- Lai/ to than hr ho0 dOng mua ban chtirng khoin du tir
46. Riii ro thi trtrirng
46.1. Rui ro lai salt
ThOi han dinh lai lai suit thuc to la thoi han con lai tinh tir thoi diem lap bar) cao tai chinh cho tai ky dinh lai lai suit gin nhat cua cac khoan muc tai san va ngu6n van.
SHB
Ngfin hAng TMCP Sal Gen — HA Nei
• Thai han dinh lai lai suit thuc to cua chi:mg khoan dAu tu va chung khoan kinh doanh dtroc tinh dua tren thai gian dao han thuc to tai thai diem 1A'p bao cao tai chinh cua tong loci chung khoan;
▪ Thai han dinh lai lai suit thuc to cua cac khoan tien gui va cho vay cac TCTD; cac khoan
cho vay khach hang; cac khoan no chinh phu va Ngan hang Nha nuOc Viet Nam; cac khoan tien gui va vay cac TO chirc tin dung va khoan muc tien gui cua khach hang duac xac dinh nhu sau:
Cac khoan muc c6 lai suit co dinh trong suOt thai gian cua hop &mg: Thai han dinh lai lai suit thuc to dua tren thai gian dao han thuc to tinh tir thai diem lAp bao cao tai chinh.
Cac khoan muc có lai suit tha nOi: Thai han dinh lai lai suit thuc to cua cac hop dOng cho vay có thai gian dao han con lai dual 6 thang duoc xac dinh dua tren thai gian dao han con lai; cac hop dOng có thai gian dao han con lai tren 6 thang duoc xep vao loci tir 3 thang den 6 thang do kjr dinh lai lai suit cua Ngan hang tOi da la 6 thang mot lAn.
Thai han dinh lai lai suit thuc to cua khoan muc nguOn von tai tro uST thac dau tu, cho vay ma to chirc tin dung chiu rui ro dirge tinh dua tren thai gian dao han con lai cua tong hop dOng;
Thai han dinh lai lai suit ctia cac khoan no khac dirge xep vao khoan muc khong bi anh honing do dinh lai lai suit hoac kST han tir 1 thang den 3 thang. Trong thuc te, cac khoan muc nay co the co thai gian dinh lai lai suit khac nhau.
SHB
pwWen, 3,3i1,1.113
Ngfin hang TMCP Ski Gan — Ha Ni)i
Qua hin Waling chin Den 01 thing Tir 01 - 03 Tie 03 - 06 thing Tir 06 -12 thing TO- 01 - 05 WW1 t hang Teen 05 nam Tong TAI SAN
1. Tien mat, yang bac, da guy 656,869 656,869
2. Tien gin tai NHNN 1,666,848 1,666,848
3. Tien gfri tai va cho vay the TCTD khac (*) 5,042,504 2,255,796 9,079,044 9,232,420 385,000 70,000 26,064,764
4. Chimg khoan kinh doanh (*) 48,561 122,303 170,864
Cac Ong cu tai chinh phai sinh va cac tai san 5.
tai chinh khac 2,435
2,435
6. Cho vay khach hang (*) 13,803,599 16,724,902 13,027,242 2,228,053 689,811 210,897 397,750 47,082,254
7. Chirng khoan dau tu (*) 16,024 1,450,754 1,254,983 2,873,994 1,906,201 5,568,929 557,331 13,628,216
8. Gop van, dAu tu dai han (*) 1,048,560 222,259 23,000 1,293,819
9. Tai san co dinh va bat clang san dau tu 3,612,597 3,612,597
10. Tai san CO khac (*) 7,733,041 2,185,289 936,283 645,320 46,319 11,546,252
Ting tai sin 13,803,599 13,118,087 27,070,297 16,660,324 15,117,373 12,473,752 6,387,085 1,094,401 105,724,917 NO PHAI TRA
Tien gui cila va vay tir NHNN va cac TCTD
1. khac (4,480,931) (171,492)
(8,666,560) (8,562,420) - (21,881,403)
SHB
Solid p.therx., 3otellions
Ngfin hang TMCP Ski Gen — HA Ni
46.2. Rini ro tin to
Rui ro tin to la rui ro ma gia tri cua cac ding cu tai chinh bi thay ai xuAt phat tir nhang
thay d6i v" tS7 gia.
Ngan hang dugc thanh lap va hoat dOng tai V*. Nam voi dong ti&n bao cao la VND. D6ng tin giao dich chinh cua Ngan hang cling la VND. Cac khoan cho vay va img tnrac khach hang cua Ngan hang chii y6u bang VND, mot phAn bang USD va EUR. Tuy nhien, mot s6 tai sari
khac cua Ngan hang lai bang cac dong tien khac ngoai VND, USD va EUR. Ngan hang dd dua
ra mot he thong han mirc de quan ly trang thai cua cac ang tien. Trang thai d6ng tien dugc
quan 1ST ten co so hang ngay va chitin lugc phOng ngira rui ro dugc Ngan hang sir dung a dam
M SHB oseelers,11.6b.
Ngan hang TMCP Ski Gen — HA NOi
Phan loci tai san va cong no theo loci tin t' dal dugc quy d6i sang VND vao ngay 30 thang 09 narn 2012 nhu sau:
Cac ngoui to kink duqc quy Chi tiEu
Thi san
EUR dirqc quy dOi VND USD dirqc quy tibi VND di VND Tong
1. Tian mat, yang bac, da quy 50,399,587,269 165,177,745,240 23,544,354,595 239,121,687,104
2. Tien giri tai NHNN 20,643,137,545 156,505,157,299 177,148,294,844
3. Tian girl tai va cho vay cac TCTD khac (*) 204,404,218,372 1,931,718,447,406 39,084,330,293 2,175,206,996,072
4. ChUng khoan kinh doanh (*) 312,420,000,000 312,420,000,000