NGÂN HÀNG NHÀ NƢỚC VIỆT NAM BỘ GIÁO DỤC VÀ ĐÀO TẠO TRƢỜNG ĐẠI HỌC NGÂN HÀNG THÀNH PHỐ HỒ CHÍ MINH TÔN NỮ KHÁNH NHÂN RỦI RO TÍN DỤNG TẠI NGÂN HÀNG THƢƠNG MẠI CỔ PHẦN NGOẠI THƢƠNG VIỆT NAM – CHI NHÁNH H[.]
NGÂN HÀNG NHÀ NƢỚC VIỆT NAM BỘ GIÁO DỤC VÀ ĐÀO TẠO TRƢỜNG ĐẠI HỌC NGÂN HÀNG THÀNH PHỐ HỒ CHÍ MINH TƠN NỮ KHÁNH NHÂN RỦI RO TÍN DỤNG TẠI NGÂN HÀNG THƢƠNG MẠI CỔ PHẦN NGOẠI THƢƠNG VIỆT NAM – CHI NHÁNH HỒ CHÍ MINH KHĨA LUẬN TỐT NGHIỆP CHUYÊN NGÀNH TÀI CHÍNH - NGÂN HÀNG MÃ SỐ: 7340201 TP HỒ CHÍ MINH, NĂM 2018 LUAN VAN CHAT LUONG download : add luanvanchat@agmail.com NGÂN HÀNG NHÀ NƢỚC VIỆT NAM BỘ GIÁO DỤC VÀ ĐÀO TẠO TRƢỜNG ĐẠI HỌC NGÂN HÀNG THÀNH PHỐ HỒ CHÍ MINH TƠN NỮ KHÁNH NHÂN RỦI RO TÍN DỤNG TẠI NGÂN HÀNG THƢƠNG MẠI CỔ PHẦN NGOẠI THƢƠNG VIỆT NAM – CHI NHÁNH HỒ CHÍ MINH KHĨA LUẬN TỐT NGHIỆP CHUN NGÀNH TÀI CHÍNH - NGÂN HÀNG MÃ SỐ: 7340201 NGƢỜI HƢỚNG DẪN KHOA HỌC THS NGUYỄN ĐỒN CHÂU TRINH TP HỒ CHÍ MINH, NĂM 2018 LUAN VAN CHAT LUONG download : add luanvanchat@agmail.com i ABSTRACT Reason to choose subject: Currently for the commercial banks, credit operations are basic operations, the main income for the bank Commercial Bank shares for Foreign Trade of Vietnam (Vietcombank) as well as other commercial banks are facing the challenges of competition and international integration, increasingly demanding more rigorous standards for safety, healthy financial and operating capacity and risk management Thus the building and improving the system of risk prevention effective in the bank for operations in general and for the credit operations in particular is an urgent requirement and important, to ensure effective economic processes and development activities of a commercial bank Banking activities always contain risks, particularly frequently are credit risk In order to have a stable growth, it is necessary to strengthen control over credit quality and help reduce the loan loss provisions, which affect the business performance of the entire bank Therefore, the proposed measures to limit credit risk is top concern at Vietcombank Stemming from this situation, the thesis tries to identify and codify the current credit risk type Vietcombank - Ho Chi Minh Brand; analyze and clarify the advantages and activities exist in credit risk management; apply the theoretical basis and experience in international risk management Since then, the proposed measures will improve and enhance the operational efficiency of credit risk management in particular and business in general at Vietcombank Vietcombank whether operating under the commercial bank model but the state capital remained dominant proportion Thus, loans of state enterprises still high proportion Most state enterprises inefficient business The expansion of lending structure to limited company joint-stock companies, enterprises, foreign investment potential risk related to business management capacity, business ethics On the other hand, in the development strategy of Vietcombank HCM upcoming LUAN VAN CHAT LUONG download : add luanvanchat@agmail.com ii period is to expand retail lending and actively develop a network operations, open more trading rooms Thereby, we can see the business activities of Vietcombank are developed; however, the credit activities of banks also exist a variety of risks and challenges, the measurement, evaluation and control RRTD at Vietcombank HCM much longer exist, not tight, not timely renewed international standards Therefore, the study of the current situation so that credit risk given the precautions and limitations RRTD is essential Comes from the fact that I have chosen the theme:"Credit risk in the Joint Stock Commercial Bank for Foreign Trade of Vietnam - Ho Chi Minh City Branch" to understand the status, causes and offering appropriate solutions to improve operational efficiency and control credit risk to banks Objectives of the study Research projects should fulfill the following specific objectives: - Analyze, evaluate and clarify the status RRTD at Vietcombank HCM Branch