Khóa luận tốt nghiệp Tài chính Ngân hàng: Rủi ro lãi suất tại NHNoPTNT quận Cái Răng giai đoạn 20082011

Khóa luận tốt nghiệp Tài chính Ngân hàng: Rủi ro lãi suất tại NHNoPTNT quận Cái Răng giai đoạn 20082011 được thực hiện với mục tiêu nhằm Phân tích tình hình rủi ro lãi suất tại Ngân hàng Nông nghiệp và phát triển Nông thôn quận Cái Răng thông qua việc phân tích mức độ biến động của tài sản, nguồn vốn nhạy cảm lãi suất qua 4 năm 2008–2011,... Đề tài Hoàn thiện công tác quản trị nhân sự tại Công ty TNHH Mộc Khải Tuyên được nghiên cứu nhằm giúp công ty TNHH Mộc Khải Tuyên làm rõ được thực trạng công tác quản trị nhân sự trong công ty như thế nào từ đó đề ra các giải pháp giúp công ty hoàn thiện công tác quản trị nhân sự tốt hơn trong thời gian tới.

} finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), TRUING Dfll HOC VO TRU&HG TOflN rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { // TODO: handle exception e.printStackTrace(); } return dsnv; } KHOA KINH TE OfilHOCVOTRC/ONQTOfiN THtfVIEN I I KHOA LUAN TOT NGHIEP RUI RO LAI SUAT TAI NHNo & PTNT QUAN CAI RANG GIAIDOAN 2008-2011 (TEN SINH VIEN) NGUYEN NGO ANH HAN (NGANH DAO TAO) TAI CHINH NGAN HANG GVHD : TS Dl/ONG DANG KHOA NGUYEN THI AI DUY HauGiang 07/2012 } finally { try { Rui ro lai suat tai NHNo & PTNT Quart Cai Rang giai doan 2008 - 201 pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), LCJI CAM TA rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { // TODO: handle exception e.printStackTrace(); } return dsnv; } De hoan khoa luan tot nghiep nay, trirac het em xin chan cam on quy thay co Khoa Kinh Te truang Dai hoc Vo Truang Toan da tao dieii kien cho em co dugc noi thirc tap dung vai chuyen nganh ma em da hoc Dae biet em xin cam on thay Duong Dang Khoa va co Nguyln Thi Ai Duy da tan tinh chi dan, gop y kien quy bau cho de tai cua em Sau nua em xin gui den Ban Giam D6c Ngan Hang Nong Nghiep va Phat Trien Nong Thon Quan Cai Rang lai cam an chan ve viec tiep nhan va tao dieu kien thuan lai de em hoan tot dot thirc tap Mot Ian nua, em cung xin cam an cac anh, chi phong tin dung, nhirng nguai true tiep huang dan, giai thieu va giup da em rat nhieu viec tim hieu nghien cuu tai lieu 6* Ngan hang Sau cung em xin chuc quy thay co cung cac co chu, anh chi 6* Ngan hang nhirng lai chuc tot dep nhat luon luon hoan xuat s^c cong viec ciia minh va cong tren tat ca cac llnh vuc Tran trong! Ngay thang nam 2012 Sinh vien thuc hien Nguyen Ngo Anh Han GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy i SVTH: Nguyen Ngo Anh Han } finally { try { Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); LOI CAM DOAN ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { // TODO: handle exception e.printStackTrace(); } return dsnv; } Toi cam doan rang de tai la chinh toi thirc hien cac s6 lieu thu thap va ket qua phan tich d 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); NHAN XET CUA GIAO VIEN HUCfNG DAN ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), rs.getString("ho"), • rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { // TODO: handle exception e.printStackTrace(); } return dsnv; } • Ho va ten Giao vien huang dan 1: TS DU'ONG DANG KHOA • Hoc vi: • Chuyen nganh: • Co quan cong tac: • Ho va ten Giao vien huang dan 2: NGUYEN THI AI DUY • Hoc vi: • Chuyen nganh: • Co quan cong tac: • Ho va ten sinh vien: NGUYEN NGO ANH HAN • Ma s6 sinh vien: 0854030025 • Chuyen nganh: Tai chinh ngan hang Ten de tai: Rui ro lai suat tai Ngan hang Nong nghiep va Phat trien Nong thon Quan Cai Rang giai doan 2008 - 2011 NOI DUNG NHAN XET Tinh phu hop ciia de tai vol chuyen nganh dao tao GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy iii SVTH: Nguyen Ngo Anh Han } finally { try { pstm.close(); Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); Ve hinh thirc while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { // TODO: handle exception e.printStackTrace(); } return dsnv; } Y nghia khoa hoc, thuc tien va tinh cap thiet ciia de tai Do tin cay ciia so lieu va tinh hien dai ciia luan van Noi dung va cac ket qua dat diroc (theo muc tieu nghien cuu, ) Cac nhan xet khac GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy iv SVTH: Nguyen Ngo Anh Han } finally { try { pstm.close(); Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Ket luan (Can ghi ro muc dong y hay khong dong y noi dung de tai va cac Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), yeu cau chinh sua, ) rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { // TODO: handle exception e.printStackTrace(); } return dsnv; } Ngay thang nam 2012 Giao vien huang dan TS Dirans, Dang Khoa Giao vien huans dan Nsuven Thi Ai Duv GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy v SVTH: Nguyen Ngo Anh Han } finally { try { pstm.close(); Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { TOM TAT dsnv.add(new NhanVien(rs.getString("maNV"), rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); — &>*&£ — } } catch (SQLException e) { // TODO: handle exception e.printStackTrace(); } return dsnv; } Tren co so tim hieu phan tich va danh gia thuc trang bien dong lai suat cua Viet Nam va rui ro lai suat tai Ngan hang Nong nghiep Phat trien Nong thon Quan Cai Rang tir nam 2008 den nam 2011 de tai di sau nghien cuu: "Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011" bang