Hoàn thiện công tác quản trị rủi ro thanh khoản tại các Ngân hàng thương mại cổ phần Việt Nam Luận văn thạc sĩ 2013

B GIÁO D O I H C KINH T TP.H CHÍ MINH -// - VÂN KHANH HỒN THI N CÔNG TÁC QU N TR R I RO THANH KHO N T IC VI T NAM LU TP.H PH N B GIÁO D O I H C KINH T TP.H CHÍ MINH -// - VÂN KHANH HỒN THI N CÔNG TÁC QU N TR R I RO THANH KHO N T IC VI T NAM Chuyên ngành: Tài Ngân hàng Mã s :60340201 LU NG D N KHOA H C PGS.TS PH TP.H PH N L HỒN THI N CƠNG TÁC QU N TR R I RO THANH KHO N T I C PH N VI T NAM uc ng th i có s ng d n c a PGS.TS Ph Các s li c s d ng lu c, xác có ngu n g c rõ ràng Các n i dung s li u phân tích lu nghiên c c l p c a TP H i vi t Vân Khanh t qu M CL C Trang ph bìa L M cl c Danh m c ký hi u, ch vi t t t Danh m c b ng, bi u Danh m c hình v L im th u T NG QUAN V QU N TR R I RO THANH KHO N T I I 1.1 Qu n tr r i ro kho n c i 1.1.1 Thanh kho n r i ro kho n c 1.1.2 Qu n tr r i ro kho n .1 1.2 i N i dung qu n tr r i ro kho n .2 1.2.1 Qu n tr kho n d a vào tài s n có .2 1.2.1.1 Cách ti p c n toán th c s .2 1.2.1.2 Cách ti p c n th ng ti n t 1.2.2 Qu n tr kho n d a vào tài s n n .3 1.2.3 Chi 1.2.4 Nguyên t c qu n tr r i ro kho n theo Basel 1.2.5 Các h s an toàn v n c a ngân i i kho n gi a tài s n có tài s n n 1.2.5.1 H s CAR (t l an toàn v n t i thi u, h s si t c tín d ng) .9 1.2.5.2 H s gi i h 1.2.5.3 H s t l gi a v n t có so v i t ng tài s n có H2 .11 1.2.5.4 Ch s tr ng thái ti n m t H3 12 1.2.5.5 Ch s c s d ng v n sinh l i H4 .12 1.2.5.6 Ch s / ti n g i khách hàng H5 12 1.2.5.7 Ch s ch ng khoán kho n H6 .13 ng v n H1 11 1.2.5.8 Ch s tr i v i t ch c tín d ng H7 13 1.2.5.9 Ch s (ti n m t+ti n g i t i TCTD)/ti n g i khách hàng H8 .14 1.2.6 Quan h gi a r i ro kho n v i r i ro tín d ng, r i ro lãi su t r i ro k h n .14 1.3 T m quan tr ng c a vi c qu n tr r i ro kho n 15 1.4 Bài h c kinh nghi m v kho n qu n tr r i ro kho n 17 1.4.1 S gi i th Barings Bank (1995) 17 1.4.1.1 1.4.1.2 1.4.2 t v Barings Bank 17 Quá trình s ngân hàng Barings .17 R i ro kho n t i ngân hàng TMCP Á Châu 19 1.4.2.1 ngân hàng TMCP Á Châu 19 1.4.2.2 R i ro kho n t i ngân hàng TMCP Á Châu 20 1.4.3 Bài h c kinh nghi m t cách qu n tr r i ro kho n t i ngân hàng Barings ngân hàng Á Châu 21 K T LU 22 TH C TR NG QU N TR R I RO THANH KHO N T I CÁC NGÂN HÀNG TMCP VI T NAM 24 2.1 Khái quát ho n 2010 - 2012 .24 2.1.1 Khái quát ho 24 2.1.2 Khái quát ho 25 2.1.3 Khái quát ho 26 2.2 ng v n s d ng v n t i ngân hàng TMCP .28 2.2.1 Quy mô v n c a ngân hàng TMCP 28 2.2.2 ng v n 30 2.2.2.1 T 2.2.2.2 2.2.3 ng v n 30 ng v n t khách hàng 32 Tình hình s d ng v n 34 2.2.3.1 2.2.3.2 2.3 T ng tín d ng 34 T l n x u 35 Kh o sát h s an toàn v n c a NHTM Vi t Nam 38 2.3.1 CAR: H s an toàn v n .38 2.3.2 H1: H s gi i h ng v n H2: H s t l gi a v n t có so t ng tài s n có .41 2.3.3 H3: Ch s tr ng thái ti n m t .43 2.3.4 H4: Ch s c s d ng v n sinh l i 46 2.3.5 H5: Ch s / ti n g i khách hàng 47 2.3.6 H6: Ch s ch ng khoán kho n 50 2.3.7 H7:Ch s tr 2.3.8 H8:Ch s (ti n m t + ti n g i t i TCTD)/ ti n g i khách hàng 54 2.4 i v i t ch c tín d ng 52 Nh ng h