then find out the restrictions and cause - Launched a number of measures aimed at limiting RRTD City Branch of Vietcombank Ho Chi Minh Research object Credit risk at the Joint Stock Commercial Bank for Foreign Trade of Vietnam - Ho Chi Minh City Branch Research scope - Audience research: RRTD at Vietcombank - Branch in Ho Chi Minh - Research scope : Content: credit risk in banks Spatial: Vietcombank - Branch in Ho Chi Minh About time: Period 2013 - 2017 LUAN VAN CHAT LUONG download : add luanvanchat@agmail.com iii Research Methods Thesis using the method of qualitative research: authors performed collecting information and data from the financial statements of banks, research journals, then, conducting descriptive statistics, comparison and classification data analysis and evaluation of the advantages and disadvantages that banks are experiencing problems in credit risk management From the research results, the authors propose measures to limit credit risk in commercial banks Foreign Trade of Vietnam - Ho Chi Minh City branch Structural thesis Chapter 1: Common issues about credit and credit risk management in commercial banks Chapter 2: Current status of credit risk and credit risk management Stock Commercial Bank for Foreign Trade of Vietnam-Ho Chi Minh Branch Chapter 3: A number of measures to limit credit risk in the Joint Stock Commercial Bank for Foreign Trade of Vietnam-Ho Chi Minh Branch The contents of each chapter: Chapter mainly demonstrates that credit risk and the other bank risks is the inherit objective remain in Banking business and as well indicate that the reason causing the credit risk is consist of both subjective causes from the customers and the bank for the loan, and objective causes from the business environment The international credit risk management experience shows that in terms of risk management, Governance focuses on management of establishing a good credit risk management environment, enhancing the role of agency or monitoring department of Credit operations From the theoretical basis and experience in risk management, international credit mentioned above, the second chapter will focus on assessing the situation of credit risk and governance of credit risk, the results and the restriction existed at Vietcombank HCM Branch LUAN VAN CHAT LUONG download : add luanvanchat@agmail.com iv Chapter presents the activities of the commercial banking system in Vietnam, credit activities of Vietcombank HCM are risky The causes of credit risk include objective causes from the business environment, subjective causes from the borrower and subjective reasons from the lending bank In addition to the efforts and achievements in building and improving credit risk management in Vietcombank, there are still many limitations and shortcomings that need to be overcome, improved, strengthened and advanced to timely meet the credit growth and expansion of the current network of Vietcombank across the country In the section three, the thesis will set out measures to prevent risks in each phase, each process before lending, while lending and lending after the credit activities at Vietcombank HCM today Chapter presents the direction of Vietcombank and the group of Credit risk prevention solutions that focus on the development of risk minimization and risk prevention and loss prevention systems in each stage and credit granting process These include: Credit risk management environment, credit granting process, credit monitoring and measurement process, risk control, role of agency or monitoring department In addition, recommendations were made by the National Bank to enhance the role and effectiveness of the banking inspectorate, to complete the regulatory environment and to support information systems for banks in loan appraisal Using the experience of international credit risk management and large commercial banks in Vietnam, the author believes that the solutions outlined in Chapter will contribute to the remediation, minimization and