Quản Lý Rủi Ro Tín Dụng Tại Ngân Hàng Thương Mại Cổ Phần Sài Gòn Thương Tín - Chi Nhánh Hà Đông

Luận văn tốt nghiệp nghiên cứu tốt nghiệp ngoại ngữ credit risk management at sai gon thuong tin commercial joint stock bank ha, điều tra thực trạng, phân tích số liệu, đề xuất

• Tác giả: Tran Thi Hong
• Người hướng dẫn: Assoc. Pham Thi Hoang Anh
• Trường học: State Bank of Vietnam Banking Academy
• Chuyên ngành: English for Banking and Finance
• Đề tài: Credit Risk Management At Sai Gon Thuong Tin Commercial Joint Stock Bank – Ha Dong Branch
• Loại tài liệu: graduation thesis
• Năm xuất bản: 2024
• Địa điểm: Hanoi

Mục lục chi tiết

• DECLARATION
• ACKNOWLEDGEMENTS
• 1. CHAPTER 1: INTRODUCTION
• 1.1. Background of the study
• 1.2. Rationale of the study
• 1.3. Objectives of the study
• 1.3.1. General objective
• 1.3.2. Specific objectives
• 1.3.3. Research questions
• 1.4. Significance of the study
• 1.5. Scope and limitations of the study
• 1.6. Definition of terms
• 1.7. Chapter summary
• 2. CHAPTER 2: LITERATURE REVIEW AND THEORETICAL FRAMEWORK
• 2.1. Review of the related literature
• 2.2. Research gap
• 3. CHAPTER 3: RESEARCH METHODOLOGY
• 3.1. Locale of the study
• 3.2. Data gathering procedure
• 3.3. Sources of Secondary Data
• 3.4. Validity and Reliability
• 3.5. Self-Reflection on Secondary Data Collection Analysis
• 4. CHAPTER 4: FINDINGS AND DISCUSSION
• 4.1. Overview of STB - HDB
• 4.2. The formation and development of STB - HDB
• 4.3. Organizational structure of STB - HDB
• 4.4. Business performance of the branch from 2021-2023
• 4.5. Current status of credit risk management at STB – HDB
• 4.6. Mechanism of credit risk management
• 4.7. Legal basis for credit risk management
• 4.8. The process of credit risk management
• 4.9. Current status of credit risk measurement of STB – HDB in 2021-2023
• 4.10. Evaluation of credit risk management at STB – HDB
• 4.11. Summary of findings
• 4.12. To the State Bank of Viet Nam
• 4.13. To STB’s head office
• 4.14. To STB – HDB
• LIST OF ABBREVIATIONS
• LIST OF TABLES
• LIST OF FIGURES
• ABSTRACT

Tóm tắt

I. Tổng Quan Về Quản Lý Rủi Ro Tín Dụng Tại STB HDB

Quản lý rủi ro tín dụng là một trong những yếu tố quan trọng nhất trong hoạt động của ngân hàng thương mại. Tại Ngân Hàng Thương Mại Cổ Phần Sài Gòn Thương Tín - Chi Nhánh Hà Đông (STB - HDB), 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. Trong bối cảnh kinh tế hiện nay, nhu cầu tín dụng ngày càng tăng cao, kéo theo đó là những thách thức lớn về rủi ro tín dụng mà ngân hàng phải đối mặt.

1.1. Khái Niệm Về Rủi Ro Tín Dụng Trong Ngân Hàng

Rủi ro tín dụng là khả năng mất mát do khách hàng không thực hiện nghĩa vụ thanh toán. Điều này có thể dẫn đến tổn thất tài chính cho ngân hàng. Việc hiểu rõ về rủi ro tín dụng giúp ngân hàng xây dựng các chiến lược quản lý hiệu quả hơn.

1.2. Tầm Quan Trọng Của Quản Lý Rủi Ro Tín Dụng

Quản lý rủi ro tín dụng không chỉ bảo vệ ngân hàng khỏi tổn thất mà còn nâng cao uy tín và khả năng cạnh tranh. Một hệ thống quản lý rủi ro tín dụng hiệu quả sẽ giúp ngân hàng duy trì sự ổn định và phát triển bền vững.

II. Thách Thức Trong Quản Lý Rủi Ro Tín Dụng Tại STB HDB

Trong quá trình hoạt động, STB - HDB phải đối mặt với nhiều thách thức trong việc quản lý rủi ro tín dụng. Những thách thức này không chỉ đến từ yếu tố nội bộ mà còn từ môi trường kinh tế bên ngoài. Việc nhận diện và đánh giá đúng các rủi ro là rất cần thiết để có những biện pháp ứng phó kịp thời.