n ch v qu n tr r i ro kho n c ta 56 2.4.1 Quy mô v n c a ngân hàng TMCP Vi t Nam nh 56 2.4.2 N x ut 2.4.3 Ngân hàng TMCP Vi 2.4.4 Chi 2.4.5 Các v ng 58 u qu 59 c qu n tr r i ro kho kho K T LU N u qu 59 i v i Ngân hàng TMCP nh 60 61 HỒN THI N CƠNG TÁC QU N TR R I RO THANH KHO N T I CÁC NGÂN HÀNG TMCP VI T NAM 63 3.1 Nhóm gi 3.1.1 ng i v i Ngân Hàng TMCP 63 m b o v n t có m c c n thi n phù h p v i quy mô ho t 63 3.1.2 u l i tài s n có, tài s n n 64 3.1.3 Hoàn thi n ch 3.1.4 Xây d 3.1.5 X lý n x u xây d ng hoàn thi n h th ng x p h ng tín d ng 68 3.1.6 Nâng cao hi u qu 3.2 Ki n ngh 3.2.1 aH ng qu n lý tài s n N -Có .66 c 67 iv ng v n t i Ngân hàng TMCP 70 c 71 Th c thi sách ti n t linh ho t, th n tr ng 71 3.2.2 Xây d ng hoàn thi n quy n kho n theo chu n m c qu c t 72 3.2.3 ng nâng cao hi u qu công tác tra, ki m tra, giám sát ngân hàng TMCP 75 3.2.4 T c tái c u trúc h th ng ngân hàng 76 K T LU 78 K T LU N 79 Tài li u tham kh o Ph l c B ng t ng h p v n ch s h u m t s ngân hàng châu Á Ph l c B ng tính t Vi t Nam Ph l c B ng tính t Vi t Nam ng c a ngân hàng TMCP n 2010-2012 ng tín d ng c a ngân hàng TMCP n 2010-2012 Ph l c B ng tính h s H1,H2 c a ngân hàng TMCP Vi t Nam giai n 2010-2012 Ph l c B ng tính h s H3 c a ngân hàng TMCP Vi t Nam n 2010-2012 Ph l c B ng tính h s H4 c a ngân hàng TMCP Vi n 2010-2012 Ph l c B ng tính h s H5 c a ngân hàng TMCP Vi n 2010-2012 Ph l c B ng tính h s H6 c a ngân hàng TMCP Vi n 2010-2012 Ph l c B ng tính h s H7 c a ngân hàng TMCP Vi n 2010-2012 Ph l c 10 B ng tính h s H8 c a ngân hàng TMCP Vi 2010-2012 n DANH M C CÁC KÝ HI U, CH VI T T T STT TMCP Á Châu Ngân hàng TMCP Á Châu An Bình Ngân hàng TMCP An Bình B n Vi t Ngân hàng TMCP B n Vi t B o Vi t Ngân hàng TMCP B o Vi t T vi t t t i c ph n n Liên Vi t n Liên Vi t t Nam iÁ iÁ i Tín i Tín 10 11 D u khí Tồn C u Ngân hàng TMCP D u Khí Tồn C u n Vi t 12 Nam 13 14 15 Hàng H i Vi t Nam Ngân hàng TMCP Hàng H i Vi t Nam 16 Kiên Long Ngân hàng TMCP Kiên Long 17 K 18 Nam Á Ngân hàng TMCP Nam Á 19 Nam Vi t Ngân hàng TMCP Nam Vi t 20 Ngo Ngân hàng TMCP Ngo 21 NHNN 22 Phát tri n TP H Chí Minh 23 24 t Nam Ngân hàng TMCP K t Nam t Nam c Ngân hàng TMCP Phát tri n Thành ph H Chí Minh 25 i 26 i 27 Qu c t Ngân hàng TMCP Qu c t 28 Sài Gòn (SCB) Ngân hàng TMCP Sài Gòn 31 Sài Gòn-Hà N i Ngân hàng TMCP Sài Gòn-Hà N i 32 Vi t Á Ngân hàng TMCP Vi t Á 33 Vi t Nam Th 29 30 34 35 u Petrolimex Xu t nh p kh u ng Ngân hàng TMCP Vi t Nam Th u Petrolimex Ngân hàng TMCP Xu t nh p kh u ng DANH M C CÁC B NG, BI U B ng 2.1 V ul c B ng v n t khách hàng c B ng 2.3 B ng t ng tín d ng c B ng 2.4 T l n x u c a ngân hàng TMCP Vi n 2010 -2012 n 2010-2012 n 2010-2012 B ng 2.5 H s CAR c a ngân hàng TMCP Vi n 2010-2012 B ng 2.6 B ng h s H3 ngân hàng TMCP Vi n 2010 - 2012 B ng 2.7 B ng h s H4 ngân hàng TMCP Vi n 2010 - 2012 B ng 2.8 B ng h s H5 ngân hàng TMCP Vi n 2010 - 2012 B ng 2.9 B ng h s H6 ngân hàng TMCP Vi n 2010 - 2012 B ng 2.10 B ng h s H7 ngân hàng TMCP Vi t Nam giai n 2010 - 2012 B ng 2.11 B ng h s H8 ngân hàng TMCP Vi n 2010 - 2012 23 24 25 26 27 28 29 30 