/ He thong Y j tinh diem j
3.1.5Ap dung phuong phap tinh ton that tin dung dua tren he thfing cc so* du lieu danh gia noi bo IRE
o Vietcmbank chua c m hinh lung ha rui r va viec xac dinh muc ch vay ti da, tdi u-u di vi khach hang cn nhieu bat cap
3.1.5Ap dung phuong phap tinh ton that tin dung dua tren he thfing cc so* du lieu danh gia noi bo IRE
Kien nghi Vietcombank nhanh chdng chuan bi va ap dung ngay phuang phap tinh tdn that tin dung dua tren he thdng ca sd du lieu ndi bd theo chuan muc qudc te (da dugc trinh bay tai phan 1.2.2.4 Chuang 1 (trang 35).
NIU Vietcombank tinh chinh xac dugc tdn that udc tinh cua khoan cho vay thi se mang lai cho Vietcombank rit nhilu gia tri chii khdng dan thuan giiip Vietcombank xac dinh chinh xac ban he sd an toan vdn tdi thilu trong mdi quan he giira vdn tu cd vdi nii ro tin dung. Trudc hit, viec ap dung phuang phap IRB se giiip Vietcombank xac dinh dung thuc te miic do nii ro ciia timg trang thai nii ro gom cac khoan cho vay doanh nghiep, cho vay SMEs, cho vay ban le, cho vay thi chip bit ddng san, chimg khoan hoa, gdp vdn cd phin va cac trang thai khdng can bing khac (la cac khoan cho vay theo ban mirc tin dung, tin dung tuin hoan, cho vay theo ban mirc thiu chi...).
Nhu vay, khi Vietcombank cho vay cac khach hang tdt, he sd riii ro giam xudng, tat yeu din din tai san nii ro tin dung giam xudng. Kit qua la he sd an toan vdn tang.
Vdi viec xac dinh dugc tdn thit udc tinh cua mot khoan cho vay, ngan hang se thuc hien duac them cac muc tieu sau:
Thu nhat: giiip Vietcombank nang cao chit lugng quan tri ddi ngu can bd tin dung, do
thu nhap ciia can bd tin dung dugc tinh dua vao sd du ng, sd lugng khach hang va chit lugng tin dung. Nhu vay, viec xac dinh miic tdn thit udc tinh vdi timg danh muc cho vay cua timg can bg se dinh lugng ro chit lugng tin dung ciia timg can bd. Dilu nay budc can bo tin dung ludn phai nd lire tranh nii ro nlu mudn cd thu nhap cao. Dilu nay la vd ciing cd lgi cho Vietcombank.
Thu hai: xac dinh tdn thit udc tinh se giiip Vietcombank xay dung hieu qua han Quy
DPRR tin dung. Hien nay theo Quylt dinh 493/2005/QD-NHNN vl phan loai ng va trich lap du phdng de xu ly nii ro tin dung trong boat ddng ngan hang, cac Ngan hang thuong mai, trong dd cd Vietcombank vin ap dung viec trich lap dir phdng thu ddng theo thdi gian ciia ng qua ban. Neu Vietcombank xac dinh dugc chinh xac tdn thit udc tinh thi viec trich lap trd nen dan gian, hieu qua va chinh xac ban rit nhilu.
Thir ba: viec xac dinh dugc tdn that udc tinh, dac biet la xac dinh dugc PD - xac xuit
kha nang vd ng ciia khach hang se giiip Vietcombank nang cao dugc chat lugng viec giam sat va tai xep hang khach hang khi cho vay. Hien Vietcombank da cd he thdng xep hang khach hang la doanh nghiep va he thdng nay da dugc su dung de lam can cir cho tham dinh tin dung va ra quyet dinh cho vay.
Thuc tl, nlu coi xip loai cua khach hang theo tieu chuin cua Vietcombank hien nay la bien kit qua, thi cac biin nguyen nhan dl xac dinh dugc biin kit qua tren chinh la cac danh gia vl tinh hinh tai chinh, phi tai chinh ciia doanh nghiep hoac ca nhan vay tiln. nhu vay nd tuang tu viec xac dinh biin kit qua PD. Vi vay, Vietcombank cd thi dua
ludn vao kit qua ciia PD dk tai xip hang khach hang. Dilu nay vira dam bao tinh logic
vira dam bao tinh khoa hgc.
trinh hoan ddi tin dung (hoan ddi tin dung - la mot trong nhimg nghiep vu phai sinh lien quan din boat ddng cho vay), hay chiing khoan boa cac khoan vay ciia ngan hang sau nay. Day la mot xu thi tit ylu ma cac NHTM Viet Nam phai hudng tdi, bdi hoan ddi tin dung va chiing khoan boa chinh la nhimg cdng cu hieu qua nhit dl san se nii ro va tao tinh linh hoat trong quan ly danh muc cac khoan cho vay ciia Vietcombank.
Tat ca nhiing van de neu tren diu ddi hdi Vietcombank ngay tir bay gid phai diu tu them ngudn lire vl tai chinh, con ngudi va thdi gian dl chuin bi va nhanh chdng thuc hien phuang phap nay trong nam 2008. Viec nay cd thi thuc hien dugc rit thuan lgi, vi he thdng cdng nghe hien dai da dugc Vietcombank triln khai tir nam 2001, da giiip luu trii nhieu thdng tin cd gia tri ve khach hang.