2.1. Tăng Trưởng Tín Dụng Và Rủi Ro Kèm Theo

Sự gia tăng tín dụng có thể dẫn đến việc gia tăng nợ xấu. STB - HDB cần phải theo dõi chặt chẽ các khoản vay để đảm bảo rằng chất lượng tín dụng không bị suy giảm.

2.2. Biến Động Kinh Tế Và Ảnh Hưởng Đến Rủi Ro Tín Dụng

Biến động kinh tế, như suy thoái hoặc khủng hoảng tài chính, có thể làm tăng khả năng vỡ nợ của khách hàng. STB - HDB cần có các biện pháp dự phòng để giảm thiểu tác động của những biến động này.

III. Phương Pháp Quản Lý Rủi Ro Tín Dụng Tại STB HDB

Để quản lý rủi ro tín dụng hiệu quả, STB - HDB đã áp dụng nhiều phương pháp khác nhau. Những phương pháp này không chỉ giúp ngân hàng đánh giá rủi ro mà còn đưa ra các giải pháp phù hợp để giảm thiểu tổn thất.

3.1. Đánh Giá Rủi Ro Tín Dụng

STB - HDB sử dụng các chỉ số tài chính và phi tài chính để đánh giá khả năng trả nợ của khách hàng. Việc này giúp ngân hàng đưa ra quyết định cho vay chính xác hơn.

3.2. Xây Dựng Chính Sách Cho Vay Chặt Chẽ

Chính sách cho vay của STB - HDB được thiết kế để giảm thiểu rủi ro. Ngân hàng áp dụng các tiêu chí nghiêm ngặt trong việc xét duyệt hồ sơ vay vốn.

IV. Ứng Dụng Thực Tiễn Của Quản Lý Rủi Ro Tín Dụng Tại STB HDB

Việc áp dụng các phương pháp quản lý rủi ro tín dụng tại STB - HDB đã mang lại nhiều kết quả tích cực. Ngân hàng đã giảm thiểu được tỷ lệ nợ xấu và nâng cao hiệu quả hoạt động kinh doanh.

4.1. Kết Quả Đánh Giá Rủi Ro Tín Dụng

Kết quả đánh giá rủi ro tín dụng cho thấy STB - HDB đã cải thiện đáng kể trong việc quản lý nợ xấu. Tỷ lệ nợ xấu đã giảm xuống mức an toàn.

4.2. Tác Động Đến Hiệu Quả Kinh Doanh

Quản lý rủi ro tín dụng hiệu quả đã giúp STB - HDB tăng trưởng lợi nhuận và củng cố vị thế trên thị trường. Ngân hàng đã thu hút được nhiều khách hàng mới.

V. Kết Luận Về Quản Lý Rủi Ro Tín Dụng Tại STB HDB

Quản lý rủi ro tín dụng là một yếu tố sống còn đối với sự phát triển bền vững của STB - HDB. Ngân hàng cần tiếp tục cải thiện các phương pháp quản lý để đối phó với những thách thức trong tương lai.

5.1. Định Hướng Tương Lai

STB - HDB cần xây dựng các chiến lược dài hạn để nâng cao năng lực quản lý rủi ro tín dụng. Việc này sẽ giúp ngân hàng duy trì sự ổn định và phát triển bền vững.

5.2. Khuyến Nghị Đối Với Ngân Hàng

Ngân hàng cần thường xuyên cập nhật và điều chỉnh các chính sách quản lý rủi ro tín dụng để phù hợp với tình hình thực tế. Việc này sẽ giúp STB - HDB nâng cao khả năng cạnh tranh trên thị trường.

Trích đoạn nội dung tài liệu

STATE BANK OF VIETNAM BANKING ACADEMY OF VIETNAM FACULTY OF FOREIGN LANGUAGES ------------o0o----------- GRADUATION THESIS MAJOR: ENGLISH FOR BANKING AND FINANCE TOPIC: CREDIT RISK MANAGEMENT AT SAI GON THUONG TIN COMMERCIAL JOINT STOCK BANK – HA DONG BRANCH Student : Tran Thi Hong Student ID : 23A7510048 Class : K23ATCA Supervisor : Ms. Pham Thi Hoang Anh (Assoc. Dr) Hanoi, May 2024 DECLARATION I hereby declare that this thesis “Credit risk management at Sai Gon Thuong Tin Commercial Joint Stock Bank– Ha Dong branch” is my personal research work under the guidance of Associate Professor Dr. Pham Thi Hoang Anh.

In this thesis, the information and data for analysis are totally true. The references documents all have clear origins and are cited in detail and legally. I will take full responsibility and disciplinary measures according to regulations if there is any fraud in my thesis. Hanoi, May 1, 2024 Student Tran Thi Hong i KNOWLEDGEMENTS First of all, I would like to express my deepest and sincerest gratitude to Assoc.