31 Sài GònÁ Châu 42,093 12,829 62,358 29,588 55,248 35,580 200,999 141,621 163,170 52,928 24,376 87,195 48,797 77,359 62,346 248,898 176,814 234,205 63,451 29,162 102,809 59,045 78,449 74,663 293,937 209,418 293,434 68,261 56,940 102,815 74,479 94,080 74,922 339,924 241,163 333,356 25.74 90.01 39.83 64.92 40.02 75.23 23.83 24.85 43.53 19.88 19.63 17.91 21.00 1.41 19.76 18.10 18.44 25.29 7.58 95.25 0.01 26.14 19.93 0.35 15.65 15.16 13.61 PH L C B ng tính h s H1,H2 c a ngân hàng TMCP Vi t Nam STT H1 Tên ngân hàng 2010 3,000 3,000 3,000 3,000 Petrolimex Kiên Long 3,000 Nam Á 3,000 3,000 Sài Gòn Cơng 10 3,100 3,234 11 4,000 12 An Bình 4,200 4,250 14 5,000 15 5,000 16 17 3,080 3,098 13 n 2010-2012 HCM 5,000 2011 2012 2010 2011 2012 2010 2011 2012 H2 2010 2011 2012 2010 2011 2012 2,022 3,214 3,184 17,134 18,983 18,199 20,016 22,496 21,584 11.80 16.93 17.50 10.10 14.29 14.75 2,078 3,301 3,265 6,076 13,290 17,103 8,225 16,968 20,670 34.20 24.84 19.09 25.26 19.45 15.80 2,085 3,163 3,199 7,156 17,145 11,741 9,335 20,551 15,123 29.14 18.45 27.25 22.34 15.39 21.15 2,172 2,591 3,194 13,995 14,802 15,858 16,378 17,582 19,251 15.52 17.50 20.14 13.26 14.74 16.59 3,225 3,456 3,445 9,218 14,010 14,751 12,578 17,849 18,581 34.99 24.67 23.35 25.64 19.36 18.54 2,175 3,153 3,277 11,239 15,370 12,357 14,508 18,890 16,008 19.35 20.51 26.52 14.99 16.69 20.47 1,648 1,671 3,153 11,904 11,462 9,801 13,721 13,225 13,283 13.84 14.58 32.17 12.01 12.64 23.74 3,526 3,845 3,539 12,972 11,777 11,667 16,812 15,942 15,459 27.18 32.65 30.33 20.97 24.12 22.89 3,395 3,576 3,533 20,333 17,789 19,385 24,082 22,513 24,609 16.70 20.10 18.23 14.10 15.88 14.36 3,222 3,512 3,378 7,809 18,444 14,192 11,161 22,202 17,910 41.26 19.04 23.80 28.87 15.82 18.86 3,140 3,752 3,810 16,333 20,461 23,267 19,690 25,424 27,424 19.22 18.34 16.38 15.95 14.76 13.89 3,573 4,017 4,336 55,972 65,057 69,542 60,235 69,991 75,270 6.38 6.17 6.24 5.93 5.74 5.76 4,633 4,712 4,862 32,484 36,212 40,430 38,000 41,625 46,166 14.26 13.01 12.03 12.19 11.32 10.53 6,593 8,160 8,371 86,030 87,445 53,611 93,827 96,950 65,023 7.66 9.33 15.61 7.03 8.42 12.87 3,255 3,219 16,251 22,120 19,762 27,130 20.03 14.55 16.47 11.87 4,087 4,644 4,485 50,427 57,378 59,398 55,139 62,639 64,462 8.10 8.09 7.55 7.41 7.41 6.96 2,358 3,548 5,394 30,494 39,684 46,368 34,389 45,025 52,783 7.73 8.94 11.63 6.86 7.88 10.22 5,000 18 5,420 5,814 6,104 47,756 48,120 61,691 55,873 64,738 69,278 11.35 12.08 9.89 9.70 8.98 8.81 5,743 5,537 5,582 48,581 94,567 67,510 55,242 101,093 75,067 11.82 5.86 8.27 10.40 5.48 7.44 5,205 5,996 6,637 48,719 71,062 91,372 59,807 82,818 102,576 10.68 8.44 7.26 8.70 7.24 6.47 4,105 6,594 7,391 30,421 48,148 34,985 56,132 66,412 13.49 13.70 11.73 11.75 11.13 6,328 9,500 9,090 107,285 102,814 97,591 115,336 114,375 109,923 5.90 9.24 9.31 5.49 8.31 8.27 9,389 12,516 13,290 138,143 163,444 161,211 150,291 180,531 179,934 6.80 7.66 8.24 6.25 6.93 7.39 4,183 5,831 9,506 45,031 62,126 104,131 51,033 70,990 116,583 9.29 9.39 9.13 8.20 8.21 8.15 11,376 11,959 12,624 183,132 234,503 