bien phap so sanh da danh gia dugc rui ro ciia Ngan hang lai suat bien dong Tai suat cua Viet Nam ta thay doi lien tuc va kho du doan Trong nam lai suat bien dong manh thi nam 2008 co the dugc coi la nam cua lai suat lai suat bien dong trai chieu vai mot bien Ian chi vong 12 thang Dien bien lai suat nam 2008 gom giai doan chinh: lai suat cua cac ngan hang tang vao nua dau nam 2008 va giam lai suat vao nhung thang cuoi nam Cac nam khac van bien dong nhung bien dong vai chieu huang on dinh hon Chinh phu da ap dung cac Chinh sach ho trg lai suat quy dinh tran lai suat Trong tinh hinh bien dong ciia lai suat nhir tren da gay rui ro cho hoat dong kinh doanh ciia Ngan hang Co cau nguon von va co cau tai san nhay cam lai suat ciia Ngan hang cung bien dong vai cac bien khac qua tung nam dan den hien tai Ngan hang dang a trang thai nhay cam nguon von, tuc la nguon von nhay cam lai suat Ian han tai san nhay cam lai suat, do Ngan hang se bi ton that neu lai suat tang Nhin chung, hoat dong kinh doanh cua Ngan hang thai gian qua co nhieu bien dong qua cac nam anh huang cua lai suat Ngan hang thi 6* trang thai nhay cam vai nguon von do se gap rui ro lai su§t lai suat tang Vi vay, Ngan hang can phai can bang trang thai nhay cam tuc nguon von nhay cam phai can bang vai tai san nhay cam GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy vi SVTH: Nguyen Ngo Anh Han } finally { try { pstm.close(); Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); MUC LUC • while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), rs.getString("ho"), • rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); — BO#BO — } } catch (SQLException e) { // TODO: handle exception e.printStackTrace(); } return dsnv; } PHAN GIOI THIEU 1.1 DAT VANDE NGHIEN CUU 1.1.1 Sir can thiet nghien cuu 1.1.2 Can cu khoa hgc va thuc tien 1.2 MUC TIEU NGHIEN CUU 1.2.1 Muc tieu chung 1.2.2 Muc tieu cu the 1.3 PHAM VI NGHIEN CUU 1.3.1 Khong gian 1.3.2 Thai gian 1.3.3 Noi dung nghien ciiu 1.4 LU'OC KHAO TAI LIEU CO LIEN QUAN PHAN NOI DUNG Chuotig PHUONG PHAP LUAN VA PHUONG PHAP NGHIEN ClfU 1.1 PHUONG PHAP LUAN 1.1.1 Tim hieu ve lai suat 1.1.1.1 Khai niem lai suat 1.1.1.2 Cac phep lai suat 1.1.1.3 Phan loai lai suat 1.1.1.4 Vai tro ciia lai suat nen kinh te 1.1.2 Tim hieu ve rui ro lai suat 11 1.1.2.1 Khai niem rui ro lai suat 11 1.1.2.2 Nguyen nhan ciia rui ro lai suat 12 1.1.2.3 Anh huang ciia rui ro lai suat den hoat dong kinh doanh cua Ngan hang 14 1.1.2.4 Mo hinh dinh gia lai luang rui ro lai suat 14 1.1.2.5 Mot so chi tieu phan tich 15 GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy vii SVTH: Nguyen Ngo Anh Han } finally { try { pstm.close(); Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); 1.2 PHUONG PHAP NGHIEN CUU 15 ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), 1.2.1 Phuang phap thu thap so lieu 15 dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { // TODO: handle exception e.printStackTrace(); } return dsnv; } 1.2.2 Phuang phap phan tich so lieu 16 Chuxmg THI/C TRANG BIEN DONG LAI SUAT CUA VIET NAM TlT NAM 2008 - 2011 17 2.1 THUC TRANG BIEN D0NG LAI SUAT VIET NAM TU'NAM 2008-2011 17 2.1.1 Thuc trang bien dong lai suat cua Viet Nam nam 2008 17 2.1.2 Thuc trang bien dong lai suat ciia Viet Nam nam 2009 23 2.1.3 Thuc trang bien dong lai suat ciia Viet Nam nam 2010 25 2.1.4 Thuc trang bien dong lai suat cua Viet Nam nam 2011 28 2.2 DANH GlA NHUNG MAT ITCH CU'C - HAN CHE CUA VIEC BIEN D0NG LAI SUAT GIAI DOAN 2008 - 2011 30 2.2.1 Nhung mat tich cue va han che ciia bien dong lai suat nam 2008 30 2.2.2 Nhung mat tich cue va han che ciia bien dong lai suat nam 2009 33 2.2.3 Nhirng mat tich cue va han che ciia bien dong lai suat nam 2010 34 2.2.4 Nhirng mat tich cue va han che ciia bien dong lai suat nam 2011 35 Chirong 3: PHAN TICH RUI RO LAI SUAT TAI NGAN HANG NONG NGHIEP VA PHAT TRIEN NONG THON QUAN CAI RANG 36 3.1 GlOl THIEU VE NGAN HANG NONG NGHIEP VA PHAT TRIEN NONG THON QUAN CAl RANG 36 3.1.1 Sir hinh va phat trien 36 3.1.2 Nhiem vu va chuc nang 37 3.1.3 Co cau to chuc quan ly chi nhanh 38 3.1.3.1 Co cau to chuc cua ngan hang 38 3.1.3.2 Chuc nang ciia tung bo phan 39 3.1.4 Cac san pham dich vu cung cap 41 3.2 khAi quAt ve co cAu nguon von vA tAi sAn CUA ngAn HANG GIAI DOAN 2008 - 2011 42 3.2.1 Phan tich co cau nguon von cua ngan hang GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy viii 42 SVTH: Nguyen Ngo Anh Han } finally { try { pstm.close(); Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); 3.2.2 Phan tich co cau tai san cua ngan hang 48 ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), 3.3 PHAN TICH TINH HINH BIEN DONG CUA NGUON VON VA TAI SAN dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { // TODO: handle exception e.printStackTrace(); NHAY CAM LAI SUAT CUA NGAN HANG GIAI DOAN 2007 - 2011 53 3.3.1 Phan tich tinh hinh bien dong cua nguon von nhay cam vai lai suat 53 3.3.2 Phan tich tinh hinh bien dong cua tai san nhay cam vai lai suat 60 3.3.3 Lugng hoa muc rui ro lai suat tai NHNo & PTNT Q Cai Rang 65 Chircrng MOT SO GIAI PHAP HAN CHE RUI RO TRONG HOAT DONG KINH DOANH TAI NGAN HANG KHI LAI SUAT BIEN DONG 70 4.1 NHAN XET NHLTNG MAT LAM DU'OC VA NHUNG MAT TON TAI TRONG CONG TAC QUAN LY RUI RO LAI SUAT 70 4.2 M0T SO BIEN PHAP NHAM HAN CHE RUI RO LAI SUAT TAI NGAN HANG 71 PHAN KET LUAN VA KIEN NGHJ 73 