

This is the risk banks have to measure, manage and accept. Banking business is so sensitive because most of banks’ liabilities are deposits from depositors. Banks use these deposits to lend their borrowers. Lending is a revenue generating activity for banks.

This process exposes banks to high default risk that may lead to financial danger including bankruptcy. However, banks must make loans to their clients to make money, to grow and develop. Risk management in general and credit risk management in particular always draw great attention of bankers. In order to survive, banks have to manage risks well.

Bankers now pay more attention to credit risk management. Every bank now has its credit risk management department with main task of issuing credit policies and credit procedures so as to simultaneously serve customers well to earn profit and to mitigate risks. Credit risk management is always an activity of great concerns of Board of Management, Board of Directors and every credit officer of BIDV. BIDV has established a credit risk management Department in order to monitor credit activity, to manage and mitigate credit risk.

Besides, BIDV has issued a system of policies, procedures and regulations for lending activity. As a result, credit risk is mitigated significantly, loans are well controlled and non-performing loans are in acceptable limitation. The purpose of this study is to explore the way BIDV manages credit risk and to make an assessment of credit risk management practice of BIDV, its policy and procedures compared to standards of Basel Committee on Baking Supervision and regulations of the State Bank of Vietnam in order to help improve its credit risk management practice. Besides, the result of the study may have an implication on other banks and the banking system as a whole.

LUAN VAN CHAT LUONG download : add luanvanchat@agmail. Research objectives and questions 1.