159,500 205,103 281,019 176,308 6.21 5.10 7.91 5.55 4.26 7.16 10,000 8,882 9,642 12,864 96,954 120,954 152,358 109,623 138,831 175,610 9.16 7.97 8.44 8.10 6.95 7.33 27 10,739 14,018 14,547 13,699 126,203 111,489 123,753 152,387 141,469 152,119 11.11 13.05 11.07 9.20 10.28 9.01 28 12,355 13,511 16,303 15,812 70,705 72,777 85,519 131,111 183,567 170,156 19.11 22.40 18.49 10.31 8.88 9.29 29 23,012 24,220 24,390 26,494 267,398 285,581 360,018 366,268 405,755 484,785 9.06 8.54 7.36 6.61 6.01 5.47 30 23,174 20,737 28,639 41,553 208,320 241,607 303,942 307,621 366,722 414,475 9.95 11.85 13.67 6.74 7.81 10.03 31 26,217 18,201 28,491 33,625 339,699 420,212 460,082 367,731 460,420 503,530 5.36 6.78 7.31 4.95 6.19 6.68 5,335 19 5,770 20 6,460 21 22 Nam 8,848 23 Sài Gòn-Hà 24 25 8,000 Á Châu 26 8,865 9,377 Sài Gòn PH L C B ng tính h s H3 c a ngân hàng TMCP Vi t Nam STT TCTD Tên ngân hàng 2010 3,000 10 11 12 13 14 15 16 17 18 19 20 3,000 3,000 3,000 3,000 3,000 3,000 3,080 3,098 3,100 3,234 4,000 4,200 4,250 5,000 5,000 5,000 5,000 5,335 5,770 P Kiên Long Nam Á An Bình n 2010-2012 2011 H3 2012 2010 2011 2012 2010 2011 2012 20,016 22,496 21,584 8,225 16,968 20,670 9,335 20,551 15,123 16,378 17,582 19,251 12,578 17,849 18,581 14,508 18,890 16,008 13,721 13,225 13,283 16,812 15,942 15,459 24,082 22,513 24,609 11,161 22,202 17,910 19,690 25,424 27,424 60,235 69,991 75,270 38,000 41,625 46,166 93,827 96,950 65,023 19,762 27,130 55,139 62,639 64,462 34,389 45,025 52,783 55,873 64,738 69,278 55,242 101,093 75,067 59,807 82,818 102,576 4,892 2,810 1,016 1,982 1,833 3,111 3,951 2,128 4,656 2,807 5,461 15,006 8,347 26,221 3,210 19,001 9,349 9,908 13,806 11,956 3,425 4,804 3,719 1,631 4,267 4,011 3,171 1,278 3,018 11,429 3,914 12,058 8,100 28,490 4,759 24,509 10,405 12,383 42,288 23,581 3,386 4,037 1,568 972 2,779 2,235 3,957 714 3,031 3,657 1,626 2,401 6,688 7,141 24.44 34.16 10.88 12.10 14.57 21.44 28.80 12.66 19.33 25.15 27.73 24.91 21.97 27.95 16.24 34.46 27.19 17.73 24.99 19.99 15.22 28.31 18.10 9.28 23.91 21.23 23.98 8.02 13.41 51.48 15.39 17.23 19.46 29.39 17.54 39.13 23.11 19.13 41.83 28.47 15.69 19.53 10.37 5.05 14.96 13.96 29.79 4.62 12.32 20.42 5.93 3.19 14.49 10.98 14,077 5,183 6,485 34,166 18,117 21.84 9.82 9.36 45.51 17.66 21 22 23 24 Sài Gòn25 Á Châu 26 27 28 29 30 31 Nam 6,460 8,000 8,848 8,865 9,377 10,000 10,739 12,355 23,012 23,174 26,217 34,985 115,336 150,291 51,033 205,103 109,623 152,387 131,111 366,268 307,621 367,731 56,132 114,375 180,531 70,990 281,019 138,831 141,469 183,567 405,755 366,722 460,420 66,412 109,923 179,934 116,583 176,308 175,610 152,119 170,156 484,785 414,475 503,530 5,354 31,288 50,577 11,839 44,771 34,476 33,761 38,540 61,164 84,733 49,494 20,003 29,698 48,306 19,270 88,934 41,973 20,499 71,824 61,507 77,216 65,509 9,249 18,943 25,689 21,482 27,424 19,211 12,669 49,552 30,308 66,136 23,968 15.30 27.13 33.65 23.20 21.83 31.45 22.15 29.39 16.70 27.54 13.46 22.86 35.64 25.97 26.76 27.14 31.65 30.23 14.49 39.13 15.16 21.06 14.23 24.03 13.93 17.23 14.28 18.43 15.55 10.94 8.33 