1.1 KET LUAN: 73 1.2 KIEN NGHI: 74 1.2.1 Doi vai Ngan hang Nong nghiep va Phat trien Nong Thon Quan Cai Rang 74 1.2.2 Doi vai Ngan hang Nha nuoc Viet Nam 76 1.2.2.1 Can co co quan du bao su thay doi ciia lai suat 76 1.2.2.2 Hoan thien he thong van ban phap ly ve cong tac quan tri rui ro lai suat 76 TAI LIEU THAM KHAO 77 GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy ix SVTH: Nguyen Ngo Anh Han } return dsnv; } Riii ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), * Cho vay ngan han rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } Vdn cua ngan hang chii yeu tap trung vao hoat ddng tin dung va dau tu, } catch (SQLException e) { hoat ddng tin dung ludn giu vai trd then chdt de ngan hang hoat ddng va phat trien O day chiing ta chi de cap cho vay ngan han day la khoan muc nhay cam lai suat nhat va dan den riii ro lai suat cao nhat vi ky han cho vay chi den 12 thang, thai han cang thap riii ro lai suat cang cao Cho vay ngan han chu yeu dap ling nhu cau bu dap sir thieu hut vdn luu ddng ciia cac doanh nghiep va phuc vu tieu dung ca nhan Hoat ddng ludn chiem ty trgng cao du ng cho vay va dem lai ngudn thu nhap ldn, dn dinh Tuy nhien hoat ddng dau tu cua ngan hang, so vdi dau tu trai phieu Chinh phu thi cho vay ludn tiem an rui ro va chju anh hudng nhieu trudc cac chinh sach tien te ciia NHNN Tinh hinh cho vay ngan han ciia ngan hang thai gian qua ludn tang trudng Nam 2008 bdi canh lai suat tang lien tuc de phong tranh rui ro lai suat, ngan hang han che cho vay trung dai han nen phan ldn khach hang den vay tai ngan hang neu dugc ngan hang cho vay thi deu la cac khoan cho vay ngan han Trong thai gian ngan hang cho vay theo hinh thuc cho vay thuang mai hinh thuc cho vay tdng sd tien cho vay tang nhanh nhung lai suat cho vay khdng cao lam Va cung chinh dieu lam cho du ng cho vay ngan han ciia ngan hang tang nam 2008, cu the la nam 2008 tdng du ng cho vay la 100.314 trieu ddng tang 7.650 trieu ddng, tdc tang 8.26% so vdi nam 2007 Sang nam 2009 tinh hinh lam phat da dugc kiem soat, Chinh phii thuc hien chinh sach ndi long tin dung va chinh sach tai khda thong qua cac gdi kich cau, tinh hinh khoan cua nen kinh te dugc cai thien Nhung chi NHNN ban hanh ca che lai suat thda thuan cua TCTD ddi vdi nhu cau vdn phuc vu ddi song cho vay thong qua nghiep vu phat hanh, su dung the tin dung thi vdn cho vay tieu dung, cho vay kinh doanh tang len Ngoai ra, NHNN thuc hien hd trg lai suat vay vdn cho doanh nghiep ca nhan vdi thai han: ngan han, trung han va dai han, dieu cung lam cho nhu cau vdn tang dan den du ng ngan han ciia ngan hang tang Tuy nhien anh hudng ciia cudc suy thoai kinh te the gidi, NHNN tiep tuc thuc hien tang trudng tin dung, quy dinh han muc tir 21% - 23% vi the hoat ddng cho vay cua ngan hang du cd tang nhung tang ciing khdng cao lam, cu the nam 2009 la 143.200 trieu ddng tang 42.886 trieu ddng tuong duang 42,75% so vdi nam 2008 va den nam 2010 du ng cho vay ngan han cua ngan hang la 218.015 trieu ddng tang 74.815 trieu ddng, tdc tang 52,25% so vdi nam 2009, nam 2010 nhu cau vdn ciia hd san xuat tang manh, nguyen nhan la tinh chat dac thu hoat ddng kinh doanh ciia NHNo & PTNT quan Cai Rang nen khach hang muc tieu chii yeu ciia ngan hang la hd san xuat, nham hd trg nong GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy 63 SVTH: Nguyen Ngo Anh Han // TODO: handle exception e.printStackTrace(); } return dsnv; } Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), dan san xuat, cai thien ddi song ngudi dan, phat trien kinh te dja phuang vi the cho vay hd ndng dan ludn dugc khuyen khich Ben canh cho vay hd san xuat de gdp phan chuyen djch ca cau kinh te dja phuang, ngan hang ciing cho vay cac phan kinh te khac Ddng thai viec khdi phuc va phat trien nen kinh te cua quan cang dugc nang cao, nhu cau vay vdn cua cac cong ty TNHH, DNTN tang manh thuc day cho vay ngan han ciia ngan hang cang tang Tuy nhien sang nam 2011, tdc tang cham dan chi tang 43.467 trieu ddng tuang duang tang 19,94% so vdi nam 2010, nguyen nhan chu yeu la tac ddng cua chinh rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { sach tien te ciia NHNN * Chirng khoan ngan han Chung khoan dau tu cung la mot nhirng tai san mang lai thu nhap cho ngan hang Cac chirng khoan ciia Chinh phu la loai khoan cao nhat vi chiing cd the mua ban hoac trao ddi sang tien mat mot each de dang vdi chi phi giao djch thap Do tinh khoan cao nen chiing khoan ciia Chinh phii dugc coi la tien du tru loai Trong chi nhanh khoan dau tu chiing khoan ciia Chinh phii chiem ty trgng thap tdng tai san Khoan dau tu vao chiing khoan Chinh phii ngan han la nham muc dich dap ling tinh khoan cho ngan hang Khi den han cac chiing khoan ngan han se la ngudn de ngan hang cd the tai tai trg mot khoan vay ngan han, trung han hoac dai han da dao han Do dac dilm la thai han ngan nen cac chiing khoan ludn dugc djnh gia lai lai suat thj trudng bien ddi va dugc xem la tai san nhay cam lai suat Nhung nam gan day tinh hinh dau tu chirng khoan cua ngan hang cd chieu hudng giam chiing td ngan hang chua chii trgng quan ly tai san theo trang thai khoan, ngoai tru nam 2009 la cd chieu hudng tang vi nam 2009 tinh hinh suy thoai kinh tl thi gidi van dien bien phiic tap da anh hudng rat ldn den nen kinh tl cua nude ta, tir lam cho viec thu hut vdn gap nhieu khd khan, tinh khoan thap vi vay