Danh gia ve hoat dong quan trj rui ro tin dung tai Ngan hang ThifOng mai
Co phan Viet Nam Thjnh Vu'Ong
LE THU HtTciMG*
Tom t^t
Bdi vii't ldm ro nhffng ddnh gid cua cdn bg ldm cdng tdc tin dung vd khdch hdng dd'i vdi hogt dgng qudn tri rui ro tin dung (RRTD) tgi Ngdn hdng Thuang mgi Co phdn Viet Nam Thinh Vugng (VPBank) dffa trin cdc nhdn td: Quy md ngdn hdng; Chinh sdch kinh ti'vimd; Si/phdt trien kinh ti' - xd hgi dia phuang; Nguon nhdn lUc tin dung ngdn hdng; He tho'ng to chffc hogt ddng tin dung ngdn hdng; Uy tin khdch hdng; Khd ndng trd ng. Tren ca sd do, tdc gid di xudt hdm y gdp phdn hodn thien vd phdt huy td't han nffa hogt dgng qudn tri RRTD tgi VPBank
Tuf khoa: qudn tri rui ro tin dung, nhdn tddnh hudng, VPBank Summary
The paper clarifies credit officers' andcustomers' assessments of credit risk management in Vietnam Prosperity Joint-Stock Commercial Bank (VPBank) in terms of the following factors: Bank size;
Macroeconomic policy; Local socio-economic development; Human resources in credit; Credit operating system; Customer reputation; Debt-paying ability. On that basis, recommendations are made to contribute to improving and better promoting credit risk management at VPBank.
Keywords: credd risk management, influencing factors, VPBank
GlOl THIEU
Cung nhtf cdc ngdn hang thtfdng mai khic, stf thanh cdng cua VPBank trong nhijlig nam vifa qua cd stf ddng gdp quan trgng ciaa hoat dgng tin dung, Tuy nhidn, thtfc td' cung cho thay, stf phdt trien nhanh cua hoat dgng tin dung tai VPBatik dang lam gia tang rui ro trong hoat dgng tin dung.
Dieu nay dat ra nhiem vu phai cd stf quan tri ve tin dung nham dam bao viia phdt trien kinh doanh, vifa dam bao an toan cho hoat ddng ngdn hang. Do do, ddnh gid hoat dong quan tn RRTD cua VPBank la can thiet.
CO sd LY THUYET VA PHU'ONG PHAP NGHIEN c C u
Cdsdly thuye't
Trong nghien cu'u ciia Nguyen Quo'c Anh va Nguydn HiJu Thach (2015), cdc tac gia chl ra rang, to'c do tang trtfdng
GDP cd md'i quan he ngtfdc chieu vdi RRTD. Dd'i vdi cdc bien trong ngan hdng, ty le nd xa'u nam trtfdc cao cd tdc ddng nghich chieu de'n ty Id nd xa'u trong nam hien tai; ROE cd moi quan he nghich chilu vdi nd xa'u, vi ldi nhudn kem phan anh chat Itfdng quan ly khdng td't, ddn tdi ty le nd xd'u tang cao hdn,
Theo Vo Thi Quy vd Bin Ngge Toan (2014), 3 bid'n:
RRTD ngdn hang trong qua khiJ vdi do tre mgt nam, ty le tang trtfdng lln dung vdi dp trd mgt nam, ty Id tdng trtfdng GDP vdi do trd mgt nam deu cd anh htfdng de'n RRTD cua ngan hang thtfdng mai Viet Nam. Ke't qua nay cd hdm y rang, to'c do tang trtfdng GDP giam, tang trtfdng lin dung, ke't hdp vdi nhiVng khoan cho vay cha't Itfdng thd'p trtfdc do da lam gia tang RRTD cua cdc ngan hang thtfdng mai.
Theo Vilma Deltuvaite (2012), cdc ddc thii trong kinh doanh ngdnh ngdn hang, md't lien he giiJa rui ro he tho'ng trong ngan hdng, xu htfdng phdt triln cua ngdn hang hidn dai vd moi trtfdng ben ngodi lam tang nguy cd rui ro he thd'ng cua nganh ngdn hang.