29.12 6.25 15.96 4.76 14.68 PH L C B ng tính h s H4 c a ngân hàng TMCP Vi n 2010-2012 H4 STT 10 11 12 13 14 15 16 17 18 19 20 Tên ngân hàng Kiên Long Nam Á An Bình 3,000 3,000 3,000 3,000 3,000 3,000 3,000 3,080 3,098 3,100 3,234 4,000 4,200 4,250 5,000 5,000 5,000 5,000 5,335 5,770 2010 10,767 3,363 3,973 10,886 7,008 5,302 5,615 10,456 13,290 5,833 11,585 31,267 19,877 41,731 10,052 17,631 11,728 38,321 20,512 25,324 2011 12,914 4,380 8,854 12,112 8,404 6,245 6,713 11,182 11,578 6,996 20,461 35,339 19,916 43,497 11,931 19,187 13,848 44,003 19,641 29,184 2012 12,886 7,782 5,254 13,787 9,683 6,848 6,748 10,861 12,890 9,159 23,267 43,634 18,756 33,887 26,240 21,148 50,650 16,694 36,903 2010 20,016 8,225 9,335 16,378 12,578 14,508 13,721 16,812 24,082 11,161 19,690 60,235 38,000 93,827 19,762 55,139 34,389 55,873 55,242 59,807 2011 22,496 16,968 20,551 17,582 17,849 18,890 13,225 15,942 22,513 22,202 25,424 69,991 41,625 96,950 27,130 62,639 45,025 64,738 101,093 82,818 2012 21,584 20,670 15,123 19,251 18,581 16,008 13,283 15,459 24,609 17,910 27,424 75,270 46,166 65,023 64,462 52,783 69,278 75,067 102,576 2010 53.79 40.89 42.56 66.47 55.72 36.55 40.92 62.19 55.19 52.26 58.84 51.91 52.31 44.48 50.87 31.98 34.10 68.59 37.13 42.34 2011 57.41 25.81 43.08 68.89 47.08 33.06 50.76 70.14 51.43 31.51 80.48 50.49 47.85 44.87 43.98 30.63 30.76 67.97 19.43 35.24 2012 59.70 37.65 34.74 71.62 52.11 42.78 50.80 70.26 52.38 51.14 84.84 57.97 40.63 52.12 40.71 40.07 73.11 22.24 35.98 21 22 23 24 25 26 27 28 29 30 31 Sài GònÁ Châu 6,460 8,000 8,848 8,865 9,377 10,000 10,739 12,355 23,012 23,174 26,217 9,834 31,830 52,928 24,376 87,195 48,797 77,359 62,346 248,898 176,814 234,205 12,757 37,753 63,451 29,162 102,809 59,045 78,449 74,663 293,937 209,418 293,434 22,991 28,944 68,261 56,940 102,815 74,479 94,080 74,922 339,924 241,163 333,356 34,985 115,336 150,291 51,033 205,103 109,623 152,387 131,111 366,268 307,621 367,731 56,132 114,375 180,531 70,990 281,019 138,831 141,469 183,567 405,755 366,722 460,420 66,412 109,923 179,934 116,583 176,308 175,610 152,119 170,156 484,785 414,475 503,530 28.11 27.60 35.22 47.77 42.51 44.51 50.76 47.55 67.96 57.48 63.69 48.14 22.73 33.01 35.15 41.08 36.58 42.53 55.45 40.67 72.44 57.11 63.73 46.17 34.62 26.33 37.94 48.84 58.32 42.41 61.85 44.03 70.12 58.19 66.20 50.66 PH L C B ng tính h s H5 c a ngân hàng TMCP Vi t Nam giai STT n 2010-2012 H5 Tên ngân hàng Kiên Long Nam Á 10 11 12 13 An Bình 14 15 16 17 18 19 20 3,000 3,000 3,000 3,000 3,000 3,000 3,000 3,080 3,098 3,100 3,234 4,000 4,200 4,250 5,000 5,000 5,000 5,000 5,335 5,770 2010 10,721 3,181 5,593 10,705 6,546 5,782 7,291 9,068 9,394 4,580 8,687 28,584 23,457 44,991 8,948 42,338 13,986 31,417 24,790 23,970 2011 14,822 5,232 12,630 10,925 8,138 6,446 7,030 8,968 7,247 5,115 9,793 33,410 20,250 44,149 11,173 38,590 19,090 36,064 34,353 29,412 2012 12,723 10,299 10,930 12,332 10,641 8,727 6,265 11,060 14,998 8,551 15,271 56,571 28,734 39,061 43,240 34,262 50,790 31,447 59,514 2010 10,767 3,363 3,973 10,886 7,008 5,302 5,615 