ngan hang da dau tu vao chiing khoan ngan han cua Chinh phu nham muc dich dap ling tinh khoan cho ngan hang Cu the nam 2008 sd tien dau tu cua Chinh phii la 400 trieu ddng, den nam 2009 sd dat 200 trieu ddng, tang len 50% Nhung den nam 2010 lai giam 400 trieu ddng tuang duang 66,67%, nam 2011 lai dam 100% tuc giam 200 trieu ddng GVHD: TS Duong Dang Khoa Nguyen Thj Ai Duy 64 SVTH: Nguyen Ngo Anh Han // TODO: handle exception e.printStackTrace(); } return dsnv; } Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), rs.getString("ho"), 3.3.3 Luang hoa mire riii ro lai suat tai NHNo & PTNT Quan Cai Rang rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { Rui ro lai suat la rui ro ca ban de mac phai cua cac ngan hang hien No la mot loat cac phan ling day chuyen, lai suat tang chi phi huy ddng tang, ngudi di vay ciing phai chju chi phi cao han, rui ro that bai cau du an dau tu ciing tang theo va neu qua nguang se dan den nguy co vd ng Rui ro lai suat xay cd sir chenh lech giua ky han binh quan cua cac tai san va cac khoan ng cua ngan hang dieu kien lai suat thj trudng thay ddi ngoai du kien ciia ngan hang dan den kha nang giam thu nhap ciia ngan hang so vdi du kien Vdi dac tinh ciia nhung ngudn vdn huy ddng thudng la ngan han cac khoan tin dung lai bao gdm ca trung va dai han Vi vay Ngan hang thudng xuyen phai ddi mat vdi rui ro lai suat va riii ro khoan dac biet la mat bang lai suat thj trudng cd xu hudng tang len nhu thai gian vua qua Viec lugng hda muc riii ro lai suat ciia ngan hang ddi hoi mot cong viec rat khd khan Ngan hang can phai cd ddi ngu can bd quan ly lai suat cd kinh nghiem mdi cd the luongj hda muc riii ro lai suat mot each chinh xac Neu lugng hda muc lai suat khdng chinh xac thi cd the gay anh hudng den lgi nhuan ciia Ngan hang Dua vao mo hinh djnh gia lai, chiing ta cd the danh gia so bd ve tinh hinh rui ro lai suat tai NHNo & PTNT Quan Cai Rang qua bang sau day: GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy 65 SVTH: Nguyen Ngo Anh Han // TODO: handle exception e.printStackTrace(); } return dsnv; } Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); Bang 3.19: Tong hap trang thai nhay cam lai suat cua NHNo & PTNT } } catch (SQLException e) { Quan Cai Rang qua nam 2007, 2008, 2009 va 2011 Dvt: Trieu dong Khoan muc Nam Nam Nam Nam 2008 2009 2010 2011 Tong tai san 155,954 229,978 310,183 380,965 Tong TSNC voi lai suat 100.714 143.800 218.215 261.482 Tong NVNC voi lai suat 208.033 224.935 297.642 376.581 (107,319) (81,135) (79,427) (115,099) 0.48 0.64 0.73 0.69 (0.69) (0.35) (0.26) (0.30) Chenh lech giira tai san & nguon von nhay cam voi lai suat Ty le TSNC tren NVNC He so lech Trang thai cua ngan hang Thu nhap rong se giam neu Nhay Nhay cam cam Nhay cam Nhay cam ngudn ngudn ngudn ngudn vdn vdn vdn vdn Lai suat Lai suat Lai suat Lai suat tang tang tang tang (Ngudn: Bang can doi tai khoan chi tiet cua NHNo 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); Nhin vao bang tren ta cd the thay nam 2008, NHNo & PTNT Quan Cai Rang dang cd tdng tai san nhay cam lai suat la 100.714 trieu ddng, nam 2009 la } } catch (SQLException e) { 143.800 trieu ddng, nam 2010 la 218.482 trieu dong, sang nam 2011 la 261.482 trieu ddng Day la nhirng khoan cho vay ngan han, sap dao han hoac sap dugc tai gia han Neu lai suat tang sau khoan cho vay dugc thuc hien, ngan hang se chi gia han cho nhung khoan vay neu nhu no cd the mang lai mot khoan lgi nhuan tiem nang xap xi nhu muc lgi nhuan hien tai ciia nhirng cong cu tai chinh khac cd chat lugng tuang duang Tuang tu nhu vay, nhung khoan cho vay sap dao han se cung cap cho ngan hang vdn phuc vu tai dau tu vao nhung khoan cho vay mdi vdi lai suat hien tai Ngudn vdn nhay cam lai suat ciia ngan hang qua cac nam deu tang cu the la nam 2008 la 208.033 trieu ddng, nam 2009 la 224.935 trieu dong nam 2010 la 297.642 trieu ddng sang nam 2011 la 376.581 trieu ddng Ngudn vdn nhay cam lai suat d day bao gdm cac giay td cd gia sap dao han hoac sap dugc tai gia han chii yeu la ky phieu ngan hang va khach hang phai thda thuan muc lai suat tien gui mdi phu hgp vdi nhirng dieu kien ciia thj trudng nhung khoan ti£n gui lai suat tha ndi cd thu nhap thay ddi tir ddng ciing vdi lai suat thj trudng va nhung khoan vay mugn tren thj trudng tien te cd lai suat dugc dieu chinh hang de phan anh nhung bien ddng mdi nhat cua thj trudng Chenh lech nhay cam lai suat (GAP) Do cd sir khdng can xiing ve ky han giua tai san va ngudn vdn cua ngan hang nen gia trj tai san nhay cam va ngudn vdn nhay cam qua cac nam khdng bang nhau, chiing td cac nam qua ngan hang ludn phai ddi mat vdi rui ro lai suat Vdi gia trj GAP md hinh djnh gia lai, ta de dang xac djnh dugc trang thai rui ro cua ngan hang va muc anh hudng cua no den thu nhap ma ngan hang nhan dugc Chenh lech nhay cam lai suat GAP = Gia trj TSNC - Gia trj NVNC Vdi gia trj cua tai san nhay cam va ngudn vdn nhay cam d bang 3.19 , ta cd chenh lech nhay cam lai suat GAP ciia ngan hang ludn cd gia trj am cu the qua cac nam 2008, 2009, 2010 va nam 2011 Ian lixcrt la -107.319 trieu dong, -81.135 trie ddng, - 79.427 trieu ddng va - 115.099 trieu ddng Ta thay, gia trj GAP ciia ngan hang qua cac nam cd nhieu thay ddi, chenh lech GAP nam 2008 cd sir chenh lech ldn la nam 2008 lai suat thj trudng bien ddng tang lien tuc nen ngudn vdn huy ddng ngan han ciia