Pham Thi Hoang Anh for directly helping and guiding me wholeheartedly during the process of writing my thesis. In spite of her busy work, she still took time to support and taught me as well as was always patient and dedicated to giving me feedback and correcting every little mistake. Thanks to your care and assist, I was able to complete my thesis so quickly and I also learned a lot of knowledge as well as gained many valuable experiences. Secondly, I would also like to send my sincerest thanks to the Banking Academy, especially the Faculty of Foreign Language, for giving me many wonderful experiences during the past 4 years of study.

The teachers of the department and the school have always created the best conditions for me and all students to learn and develop knowledge and themselves. The teachers' guidance is a guideline to help me become more mature when stepping out into society. Thirdly, I also give my thanks to the management and staff of Sacombank - Ha Dong branch for helping me and giving me a wonderful internship environment at the branch. Finally, I would like to express my warmest gratitude my family and friends for their assist and encouragement during the process of studying, researching and completing the thesis.

Due to my limited practical experience and limited theoretical level, it is difficult for me to avoid flaws. I really look forward to receiving comments and help from teachers and everyone to make my thesis more complete. ii TABLE OF CONTENTS DECLARATION .ii TABLE OF CONTENTS. iii LIST OF ABBREVIATIONS.

vi LIST OF TABLES .vii LIST OF FIGURES. viii CHAPTER 1: INTRODUCTION. Background of the study. Rationale of the study.

Objectives of the study. Significance of the study. Scope and limitations of the study. Definition of terms.

3 CHAPTER 2: LITERATURE REVIEW AND THEORETICAL FRAMEWORK. Review of the related literature. Overview of commercial credit activities. Credit risk in lending activities of commercial bank.

Credit risk management. Experience on credit risk management and lessons for STB - HDB. Asia Commercial Joint Stock Bank (ACB). Joint Stock Commercial Bank for Investment and Development of Vietnam (BIDV).

Lessons for STB - HDB in credit risk management. 23 CHAPTER 3: RESEARCH METHODOLOGY. Locale of the study. Data gathering procedure.

Sources of Secondary Data. Validity and Reliability. Self-Reflection on Secondary Data Collection Analysis. 26 CHAPTER 4: FINDINGS AND DISCUSSION.

Overview of STB - HDB. The formation and development of STB - HDB. Organizational structure of STB - HDB. Business performance of the branch from 2021-2023.

Current status of credit risk management at STB – HDB. Mechanism of credit risk management. Legal basis for credit risk management. The process of credit risk management.

Current status of credit risk measurement of STB – HDB in 2021-2023. Evaluation of credit risk management at STB – HDB. Summary of findings. To the State Bank of Viet Nam.

To STB’s head office. To STB – HDB. 61 v LIST OF ABBREVIATIONS ACRONYMS WORD’MEANING STB Sai Gon Thuong Tin Commercial Joint Stock Bank Sai Gon Thuong Tin Commercial Joint Stock Bank – Ha STB - HDB Dong Branch CIC Vietnam National Credit Information Center NPLs Non-performing loans VAMC Vietnam Asset Management Company LIBOR London InterBank Offered Rate MIBOR Mumbai Interbank Offered Rate SBA Sacombank Asset Management Company Limited SSC The State Securities Commission of Vietnam ILAAP Internal Liquidity Adequacy Assessment Process CM Credit Management IP International Payment TS Transaction Processing VND Viet Nam Dong vi LIST OF TABLES TABLES PAGE Table 2.1: Ranking models of Moody's and Standard & Poor.1: Business results of STB - HDB from 2021 to 2023 29 Table 4.2: Capital mobilization of STB - HDB from 2021 to 2023 31 Table 4.3: Credit activity of STB – HDB from 2021 to 2023 33 Table 4. Result of customer risk rating 38 Table 4.5: Collateral rating result 39 Table 4.6: Classification of debt group of STB – HDB from 2021 to 42 2023 Table 4.7: Credit risk coefficient of STB – HDB from 2021 to 2023 44 Table 4.8: Credit risk provisions of STB - HDB from 2021 to 2023 45 LIST OF FIGURES FIGURES PAGE Figure 2.1: Classification of credit risk based on its cause 9 Figure 2.2: Credit risk management process in commercial banks 14 Figure 3.2: Data gathering procedure 24 Figure 4.1: The structure of STB – HDB 28 Figure 4.2: Outstanding debt structure over time of STB - HDB from 34 2021 to 2023 Figure 4.3: Structure of debts by currency unit of STB – HDB from 35 2021 to 2023 Figure 4.4: Bad debt of STB - HDB from 2021 to 2023 43 Figure 4.5: Provision coverage ratio of STB - HDB from 2021 to 2023 46 vii ABSTRACT The title of the thesis: Credit risk management at Sai Gon Thuong Tin Commercial Joint Stock Bank – Ha Dong branch Author: Tran Thi Hong Advisor: Assoc.