10,456 13,290 5,833 11,585 31,267 19,877 41,731 10,052 17,631 11,728 38,321 20,512 25,324 2011 12,914 4,380 8,854 12,112 8,404 6,245 6,713 11,182 11,578 6,996 13,845 35,339 19,916 43,497 11,931 19,187 13,848 44,003 19,641 29,184 2012 12,886 7,782 5,254 13,787 9,683 6,848 6,748 10,861 12,890 9,159 17,239 43,634 18,756 33,887 26,240 21,148 50,650 16,694 36,903 2010 100.43 105.72 71.04 101.69 107.06 91.70 77.01 115.31 141.47 127.36 133.36 109.39 84.74 92.75 112.34 41.64 83.86 121.98 82.74 105.65 2011 87.13 83.72 70.10 110.86 103.27 96.88 95.49 124.69 159.76 136.77 141.38 105.77 98.35 98.52 106.78 49.72 72.54 122.01 57.17 99.22 2012 101.28 75.56 48.07 111.80 91.00 78.47 107.71 98.20 85.94 107.11 112.89 77.13 65.27 86.75 60.68 61.72 99.72 53.09 62.01 STT 21 22 23 24 25 26 27 28 29 30 31 H5 Tên ngân hàng Sài GònÁ Châu 6,460 8,000 8,848 8,865 9,377 10,000 10,739 12,355 23,012 23,174 26,217 2010 12,314 48,627 80,551 25,634 106,937 65,741 78,858 58,151 247,701 204,756 205,919 2011 25,658 62,295 88,648 34,786 142,218 89,549 74,800 53,652 217,623 227,017 257,274 2012 59,587 111,462 77,599 125,234 117,747 107,086 70,548 303,060 284,415 289,105 2010 9,834 31,830 52,928 24,376 87,195 48,797 77,359 62,346 248,898 176,814 234,205 2011 12,757 37,753 63,451 29,162 102,809 59,045 78,449 74,663 293,937 209,418 293,434 2012 22,991 28,944 68,261 56,940 102,815 74,479 94,080 74,922 339,924 241,163 333,356 2010 79.86 65.46 65.71 95.09 81.54 74.23 98.10 107.21 100.48 86.35 113.74 95.97 2011 49.72 60.60 71.58 83.83 72.29 65.94 104.88 139.16 135.07 92.25 114.06 97.08 2012 48.57 61.24 73.38 82.10 63.25 87.85 106.20 112.16 84.79 115.31 83.42 PH L C B ng tính h s H6 c a ngân hàng TMCP Vi n 2010-2012 kinh STT H6 doanh Tên ngân hàng 2010 2011 2012 2010 2011 2012 2010 2011 2012 3,000 20,016 22,496 21,584 1,867 1,867 2,510 9.33 8.30 11.63 3,000 8,225 16,968 20,670 1,417 5,795 2,840 17.23 34.15 13.74 3,000 9,335 20,551 15,123 2,386 2,736 1,218 25.56 13.31 8.05 3,000 16,378 17,582 19,251 1,942 2,022 1,924 11.86 11.50 9.99 Kiên Long 3,000 12,578 17,849 18,581 2,027 3,033 3,800 16.12 16.99 20.45 Nam Á 3,000 14,508 18,890 16,008 2,940 2,939 2,575 20.26 15.56 16.09 3,000 13,721 13,225 13,283 2,963 2,634 1,631 21.59 19.92 12.28 3,080 16,812 15,942 15,459 1,966 1,412 1,201 11.69 8.86 7.77 3,098 24,082 22,513 24,609 3,680 2,956 2,886 15.28 13.13 11.73 10 3,100 11,161 22,202 17,910 1,639 2,478 2,268 14.69 11.16 12.66 11 3,234 19,690 25,424 27,424 1,021 4,118 4,509 5.19 16.20 16.44 12 4,000 60,235 69,991 75,270 7,875 3,360 1,916 13.07 4.80 2.55 4,200 38,000 41,625 46,166 4,067 6,652 6,790 10.70 15.98 14.71 14 4,250 93,827 96,950 65,023 18,950 20,436 13,795 20.20 21.08 21.22 15 5,000 19,762 27,130 3,112 4,574 15.75 16.86 13 Sài Gịn Cơng An Bình kinh STT doanh Tên ngân hàng H6 2010 2011 2012 2010 2011 2012 2010 2011 2012 16 5,000 55,139 62,639 64,462 9,921 11,128 14,521 17.99 17.77 22.53 17 5,000 34,389 45,025 52,783 7,451 10,672 11,943 21.67 23.70 22.63 18 5,000 55,873 64,738 69,278 3,133 2,816 4,490 5.61 4.35 6.48 19 5,335 55,242 101,093 