ngan hang tang cao, GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy 67 SVTH: Nguyen Ngo Anh Han // TODO: handle exception e.printStackTrace(); } return dsnv; } Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), lam cho tdng ngudn vdn nhay cam tang theo, ngan hang lai han che tang trudng tin dung theo chu truang ciia Nha nude nen tai san nhay cam khdng tang nhieu Vdi gia trj GAP nam 2008 cd the nhan djnh rang nam 2008, ngan hang phai ddi mat vdi muc rui ro lai suat cao nhat nhung nam qua Den nam 2009, 2010 tinh hinh suy thoai kinh te The gidi cd xu hudng giam, mat khac nhung chinh sach cua Nha nude da mang lai hieu qua va tdng ngudn vdn nhay cam van tang nhieu han tdng tai san nhay cam nhung nhung chinh sach ciia Nha nude cd hieu qua nen ngudn vdn nhay cam van tang nhung tang khdng cao rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { nen GAP giam Vdi GAP am ngan hang dang d trang thai nhay cam ve ngudn vdn Neu lai suat tang, ty le thu nhap lai can bien cua ngan hang se giam vi thu tir lai tren tai san tang it hon chi phi tra lai cho vdn huy ddng Neu cac yeu td khac khdng ddi thu nhap lai ciia ngan hang se giam xudng Ngugc lai neu lai suat giam ngan hang dang tinh trang nhay cam ngudn vdn hay chenh lech GAP am thi ty le thu nhap lai can bien (NIM) ciia ngan hang se tang vi thu tu lai tren tai san se giam it hon chi phi tra lai cho cac ngudn vdn Nhu vay thu nhap ciia ngan hang se tang He so nhay cam (HSNC) Ben canh GAP chiing ta cd the so sanh quy md tai san nhay cam lai suat (TSNC) vdi quy md ngudn vdn nhay cam lai suat (NVNC) Va day ciing chinh la he sd riii ro lai suat Qua bang sd lieu chiing ta cd the thay rang, qua cac nam ngan hang ludn cd mot he sd nhay cam (HSNC) nhd han Dieu chiing td ngan hang dang trang thai nhay cam ve ngudn vdn gia trj ciia he sd nhay cam lai suat cd sir bien ddng khac qua cac nam, la tinh hinh ve tai san nhay cam va ngudn vdn nhay cam lai suat tirng nam cd sir bien ddng khac He so lech (IS GAP) Qua bang 3.19, he sd lech cho ta thay tinh trang ciia Ngan hang dang nhay cam ve ngudn vdn He sd lech dang cd khuynh hudng bien ddng qua cac nam, cu the la nam 2008 he sd lech la 0,69 Ian nam 2009 la 0,35 Ian, nam 2010 la 0,26 Ian va nam 2011 la 0,30 Ian, no cho thay tinh trang nhay cam cua ngan hang tir nam 2008 -2010 dang cd chieu hudng giam dan, nhung sang nam 2011 tinh trang nhay cam ciia ngan hang lai cd chieu hudng tang lai suat dang cd chieu hudng tang do sir chenh lech ve ngudn vdn nhay cam va tai san nhay cam cao hon dan den he sd lech cung tang theo GVHD: TS Duong Dang Khoa Nguyen Thj Ai Duy 68 SVTH: Nguyen Ngo Anh Han // TODO: handle exception e.printStackTrace(); } return dsnv; } Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), Chi tai san nhay cam lai suat can bang vdi ngudn vdn nhay cam lai suat thi ngan hang dugc coi la khdng cd rui ro lai suat Trong trudng hop nay, thu tir lai danh muc tai san va chi phi tra lai se thay ddi theo cung mot ty le Chenh lech nhay cam lai suat ciia ngan hang bang va ty le thu nhap lai can bien (NIM) dugc bao ve du lai suat thay ddi the nao Tuy nhien tren thuc te, chenh lech nhay cam lai suat bang khdng loai tru hoan toan rui ro lai suat bdi vi lai suat cua tai san va lai suat cua cac khoan ng khdng rang budc chat che vdi Chang han lai suat cho vay cd xu hudng thay ddi cham han lai suat cua nhung khoan vay tren thj trudng tien te Vi vay thu tir lai cua ngan hang cd xu hudng tang cham han chi phi tra lai giai doan kinh te tang trudng hien rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { GVHD: TS Duong Dang Khoa Nguyen Thj Ai Duy 69 SVTH: Nguyen Ngo Anh Han // TODO: handle exception e.printStackTrace(); } return dsnv; } Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), CHlTONG rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { GIAI PHAP HAN CHE RUI RO TRONG HOAT DONG KINH • • • DOANH TAI NGAN HANG KHI LAI SUAT BIEN DONG 4.1 NHAN XET NHlTNG MAT LAM DlTOC VA NHLrNG MAT TON TAI TRONG CONG TAC QUAN LY RUI RO LAI SUAT 4.1.1 Nhirng mat thuc hien dugc Trudc bdi canh hoi nhap thj trudng tai chinh va hoat ddng djch vu tai chinh ngan hang cang phat trien manh me, canh tranh cang khdc liet dac biet la tinh hinh lai suat nhung nam gan day bien ddng khdng ngung ddi hdi ngan hang can cd nhirng cai each va bien phap de quan trj rui ro lai suat Nhat la riii ro hoat ddng kinh doanh ngan hang la loai riii ro khdng the loai bd mot each triet de ma ngan hang chi cd the phong ngua va giam bdt anh hudng ciia no Trong thai gian qua, NHNo & PTNT Quan Cai Rang budc dau da cd nhung bien phap phong ngua va han che rui ro cac cong cu quan trj rui ro kha mdi me nen ngan hang chi mdi han che dugc phan nao anh hudng ciia riii ro lai suat Tuy nhien cd the ke den mot sd tich cong tac quan ly riii ro lai suat tai ngan hang thai gian qua nhu sau: Dau tien cd the ndi den tinh than tich cue hudng ling cac chinh sach dieu hanh lai suat ciia NHNN Ngan hang cd sir quan tam den quan tri riii ro lai suat tir viec cong bd lai suat dau ra, dau vao phu hgp vdi nhung quy djnh cua NHNN Ben canh do, ngan hang khdng ngung cap nhat thong tin kinh te thj trudng, dam bao dieu chinh lai suat kjp thai va hgp ly vdi bien ddng ciia thj trudng Ngan hang tien hanh phan loai tin dung, thuc hien kiem soat trich lap du phong tin dung cho tirng loai theo tirng thai ky; tuan