risk prevention of Credit operations in the current period and in the future in Vietcombank HCM In summary, credit risk management is no longer a new problem for banks if they want to survive and develop in a harsh and risky business environment Improving credit risk management will help banks to minimize and avoid risks to LUAN VAN CHAT LUONG download : add luanvanchat@agmail.com v their banks and help them survive and operate effectively in a difficult and volatile business environment nowadays Credit risk is based on inadequate lending procedures, underperforming appraisal, failing to adequately assess loan risks, resulting in loss of bank assets, and ineffective management of credit risk This shows that in the economic condition of non-stop development, despite many lessons learned, credit risk management has never been enough Especially in the current economic situation in Vietnam, the types of business development are more diversified and strong but not completed, production and business activities are still limited, the loan risk is more diversified, complex and is likely to cause great losses Therefore, the management of credit risk for enterprises in particular and economic sectors in general is very important and urgent for banks to both profit and financial security LUAN VAN CHAT LUONG download : add luanvanchat@agmail.com vi LỜI CAM ĐOAN Với tƣ cách ngƣời thực báo cáo tốt nghiệp này, em xin có lời cam đoan nhƣ sau: Em tên là: Tôn Nữ Khánh Nhân Sinh ngày: 09/10/1996 Hiện sinh viên lớp HQ2-GE01 trực thuộc Khoa Tài Chính, trƣờng Đại học Ngân hàng Thành phố Hồ Chí Minh Đề tài khóa luận tốt nghiệp: Rủi ro tín dụng Ngân hàng Thƣơng Mại Cổ Phần Ngoại Thƣơng Việt Nam – Chi nhánh Hồ Chí Minh Giảng viên hƣớng dẫn: ThS Nguyễn Đồn Châu Trinh Khố luận tốt nghiệp cơng trình nghiên cứu riêng, kết nghiên cứu trung thực, khơng có nội dung đƣợc công bố trƣớc nội dung ngƣời khác thực ngoại trừ trích dẫn đƣợc dẫn nguồn đầy đủ khoá luận, số liệu, nguồn trích dẫn luận văn đƣợc thích nguồn gốc rõ ràng, minh bạch Em xin hoàn toàn chịu trách nhiệm cho lời cam đoan TP Hồ Chí Minh, ngày tháng 05 năm 2018 Tác giả TÔN NỮ KHÁNH NHÂN LUAN VAN CHAT LUONG download : add luanvanchat@agmail.com vii LỜI CẢM ƠN Đầu tiên em xin cảm ơn quý thầy cô Trƣờng Đại học Ngân hàng Thành Phố Hồ Chí Minh dạy bảo tận tình giúp em có kiến thức lĩnh vực tài – ngân hàng, nâng cao trình độ hiểu biết vốn cịn nhiều hạn chế Em xin gửi lời cảm ơn chân thành đến cô Nguyễn Đồn Châu Trinh, ngƣời trực tiếp hƣớng dẫn tận tình giúp em hồn thành khóa luận tốt nghiệp Em xin chân thành cảm ơn! Tác giả TÔN NỮ KHÁNH NHÂN LUAN VAN CHAT LUONG download : add luanvanchat@agmail.com viii MỤC LỤC DANH MỤC CHỮ VIẾT TẮT xiv DANH MỤC BẢNG, BIỂU ĐỒ, SƠ ĐỒ xv Phần mở đầu xv Tính cấp thiết đề tài Lƣợc khảo nghiên cứu Mục tiêu nghiên cứu 4 Câu hỏi nghiên cứu Đối tƣợng phạm vi nghiên cứu Phƣơng pháp nghiên cứu Bố cục trình bày Đóng góp đề tài CHƢƠNG NHỮNG VẤN ĐỀ CHUNG VỀ TÍN DỤNG VÀ QUẢN TRỊ RỦI RO TÍN DỤNG TẠI NGÂN HÀNG THƢƠNG MẠI 1.1 TÍN DỤNG NGÂN HÀNG 1.1.1 Khái niệm 1.1.2 Phân loại tín dụng ngân hàng 1.2 RỦI RO TÍN DỤNG TẠI NGÂN HÀNG 1.2.1 Khái niệm rủi ro tín dụng 1.2.2 Tác động rủi ro tín dụng ngân hàng 10 1.2.3 Phân loại rủi ro tín dụng 11 1.2.3.1 Căn vào nguyên nhân phát sinh rủi ro 11 1.2.3.2 Căn vào tính khách quan, chủ quan nguyên nhân gây rủi ro 12 1.2.4 Nguyên nhân dẫn đến rủi ro tín dụng 12 LUAN VAN CHAT LUONG download : add luanvanchat@agmail.com ... VỀ RỦI RO TÍN DỤNG VÀ HOẠT ĐỘNG QUẢN TRỊ RỦI RO TÍN DỤNG TẠI NGÂN HÀNG TMCP NGOẠI THƢƠNG VIỆT NAM – CHI NHÁNH HỒ CHÍ MINH 38 2.2.1 Tình hình chung hoạt động tín dụng rủi ro tín dụng. .. cổ phần Ngoại thƣơng Việt Nam – Chi nhánh Hồ Chí Minh 31 KẾT LUẬN CHƢƠNG 33 CHƢƠNG THỰC TRẠNG RỦI RO TÍN DỤNG VÀ QUẢN TRỊ RỦI RO TÍN DỤNG TẠI NGÂN HÀNG TMCP NGOẠI THƢƠNG VIỆT... thuộc Khoa Tài Chính, trƣờng Đại học Ngân hàng Thành phố Hồ Chí Minh Đề tài khóa luận tốt nghiệp: Rủi ro tín dụng Ngân hàng Thƣơng Mại Cổ Phần Ngoại Thƣơng Việt Nam – Chi nhánh Hồ Chí Minh Giảng