75,067 16,567 14,043 12,135 29.99 13.89 16.17 20 5,770 21 6,460 22 23 59,807 82,818 102,576 13,550 20,926 23,600 22.66 25.27 23.01 34,985 56,132 66,412 15,971 16,820 15,516 45.65 29.97 23.36 8,000 115,336 114,375 109,923 28,556 34,138 30,294 24.76 29.85 27.56 8,848 150,291 180,531 179,934 32,100 48,626 47,423 21.36 26.93 26.36 70,990 116,583 8,867 15,115 12,712 17.38 21.29 10.90 24 Sài Gòn- 8,865 25 Á Châu 9,377 205,103 281,019 176,308 49,258 26,714 25,306 24.02 9.51 14.35 26 10,000 109,623 138,831 175,610 17,254 20,239 41,617 15.74 14.58 23.70 27 10,739 152,387 141,469 152,119 23,812 24,717 21,256 15.63 17.47 13.97 28 12,355 131,111 183,567 170,156 20,695 26,377 11,752 15.78 14.37 6.91 29 23,012 366,268 405,755 484,785 32,356 32,723 53,070 8.83 8.06 10.95 30 23,174 307,621 366,722 414,475 32,818 30,275 79,042 10.67 8.26 19.07 31 26,217 367,731 460,420 503,530 61,809 67,992 73,692 16.81 14.77 14.64 17.52 16.38 15.40 51,033 PH L C B ng tính h s H7 c a ngân hàng TMCP Vi n 2010-2012 TG cho vay TCTD STT 10 11 12 13 14 15 16 17 18 19 20 21 22 23 Tên ngân hàng 3,000 3,000 3,000 3,000 3,000 3,000 3,000 3,080 3,098 3,100 3,234 4,000 4,200 4,250 5,000 5,000 Kiên Long Nam Á An Bình HCM 5,000 5,000 5,335 5,770 6,460 8,000 8,848 2010 4,112 2,778 971 1,788 1,774 2,757 4,356 1,976 2,224 2,624 4,459 12,227 8,067 25,304 3,079 18,743 2011 2012 2010 2011 3,020 368 5,309 3,476 4,750 7,210 1,941 3,570 3,662 1,529 1,282 3,815 1,403 2,390 3,229 3,358 4,154 3,166 1,439 4,768 3,816 2,865 3,895 5,555 3,259 4,280 3,020 3,573 1,099 521 2,549 1,687 2,062 1,995 6,190 5,325 11,223 4,496 1,418 11,703 3,505 2,664 4,357 6,691 9,501 882 17,815 14,684 7,842 10,816 6,422 9,459 28,665 7,376 22,653 28,697 4,513 5,156 8,221 24,217 15,330 6,083 17,520 2012 95 4,984 752 3,427 3,007 2,097 3,535 469 1,889 5,358 6,339 6,348 6,997 11,245 8,550 3,349 13,464 11,626 5,543 30,468 46,263 9,129 4,213 42,118 22,961 19,839 28,762 43,191 7,895 117.85 78.13 93.43 5,874 80.23 73.46 45.27 31,370 90.39 89.11 119.04 25,655 84.36 89.73 104.31 16,282 44.77 96.85 94.58 30,235 91.33 125.98 95.87 39,170 166.52 89.73 79.91 7,376 2,659 37,343 26,761 15,399 28,985 31,300 7,255 4,174 14,895 13,782 12,381 33,359 27,783 11,684 5,735 47,264 25,588 20,485 22,831 48,133 2010 77.45 143.12 75.74 55.37 123.28 70.78 144.24 77.52 35.93 185.05 102.34 68.63 125.62 111.70 59.72 13,237 308.12 H7 2011 86.88 133.05 95.99 41.78 87.12 68.69 91.21 65.15 38.72 95.90 52.38 64.70 82.91 99.89 54.90 138.22 2012 387.37 144.66 203.32 69.74 105.29 136.62 121.07 111.09 105.61 83.91 42.03 13.89 154.58 65.59 115.81 TG cho vay TCTD STT 24 25 26 27 28 29 30 31 Tên ngân hàng Sài GònÁ Châu 8,865 9,377 10,000 10,739 12,355 23,012 23,174 26,217 2010 11,637 33,961 33,652 2011 2012 2010 2011 18,845 29,862 13,272 15,909 81,500 21,986 28,130 34,714 41,667 42,942 16,917 26,672 21,209 9,621 7,574 32,111 64,529 57,515 57,789 57,580 54,317 79,654 105,005 65,713 50,961 65,268 57,708 15,410 33,370 28,282 59,536 35,097 12,824 71,859 35,705 47,962 74,408 H7 2012 2010 2011 2012 21,777 87.68 118.45 137.13 