Pham Thi Hoang Anh Keywords: Credit risk management, solutions, STB – HDB Abstract: The better credit risk management is implemented, the higher the profit the bank will get. Therefore, improving credit risk management capacity is one of the urgent issues in the banking system today. To achieve the goal of becoming one of the best retail banks, STB has needed to improve risk management caused by credit activities. Therefore, the solutions that this thesis offers are intended to achieve the goals set out above.

First, analyzing the business situation and credit activities of STB - HDB in the period from 2021-2023. Second, through assessing the indicators of overdue debt, non-performing loans, credit risk coefficient, risk credit provision, provision coverage ratio, credit risk management at STB - HDB has achieved positive signs; however, there has still had a high increase in overdue debt and bad debt. Finally, practical solutions are proposed to improve risk management capacity of STB – HDB. viii CHAPTER 1: INTRODUCTION 1.

Background of the study Banking is one of the most important links that constitutes the smooth movement of the economy. Among the functions of banks, the role of financial intermediary is considered the most core of commercial banks. In the current context of deep economic integration, many individuals and businesses have an increased need for capital to serve their lives and production. Therefore, the role of commercial banks in providing credit is especially crucial.

Even while credit activities are a significant source of income for banks, there is always a high degree of risk involved. As a result, the bank must pay due attention to credit quality management, including safe and effective credit for loans and the bank's sustainable development. It is so obvious that the role of loan quality in the development of banks cannot be exaggerated. A commercial bank with a good system managing credit risk will be more competitive in the financial market and will be exposed to less risk while conducting banking operations.

Therefore, joint stock commercial banks stand to gain significantly from research into ways to enhance credit risk management in the context of global economic integration and the fourth industrial revolution. Managing the risk of the credit is not only an inevitable goal but also an essential requirement to ensure the sustainable bank’s development. In line with the transformation trend of the entire banking industry, STB has been making efforts to actively develop and gradually improve its business operations. In recent years, credit activities have grown very strongly at STB, but it would be inaccurate to only look at growth indicators and ignore weaknesses.

Increased credit can lead to some risks, typically one of which is the existence of bad debt and overdue debt. During the process of research, studying, experiencing, realizing the current situation of credit risk management and its influence on bank operations, combining theory and practical requirements, especially during the internship process at STB - HDB, with the help and encouragement of teachers in the department and colleagues in the bank, the author boldly choses the topic “Credit risk management at Sai Gon Thuong Tin Commercial Joint Stock Bank – Ha Dong branch” to be a graduation 1 thesis. The graduation thesis analyzes the current status of credit risk management at this branch and from that provides some solutions and recommendations to manage and limit the risks at the minimum level. Rationale of the study After 31 years of establishment and development, STB has always maintained the spirit of pioneering, innovating in thinking, and perfecting in action, steadfastly overcoming challenges, forging a reputable brand and a model of success for a restructured bank.

STB was established with the aim of optimizing comprehensive, cutting-edge and versatile financial solutions for customers; maximizing value for partners, investors and shareholders. With the vision of becoming the leading modern and diverse retail bank in Vietnam, STB always strives tirelessly, focusing on strong development in both quality and scale, continuing to make more marks on its journey to affirm its position in the Vietnamese retail market in the banking sector affirm its position in the market Vietnam retail in the banking sector. In the context of the economy recovering after the wake of the Covid 19 pandemic, the credit race between banks is even more intense due to increased demand for credit capital. If banks do not do well in the process of providing credit and managing credit, they will face many disadvantages in competition.

Therefore, solutions to improve credit risk management capabilities at STB - HDB can help the branch ensure the stability of the financial system and improve competitiveness in the market. Objectives of the study a) General objective Based on the current situation of credit risk management at Sai Gon Thuong Tin Commercial Joint Stock Bank - Ha Dong branch, the thesis gives solutions and recommendations to improve the credit risk management process to turn those risks into opportunities for the bank. b) Specific objectives To clarify of the topic, the following need to be classified: Firstly, analyze STB - HDB’s performance according to the following aspects: capital mobilized and lending activities. 2 Secondly, investigate and analyze the actual credit risk situation of STB - HDB based on supplied data and quantitative indicators of credit quality.

Thirdly, provide solutions to enhance credit risk management at STB - HDB. c) Research questions The thesis clarifies the research objective by answering the following questions in turn: Question 1: What are the criteria that clarify the current status of credit risk management at the branch and how are they implemented? Question 2: What are the solutions to enhance credit risk management capacity at the branch? 1. Significance of the study The theoretical concerns of bank credit risk and the ongoing situation of STB - HDB have been highlighted in the thesis, which has systematized and clarified.