Nghidn CUTJ cua Das, Abhiman vd Ghosh, SaibaJ (2007) cho tha'y, tang trtfdng GDP va d chinh ngdn hang, tang trtfdng cho vay thtfc, chi phi hoat ddng va 'Trtfcfng Dai hoc Ky thuat HSu can Cong an nhan dan I Email: thuhuongl47@gmail com Ngdy nhdn bdi: 05/03/2018; Ngdy phdn biin. 17/03/2018; Ngdy duyet dang 25/03/2018
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HINH 1 : D A N H GIA V E Q U Y MO VPBATiK
B A N G 1: D A N H GlA V E C H I N H S A C H C U A N H A NdCtC TRONG H O / ^ T D O N G Q Q A N T R I RRTD
Bien Chinh sach cua Nha ni/dc
NhSn vien 1 Khach hana Trung binh
3.3803
D6 lech c h u ^ Trung binh .81201 3 9308
D5 l&h chu^n .56219 B A N G 2 : D A N H G l A VE HE T H O N G TO C H f l C T H d C HIEN H O ^ T DONG T I N
DGNG N G A N H A N G
Bien He thong t^ chu'c boat dong tin dung cua VPBank
Nhan vi6n Trung binh
3.5902 D6 l ^ h chuan
60926
Khach hang Trung binh
3.5733 Do lech chuan
.68662 Ngu. Ke't qua nghie
quy mo ngdn hdng ddng mdt vai trd quan trgng trong vide anh htfdng de'n cdc khoan vay cd van de.
Tong hdp cac ly thuyd't ndi tren, tac gia de xua't 7 nhdn td' anh htfdng de'n hoat dgng qudn tri RRTD tai VPBank, dd la: Quy md ngdn hang; Chinh sach cua Nha ntfde; Kinh te' - xa hgi; Nguon nhdn Itfc tin dirng ngdn hang; Hd thd'ng to chu'c hoat dong tin dung ngdn hang; Uy tin khach hang; Kha nang tra nd.
Phuongphap nghien cdu
Tdc gia thu thap dtJ lidu bang phtfdng phdp phdt bang hdi vdi 244 can bg, nhan vien cdng tdc tai cac vi tri hen quan de'n hoat dgng tin dung tai VPBank vd 195 khdch hang da va dang cd quan he tin dung vdi VPBank.
Nghien ciJu dtfdc thtfc hidn lij-thdng 09-12/2018, Sau khi thu ve va lam sach so' lieu, ta't ca cdc phid'u tren deu dat tieu chuan va dtfdc nhdp vao phan mem SPSS 20.0 de xi^ ly. Bdi vie't dp dung thang do Likert (1-5) cd y nghia la: 1- Ra't khdng dong % 2- Khdng dong y, 3- Binh thtfdng, 4- Dong y, 5- Ra't dong y {Bdi viet sff dung cdch vie't so thdp phdn theo chudn qud'c te).
KET QUA NGHIEN CLfU
Quy md ngdn hdng
Theo kd't qua Hinh 1, nhdn vien va khach hdng ddnh gid quy md ctia VPBank ttfdng dd'i cao, do Idch chuan < 1, Dieu nay la hdp ly bdi sau 25 nam hoat dgng, VPBank da phdt trien mang Itfdi len 220 diem giao dich vdi dgi ngQ 25,200 can bd, nhdn vien, Xet ve mat quy mo, VPBank la mgt trong nhii'ng ngan hang ldn cua Vidt Nam.
Chinh sdch cda Nhd nUdc
Nhdn vidn ngan hang ddnh gid cac chinh sach cua Nhd nifdc dd'i vdi ngdn hang d mu'c trung binh 3.3803 did'm va cdc thang do dtfdc ddnh gid d mu'c do trung binh tlf 3.1 dd'n 3.5 did'm trong hoat dgng dam bao rui rocho ngan hang. Khdch hang cd ddnh gia cao hdn dang ke so vdi nhdn vidn vdi diem trung binh 3.9308, cdc thang
do dtfdc ddnh gia d mu'c do trung binh tiJf 3.6dd'n4.1 diem (Bang 1). Thdi gian qua, Nha ntfde da cd nhieu hanh dgng dam bao cho cdc boat dgng cua ngan hang trong radt gidi han nao dd, dac biet kd til khi Luat Cac to chu'c tin dung sijfa doi cd hieu life nam 2018. Vi vay, chlnh sach cua Nha ntfde cd nhffng anh htfdng trtfc tie'p hoac gidn tie'p de'n cdc hoat dgng quan tri rui ro cua Ngdn hang,
Kinh ti'-xahgi
Ddnh gid cua cdc nhan vien ngdn hang v l stf phat trien kinh te' d mu'c do kha, tiJ' 3.3 dd'n 3.6 diem, trung binh dat 3,53 diem. Khdch hang cung danh gia ttfdng dd'i cao stf dn dinh phat triln cua nln kinh te' vdi did'm trung binh dat 3.66 va cdc thang do dat tij' 3.5 diem de'n 3.8 diem, Nhtf vay, ca khdch hang vd nhdn vidn diu CO nhin nhdn td't ve stf phat trien kinh td'- xa hgi cua dd't ntfde.