thu chat che quy djnh cua NHNN ve ty le vdn ngan han cho vay trung va dai han Trong thai gian gan day, ngan hang lien tuc dau tu cac trang thiet bj may vi tinh phan mem tin hgc phuc vu cho cong tac quan trj riii ro Ben canh do, quan trj rui ro lai suat dugc ngan hang thuc hien thong qua viec ky ket cac hgp ddng cung cap tin dung theo ky han vdi lai suat tha ndi dugc dieu chinh theo lai suat thj trudng, dac biet la cac hgp ddng dau tu cd ky han dai Thong qua do, lai suat thi trudng bien ddng theo chieu hudng tang thi lai suat tren hgp ddng cung dugc dieu chinh tang, dieu han che riii ro lai suat GVHD: TS Duong Dang Khoa Nguyen Thj Ai Duy 70 SVTH: Nguyen Ngo Anh Han // TODO: handle exception e.printStackTrace(); } return dsnv; } Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), hoat ddng tin dung Ben canh nhirng mat dat dugc ngan hang van cdn mot sd han cong tac quan trj rui ro lai suat rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { // TODO: handle exception e.printStackTrace(); } return dsnv; } 4.1.2 Nhirng mat han che Chenh lech giua tai san nhay cam lai suat va ngudn vdn nhay cam lai suat cua Ngan hang, nam kha nang quan ly va kiem soat cua Ngan hang nhung nd van d muc chenh lech kha cao, lech nhay cam ldn da lam cho Ngan hang phai giam lgi nhuan lai suat thj trudng tang Chua thu thap thong tin de nam bat tinh hinh, nhung mong muon cua khach hang, cung nhu nhung chieu thuc ciia ddi thu canh tranh cung dja ban de cd nhung giai phap, nhung chien luge kinh doanh hgp ly, tir se dap ling dugc nhu cau cua khach hang, nham tri khach hang cu va md rdng khach hang mdi Ngudn vdn huy ddng tang trudng cao nhung van chua tuang xiing vdi tiem nang the manh ciia Chi nhanh Lai suat huy ddng cdn phu thudc vao sir chi dao ciia cap tren nen chua linh hoat va kjp thai de huy ddng vdn dat hieu qua 4.2 MOT SO BIEN PHAP CHU YEU NHAM HAN CHE RUI RO LAI SUAT Can phai tri can ddi giua tai san nhay cam lai suat va ngudn vdn nhay cam lai suat: Su mat can ddi giua tai san nhay cam lai suat va ngudn vdn nhay cam lai suat, khien Ngan hang cd the phai ddi mat vdi rui ro lai suat thj trudng cd sir bien ddng Tuy nhien sir bien ddng cung cd the lam tang lgi nhuan ciia Ngan hang nhung Ngan hang ciing can phai lira chon nhirng phuang an de hoat ddng an toan va cd lgi nhuan Vi vay, Ngan hang can chu ddng tri sir can ddi giua tai san nhay cam lai suat vdi ngudn vdn nhay cam lai suat Khi Ngan hang da tri dugc sir can ddi do, thi hoan toan cd the yen tam bat ke sir bien ddng cua lai suat tren thj trudng Ngan hang can tang cudng han nua cong tac huy ddng vdn, dac biet la ngudn vdn dai han, han che hon nua ve ngudn vdn dieu chuyen vi day la ngudn vdn phai tra lai cao han nhieu so vdi vdn huy ddng Thuc hien chinh sach du bao lai suat de cd chinh sach ddn dau nham ngan ngua rui ro Khi lai suat bien ddng theo chieu hudng bat lgi thi Ngan hang can sir dung cac cong cu hoan ddi lai suat de han che rui ro lam cho ban than Ngan hang va ddi tac cung cd lgi Ngan hang can tao va tri mdi quan he vdi khach hang cu va khach hang hien tai Can quang ba va nang cao thuang hieu uy tin thai phuc vu ciia Ngan GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy 71 SVTH: Nguyen Ngo Anh Han Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), hang, nang cao ca sd vat chat, lam khang trang han Ngan hang de thu hut dugc khach hang mdi rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { // TODO: handle exception e.printStackTrace(); } return dsnv; } Cac nhan vien tin dung can nam ro chu ky san xuat cua nganh nghe, ciia cac khach hang hien tai va tuong lai de nam va biet ro nao , giai doan nao la khach hang thua vdn, giai doan nao la khach hang thieu vdn de cd the tiep can va thuyet phuc hg gui tien hay vay tien d Ngan hang minh Quan trgng han nua la Ngan hang can phai da dang san pham va djch vu, ludn ludn tao cho khach hang sir thuan tien nhat va cd nhieu lira chgn cho phu hgp vdi muc dich va nhu cau ciia khach hang GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy 72 SVTH: Nguyen Ngo Anh Han Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), KET LUAN VA KIEN NGHI rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { 1.1 KET LUAN // TODO: handle exception e.printStackTrace(); } return dsnv; } Hien tugng lai suat van dang bien ddng theo tirng tirng gid khap va ngoai nude Lai suat la mot nhung bien sd dugc theo ddi chat che nhat nen kinh te sir dao ddng ciia lai suat dugc dua tren cac phuang tien thdng tin dai chiing, nd true tiep tac ddng den doanh nghiep, ciing nhu nhieu hoat ddng ciia cac TCTD va sir thang tram cua toan bd nen kinh te La mot bd phan cau cua chinh sach tien te quoc gia la muc tieu chinh sach tien te ciia quoc gia dn djnh tien te, dam bao muc lam phat hgp ly kich thich tang trudng kinh te, dam bao cd sir chenh lech lai suat kinh doanh, su dung vdn hieu qua tang san pham xa hoi chinh phii Viet Nam thdng qua NHNN Trong thai gian tdi chinh sach lai suat se cdn tiep tuc dieu chinh theo hudng tu hda lai suat phu hgp vdi muc thj trudng tai chinh khu vuc va quoc te theo chinh sach thj trudng quoc te Trong thai gian qua NHNo & PTNT chi nhanh quan Cai Rang da ddng gdp tich cue vao sir phat trien cua nen kinh te Quan thuc day chuyen dich ca cau cua nen kinh te gdp phan thuc hien muc tieu cong nghiep hda - hien dai hda dat nude, gian tiep