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QUẢN LÝ RỦI RO LÃI SUẤT TẠI NGÂN HÀNG TMCP XUẤT NHẬP KHẨU VIỆT NAM - THỰC TRẠNG VÀ GIẢI PHÁP.PDF

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     Trang  :   1  1  1 1.1.2 Phân  1  3  5  5  6  7 1.3  9   9  10  13  14  14  15              7 19  20  20  21 21 2 2 3 1.3.5  24  26    27  QUA : 27  27 2.1.2  27 2.2  34 2.2.1  34 -  35 9  41  41  45  53  53  53 2.3.3.3 Nguyên nhân: 57  58     59 3.1 MBANK: 59 3.1.1  59 3.1.2  60 3.2   NGÂN HÀNG EXIMBANK: 62 3.2.1  62 3.2.2  63 3.2.3  63 3.2.4  66 3.2.5    67 3.3  69  69  70   71 3.3.4  72  73  74      -            CNTT    NHNN  NHTM  RRLS  TMCP  TSC : Tài  TSN  TCTD  ACB : Ngân hàng TMCP Á Châu ALCO - Có ANZ   EIB/ Eximbank  GAP  HSBC   ISAs : (interest rate-sensitive assets)  ISLs :(interest- rate-sensitive liabities)  STB  VAR      Trang           gân hàng Eximbank ngày  -     Trang               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     cao công tác    .     [...]... liên ngân (London Interbank Offered Rate) : : Phân : 3 : : : : , các chính sách 4 - - L - L cách - Khi l N vào ngân hàng hát và 5 lên nhi 1.2 1.2.1 Khái ni g 6 : quy cong lãi thô Hình 1.2 7 : (R) = 1.2.3 : do : , cong : 8 : : kinh doanh và phi kinh 9 vay cho (ngân hàng) là khách hàng là ngân hàng 1.3 : Tùy vào tình hình kinh doanh, ngân du (NIM) 10 1.3.2 theo dõi và 11 các chi nhánh - 12 - quan... tên phân tích xây ( ngân hàng 15 ngân hàng , , Trong cách này, ngân hàng t a ( Repricing Gap): ì Tài ày xác - ( tháng - 16 - : - - n tháng - sau: 1: X t iá ( 2: T : P) = ISAs < 0:N N > 0: N ISLs 17 GAP = 0: V thay g, Ban Q - Có ( ALCO) sau: BI = GAP.I BI P :C b (Duration Gap) TSN và , TSN 18 Duration GAP = DURAs DURLs Duration GAP >0: G Duration GAP . RRLS  TMCP  TSC : Tài  TSN  TCTD  ACB : Ngân hàng TMCP Á Châu ALCO  - Có ANZ  . l  N vào ngân hàng  hát và   . (ngân hàng)   là khách hàng   là ngân

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