Nguon nhdn li/c tin dung ngdn hdng Nhdn vidn ngan hang danh gia cha't Itfdng dgi ngii nhdn vien cua VPBank d mile khd vdi die'm trung binh 3.6, dac biet la cd tham mdn ldm vide, stf hieu bid't, khd nang lam viec, sang tao, linh hoat trong tii'ng trtfdng hdp,
Khach hang cung ddnh gid td't dgi ngu ndy, diem trung binh dat 3.51. Hau hd't cac thang do cd sd'diem ti^ 3.06 de'n 3,9. Nhtf vay, thdng qua qua trinh tid'p xiic, khach hang cung cd nhCfng ddnh gia khd cao ve uinh do nang life vd qua Oinh ldm viec cua nhan vidn ngan hang.
He thd'ng td chffc
Danh gid cua nhdn vidn ve he thd'ng td chiJc hoat ddng tin dung ctia Ngan hang dat mu'c diem trung binh 3.59. Mac dCi hd thd'ng quan tri RRTD d VPBank da dtfdc td chu'c khoa hoc, phan tdch nhiem vu ro rang tifng bg phdn, tuy nhidn sir phd'i hdp giu'a cdc bg ph|n khi phdt sinh nd qua han hoac nd xa'u vdn dtfdc nhdn vidn VPBank ddnh gid la chtfa that stf hdi long.
0 gdc do khach hang, thi nhin nhan he thd'ng td chffc hoat ddng tin dung cua VPBank d miJc cao hdn, trung binh dat 3.67 diera (Bang 2).
Uy^ tin khdch hdng
Hau hd't nhan vidn VPBank deu ddnh gid cao uy tin cua khach hang raa hg tie'p can, trung bmh dat 3,58 diem, Dieu nay cd nghTa la, nhieu khdch hang cd tai san dam bao, cd dia vi xa hdi, trinh do va kha nang kinh doanh tdt. Ve phia khach hang cung tl/ ddnh gia td't ve uy tin cua minh, vdi diem trung binh dat 3.85.
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Khd ndng trd ng
Tren 81% nhan vidn tin dung ddnh gid kha nang tra nd cua khach hang d mffc dd kha. Trong khi dd, ttf khdch hang cung cho rang mu'c tra nd diing ky han cho ngan hang d mffc do cao, tren 90%.
Dieu ndy phan nao the hien dtfdc hoat dgng quan tri RRTD cua VPBank dang cd nhffng hieu qua nha't dinh.
MOTSOGIAI PHAP
Dl hoan thien va phdt huy td't hdn niJa hoat dgng quan tri RRTD cua VPBank, tac gid kid'n nghi mgt so' giai phap sau:
Thff nhdt, ndng cao chdt lU0tg nguon nhdn luc. VPBank cdn chu trgng md cac ldp ddo tao vdi giao vien htfdng dSn la cac chuyen gia trong linh vtfe tin dung ngdn hang, nhiJng ngtfdi nay cd thi dtfdc mdi tif cdc td chffc trong va ngoai nffdc, hoac Id'y ttf chinh cdc cdn bd, nhan vidn da cdng tdc lau nam tai VPBank. Cdc cdn bg, nhan vien VPBank sau khi diam gia nhiing khda hgc nay se dtfdc ndng cao nhdn thffc ca ve mat ly thuyd't ldn thtfc td', giup can bg, nhan vidn tfong bg phan tin dung ngdy cdng hoan thidn va tang ctfdng kha nang ddnh gid, xff ly cdc nghiep vu tin dung, giam thieu RRTD.
Thff hai, cdn dam bdo sU phdi hgp giffa qudn tri RRTD vd qudn tri rui ro hogt dgng thong qua sU phdi hgp chat che giffa hai bg phdn ndy. Vi du: nghidn cii^i ra han mffc, tham quyen phe duyet tin dung la ke't qua cua quan tri RRTD, nhtfng de kiem sodt dtfdc cu the nhiTng han mffc nay va phd duyet nay cd dtfdc thtfc hidn dung hay khdng, thi Id nhiem vu cua quan tn riii ro hoat dgng.