tao cong an, viec lam cho ngudi lao ddng Ngoai muc tieu lgi nhuan, ngan hang cdn giup cho khach hang cd vdn de phat trien san xuat dam bao ddi song va cd ca hoi vuan len lam giau, gdp phan xda ddi giam ngheo nang cao ddi song xa hoi tir thj den ndng thon Trudc sir phat trien nhanh chong ciia nen kinh te hien nay, thi muc tieu dat len hang dau ddi vdi mgi ngan hang la hieu qua va chat lugng hoat ddng Tuy nhien muon dat dugc muc tieu ddi hdi cac ngan hang khdng ngung cd gang han nua, khac phuc nhirng khd khan va han che ciia minh de vuan len phat trien Vdi sir cd gang thai gian qua, bang chinh nghj lire cua minh, NHNo & PTNT chi nhanh quan Cai Rang da vugt qua nhieu khd khan ve bien ddng ciia nen kinh te thj trudng, sir canh tranh gay gat ciia cac ngan hang thuang mai khac tren cung dja ban, chi nhanh da trd ngan hang trgng diem cung cap vdn va djch vu tai chinh cho Quan nha qua trinh phat trien Trong nhung nam qua, Ngan hang da dat dugc nhung thang lgi to ldn, phuc vu cang tot hon cho cong cudc dau tu phat trien kinh te xa hdi Quan, la Ngan hang dau tien budc sang giai doan chu ddng dugc vdn va kinh doanh hieu qua nhat bay chi nhanh ciia NHNo & PTNT chi nhanh Can Tha De dat dugc nhung tiru NHNo & PTNT chi nhanh quan Cai Rang phai quan tam den nhung tac ddng ciia nen kinh te gay rui ro cho ngan hang GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy 73 SVTH: Nguyen Ngo Anh Han Riii ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), minh, bdi vi hoat ddng nganh ngan hang ludn cd sir danh ddi giua lgi nhuan va rui ro Mot nhung loai hinh riii ro ldn nhat ma ngan hang phai ddi mat thai gian lam phat cao vua qua la rui ro lai suat Vi vay, viec tim hieu bien ddng lai suat qua cac nam va anh hudng ciia nd den hoat ddng kinh doanh cua ngan hang tir tim nhung bien phap han che riii ro lai suat bien ddng la mot viec lam can thiet ddi vdi mdi ngan hang giai doan hien rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { Qua qua trinh phan tich tren cho thay viec tim hieu bien ddng cua lai suat qua cac nam va anh hudng ciia nd den hoat ddng kinh doanh ciia ngan hang se giup Ngan hang hoat ddng cd hieu qua tot han ma hoat ddng chinh ciia Ngan hang la huy ddng vdn va cho vay mot loai hinh kinh doanh dac biet nhay cam nen sir bien ddng cua lai suat anh hudng rat ldn ddi vdi hoat ddng kinh doanh ciia Ngan hang Va de phong ngua rui ro lai suat tot nhat la tri trang thai tai san nhay cam lai suat bang vdi ngudn vdn nhay cam lai suat vi hien tai Ngan hang dang d trang thai nhay cam ngudn vdn tuc la ngudn vdn nhay cam lai suat ldn hon tai san nhay cam lai suat do Ngan hang se bj ton that neu lai suat tang \ i lgi nhuan can bien tir lai suat ciia Ngan hang se giam 1.2 KIEN NGHf 1.2.1 Doi voi Ngan hang Nong Nghiep va Phat Trien Nong Thon Quan Cai Rang Ngan hang can dua nhirng bien phap phong ngua trudc nhung bien ddng cua thj trudng, can hop tac chat che han vdi cac vien Hiep hdi cac ngan hang de cung dua nhung bien phap binh dn lai suat kjp thai, nhanh chong, tranh tinh trang chay dua de tang lai suat gay bat dn nen kinh te Chinh ban than Ngan hang trudc het phai tu hoan thien minh, nang cao chat lugng djch vu ngan hang nhu nhan tien gui va cap vdn cho nen kinh te Day la van de can phai thuc hien nhanh, manh d nude ta; bdi le cac ngan hang chii yeu canh tranh vdi ve lai suat chii' khdng quan tam nhieu den chat lugng hoat ddng kinh doanh ngan hang Ngoai cong tac huy ddng vdn va cho vay vdn ddi vdi nen kinh te, Ngan hang can nang cao cong tac nghien cuu thj trudng de cang da dang hda nhieu loai hinh djch vu, dua nhieu chuong trinh phuc vu dap ung nhu cau ciia ngudi dan: ben canh chinh ban than Ngan hang can phai hgp tac chat che vdi NHNN va cac NLITM khac de cung phat trien he thdng toan bang chuyen khoan GVHD: TS Duong Dang Khoa Nguyen Thj Ai Duy 74 SVTH: Nguyen Ngo Anh Han // TODO: handle exception e.printStackTrace(); } return dsnv; } Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), Ngan hang can chii trgng xay dung he thdng ke toan thong ke that sir vung manh va chuyen nghiep, de cd the cung cap day du nhirng so lieu can thiet cho nhung tinh toan, lugng hda rui ro lai suat thay ddi vi hien Ngan hang chua cd sd lieu thdng ke ve thai gian cdn lai cua cac khoan cho vay, cac tai san dau tu cung nhu thai gian cdn lai cua cac ngudn vdn huy ddng va cho vay Ddi vdi cac khoan muc tai san dugc toan theo nhieu ky han, vi du: cho vay tieu dung, tra gdp, cho vay trung va dai han Ngan hang cung chua cd sd lieu tdng hgp ve gia trj cua cac ludng toan ling vdi tirng thai ky Chinh han chi se gay trd ngai rat ldn cho Ngan hang viec lugng hda va han chi rui ro rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { lai suat bien ddng mot each huu hieu Ngan hang nen lira chgn va dao tao nhung can bd ngan hang am hieu mot each toan dien ve quan ly rui ro lai suat vi phan ldn can bd nhan vien Ngan hang deu chua dugc trang bj nhung kien thuc Cd the phai nen lap mot bd phan chuyen trach chuyen ludng du bao va quan trj riii ro lai suat Dau tu de nang cap va hoan thien he thdng thdng tin trinh cong nghe ciia ngan hang nham dap ling yeu cau quan ly riii ro kinh doanh ngan hang xu the hdi nhap quoc te hien Ngan hang can phai tap trung vao nhirng bd phan nhay cam nh^t vdi lai suat danh muc tai san ng va tai san cd Thdng thudng la cac tai san sinh