13,745 120.73 234.78 159.96 30,512 198.92 156.22 140.74 4,731 58,046 39,550 34,066 96,815 137.63 75.02 160.09 96.23 89.80 99.09 204.33 161.27 137.34 133.79 218.93 192.90 145.20 87.72 59.61 PH L C 10 B ng tính h s H8 c a ngân hàng TMCP Vi STT TCTD Tên ngân hàng 2010 3,000 10 11 12 13 14 15 16 17 18 19 20 3,000 3,000 3,000 3,000 3,000 3,000 3,080 3,098 3,100 3,234 4,000 4,200 4,250 5,000 5,000 5,000 5,000 5,335 5,770 Kiên Long Nam Á An Bình n 2010-2012 4,892 2,810 1,016 1,982 1,833 3,111 3,951 2,128 4,656 2,807 5,461 15,006 8,347 26,221 3,210 19,001 9,349 9,908 13,806 11,956 H8 2011 3,425 4,804 3,719 1,631 4,267 4,011 3,171 1,278 3,018 11,429 3,914 12,058 8,100 28,490 4,759 24,509 10,405 12,383 42,288 23,581 2012 3,386 4,037 1,568 972 2,779 2,235 3,957 714 3,031 3,657 1,626 2,401 6,688 7,141 2010 10,721 3,181 5,593 10,705 6,546 5,782 7,291 9,068 9,394 4,580 8,687 28,584 23,457 44,991 8,948 14,077 42,338 5,183 13,986 6,485 31,417 34,166 24,790 18,117 23,970 2011 14,822 5,232 12,630 10,925 8,138 6,446 7,030 8,968 7,247 5,115 9,793 33,410 20,250 44,149 11,173 38,590 19,090 36,064 34,353 29,412 2012 12,723 10,299 10,930 12,332 10,641 8,727 6,265 11,060 14,998 8,551 15,271 56,571 28,734 39,061 43,240 34,262 50,790 31,447 59,514 2010 2011 2012 45.63 88.34 18.17 18.51 28.00 53.80 54.19 23.47 49.56 61.29 62.86 52.50 35.58 58.28 35.87 44.88 66.85 31.54 55.69 49.88 23.11 91.82 29.45 14.93 52.43 62.22 45.11 14.25 41.64 223.44 39.97 36.09 40.00 64.53 42.59 63.51 54.50 34.34 123.10 80.17 26.61 39.20 14.35 7.88 26.12 25.61 63.16 6.46 20.21 42.77 10.65 4.24 23.28 18.28 32.56 15.13 12.77 108.65 30.44 STT 21 22 23 24 25 26 27 28 29 30 31 TCTD Tên ngân hàng Sài GònÁ Châu 6,460 8,000 8,848 8,865 9,377 10,000 10,739 12,355 23,012 23,174 26,217 2010 5,354 31,288 50,577 11,839 44,771 34,476 33,761 38,540 61,164 84,733 49,494 2011 20,003 29,698 48,306 19,270 88,934 41,973 20,499 71,824 61,507 77,216 65,509 H8 2012 9,249 18,943 25,689 21,482 27,424 19,211 12,669 49,552 30,308 66,136 23,968 2010 12,314 48,627 80,551 25,634 106,937 65,741 78,858 58,151 247,701 204,756 205,919 2011 25,658 62,295 88,648 34,786 142,218 89,549 74,800 53,652 217,623 227,017 257,274 2012 59,587 111,462 77,599 125,234 117,747 107,086 70,548 303,060 284,415 289,105 2010 43.48 64.34 62.79 46.18 41.87 52.44 42.81 66.28 24.69 41.38 24.04 2011 77.96 47.67 54.49 55.40 62.53 46.87 27.41 133.87 28.26 34.01 25.46 2012 31.79 23.05 27.68 21.90 16.32 11.83 70.24 10.00 23.25 8.29 ... 13 14 15 Hàng H i Vi t Nam Ngân hàng TMCP Hàng H i Vi t Nam 16 Kiên Long Ngân hàng TMCP Kiên Long 17 K 18 Nam Á Ngân hàng TMCP Nam Á 19 Nam Vi t Ngân hàng TMCP Nam Vi t 20 Ngo Ngân hàng TMCP... ro kho n t i ngân hàng i c tr ng qu n tr r i ro kho n t i ngân hàng TMCP Vi t Nam n công tác qu n tr r i ro kho n t i ngân hàng TMCP Vi t Nam 1 I CÁC 1.1 Q 1.1.1 Thanh kho n r i ro kho n c Thanh. .. n cơng tác qu n tr r i ro kho n t i ngân hàng S c kh o sát 33 ngân hàng TMCP Vi t Nam, c th STT Tên ngân hàng STT Tên ngân hàng STT Tên ngân hàng 12 23 13 24 14 An Bình Nam 25 Sài Gòn- 15 26 Á