lgi nhu cac khoan cho vay va dau tu (thudc ve ben tai san) hay cac khoan tien gui, khoan vay tren thj trudng tien te (d ben ngoai vdn) va de bao ve thu nhap trudc riii ro lai suat, ngan hang can phai tri ty le thu nhap lai can bien cd djnh Phai tri sir can ddi cac khoan nhay cam vdi lai suat ben ngoai vdn vdi tai san Xac djnh miic dn djnh cua ngudn vdn ngan han de cd the su dung mot ty le nhat djnh an toan cho dau tu dai han Su dung mot chinh sach lai suat linh hoat, dac biet ddi vdi nhung khoan vay ldn, thai han dai can tim kiem ngudn vdn tuang xiing hoac thuc hien co che lai suat tha ndi Su dung cac cong cu tai chinh mdi de han che riii ro ngoai bang, nhu su dung cac nghiep vu ky han ve lai suat, nghiep vu ky han ve gui tien, nghiep vu ky han ve lai suat tien vay, thuc hien hop ddng tuong lai khdng can xiing ngudn vdn va tai san; thuc hien nghiep vu hoan ddi lai suat, quyen lira chgn lai suat Can chuan bj nhung dieu kien can thiet de cd the sir dung cac cong cu tai chinh hien dai, ling dung cac nghiep vu phat sinh phong ngua riii ro lai suat Chang han mot nhung dieu kien quy djnh quy che la cac td GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy 75 SVTH: Nguyen Ngo Anh Han // TODO: handle exception e.printStackTrace(); } return dsnv; } Rui ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), chirc tin dung phai *'xay dung quy trinh thuc hien giao djch hoan ddi lai suat, gdm cac bien phap phdng ngua rui ro" thi can dugc xiic tien tai ngan hang tuang lai rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { 1.2.2 Ngan hang Nha nude Viet Nam 1.2.2.1 Can co co quan du* bao su thay doi ciia lai suat Viec ludng rui ro lai suat khdng chi nham danh gia nhirng ton that ma ngan hang phai ganh chju qua khii, dieu kien lai suat thj trudng biSn ddng ma quan trgng hon giup cac ngan hang du tinh dugc nhung thiet hai cd the phat sinh tuong lai Qua do, giup ngan hang lira chgn nhung giai phap phdng ngua mot each cd hieu qua nhirng rui ro De du tinh chinh xac muc thiet hai ciia ngan hang la suat thj trudng bien ddng thi mot nhung van de quan trgng la phai du bao chinh xac muc bien ddng ciia lai suat tuong lai Cho den tai Viet Nam chua cd co quan nao chju trach nhiem thuc hien du bao xu hudng bien ddng ciia nhung bien sd vi md quan trgng cd lai suat Day cung la mot trd ngai khdng nhd ddi vdi cac ngan hang viec lugng hda riii ro lai suat mot each chinh xac 1.2.2.2 Hoan thien he thong van ban phap ly ve cong tac quan tri riii ro lai suat NHNN can dua cac chi thj yeu cau cac TCTD trien khai mot sd bien phap nham tang cudng phdng ngua, han che riii ro lai suat hoat ddng kinh doanh Ngoai ra, NHNN yeu cau cac TCTD phan tich, danh gia riii ro lai suat cd the xay quy trinh nghiep vu de trien khai cac bien phap phdng ngua, ngan chan riii ro ddng thai soat, lira chgn can bd cd dii nang luctrinh do, pham chat dao due de thuc hien cac boat ddng nghiep vu Mot dieu nua la NHNN can ban hanh cac hudng dan viec ap dung va thuc hien cac giao djch cong cu phai sinh cho ngan hang cung nhu nen kinh te, tao dieu kien cho ngan hang va doanh nghiep thuc hien cac giao djch, khdng nhung giup ca hai ben phdng ngua riii ro lai suat ma cdn cho ca nen kinh te nude nha GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy 76 SVTH: Nguyen Ngo Anh Han // TODO: handle exception e.printStackTrace(); } return dsnv; } Riii ro lai suat tai NHNo & PTNT Quan Cai Rang giai doan 2008 - 2011 } finally { try { pstm.close(); } catch (SQLException e2) { e2.printStackTrace(); } } return n > 0; } public ArrayList getTimKiem(String ma){ ArrayList dsnv = new ArrayList(); ConnectDB.getInstance(); Connection = ConnectDB.getConnection(); try { String sql = "select * from NhanVien where maNV like N'%" +ma+"%'"; Statement stm = con.createStatement(); ResultSet rs = stm.executeQuery(sql); while(rs.next()) { dsnv.add(new NhanVien(rs.getString("maNV"), TAI LIEU THAM KHAO rs.getString("ho"), rs.getString("ten"), rs.getInt("tuoi"), rs.getBoolean("phai"), dao_pb.getPBTheoMa(rs.getString("maPhong")), rs.getFloat("tienLuong"))); } } catch (SQLException e) { // TODO: handle exception e.printStackTrace(); } return dsnv; } PGS.TS Nguyen Dang Don Quan tri NHTM hien dgi TS Nguyen Thj Minh Hue De tai "Phan tich hieu qua cua chinh sach lai suat nam 2011 ciia Viet Nam" Khoa Ngan hang - tai chinh Dai hgc Kinh te Qudc Dan Le Thj Yen Linh (nam 2010) Quan trj riii ro lai suat tai ngan hang TMCP Cong Thuang Tien Giang Luan van tot nghiep TS Truang Ddng Loc, ThS Nguyen Thj Luang, Truang Thj Bich Lien, ThS Nguyen Van Ngan va ThS Tran Ba Tri (nam 2008) Quan tri tai chinh Nguyen Thj Tuyen Ngdn De tai: Bien ddng lai suat tien gui VND tir nam 2005 den Khoa Quan Trj Kinh Doanh Ths Cao Hong Phuc (nam 2011) Nghiep vu NHTM Nguyen Thj Thu Phuong (nam 2002) De an ly thuyet tien te ngan hang: Mot sd van de co ban ve chinh sach lai suat ciia Ngan hang Nha nude Viet Nam thai gian qua Nguyen Van Tuan Quan trj riii ro lai suat tai NHNo & PTNT chi nhanh quan Cai Rang Luan van tot nghiep Xuan Dang Bai bao "Lai suat 2010 - Kjch ban lap lai nhieu bien ddng va khd khan" http://vietstock.vn/2012/06/lai-suat-2010-kich-ban-lap-lai-nhieu-bien-dong-vakho-khan-757-177985.htm 10 http://www.sbv.gov.vn/ D£H0UfOTR00NQTOfiN 11 http://tailieu.vn/ GVHD: TS Duong Dang Khoa Nguyen Thi Ai Duy THUvifrT 77 SVTH: Nguyen Ngo Anh Han