Tang ctfdng kha nang phd'i hdp giii'a cac bg phdn trong hoat ddng tin dung bao gdm tff khi cap tin dung cho de'n xtf ly cac khoan vay ne'u phdt sinh qua han. Can phai quan tridt cdc can bg, nhdn vidn ngdn hang hoat dgng theo nguyen tac vi ldi ich chung nha't
cua VPBank, tranh tinh trang mdi bd phan chi vi muc tieu cua ridng bg phdn minh ma cd stf xung dot, gay khd khan trong khi giai quye't cdng viec chung khi phdt sinh.
Thff ba, hi thd'ng thdng tin RRTD cdn dugc xdy dung d l dam bao cung cd'p thdng tin, cd sd dff lieu ve boat dgng tin dung mgt each day du, ro rang, chinh xdc va thtfdng xuyen cap nhdt nham giup quan tri cd hieu qua hoat dgng tin dung, ban che' tdn tha't do tinh trang thie'u thdng tin. Dieu nay dtfdc the hien tren hai khia canh:
- Dd'i vdi thdng tm vi md, cd anh htfdng de'n cac khodn cap tin dung nhtf: stf thay ddi ve mdi trtfdng, chinh sach kinh td', xu htfdng phat tridn cua nganh, he thd'ng quy dinh phdp ludt cua Nha ntfde de cd nhffng chinh sdch tin dung phti hdp nham bat kip vdi stf phat h-ien cua nln kinh td', ddng thdi phat trien tin dung tudn thu theo quy dinh khudn khd cua ludt phdp.
- Dd'i vdi thong tin hdn quan trtfc tie'p de'n hoat dgng tin dung tai VPBank, hidn nay mud'n thtfc hidn quan tri RRTD theo Basel 2, VPBank can phai dam bao stf thdng sud't giffa cdc thdng tin ve bao cdo xu thd' tin dtmg, tinh hinh ca'p tin dung ddi vdi khdch hang, nhdm khdch hang, bdo cao phan tich khdch hang trtfdc va sau khi cd'p tin dung, bdo cdo canh bdo sdm cac rui ro, do Itfdng va kiem sodt rui ro ddi vdi mgt va vdi radt nhdm khach hang.
Thff tu, ndng cao hieu qud qudn tri danh muc RRTD.
Dd'i vdi khoan tin dung mang lai ldi nhudn trung binh cho ngan hang, VPBank can tim each lam giam thieu rui ro chi phi hoat ddng can cd cho hoat ddng cd'p tin dung, tff dd se lam tang ldi nhudn, dtfa cdc khoan cap tin dung d mffc dd ldi nhuan trung binh sang mffc do cao, Ridng vdi khoan cd'p tin dung gay ra ldi nhuan dm, VPBank can tang ctfdng vide danh gid rui ro theo nganh, nhdm khdch hang, vide danh gia nay can dtfdc thtfc thi tai cac khdu lien quan dd'n hoat ddng tin dung cua VPBank. Tff dd, cd nhffng canh bdo, thara ratfu gdp y vdi cac bd phan chinh sach, quan tri RRTD de cd nhiing quyd't sach phii hdp vdi tilng nganh trong tiJng thdi didm khac nhau.
Thff ndm, tdng cudng ndng luc tdi chinh cho VPBank.
Ngdn hang can tid'p tuc cd ke' hoach tang vd'n chu sd hffu trong thdi gian tdi d l ndng cao kha nang canh tranh, gidm thieu rui ro, ddc biet la cd dieu kidn thu hut them vdn, phat trien nhan life, ddu ttf cdng nghd hien dai, md rdng mang Iffdi, tang ctfdng cd sd vdt cha't, tid'p thu kinh nghiem quan tri dieu hanh quan tri rui ro theo thdng le va chudn mtfc qud'c td'.G
TAILIEU THAM KHAO _ __ _ _ _ _ 1. VPBank (2013-2018). Bdo cdo thudng niin cua VPBank tii;ndm 2012-2017
2. Nguydn Qudc Anh, Nguyen Hffu Thach (2015), Cac yd'u td'anh htfdng de'n RRTD- Bang chffng thtfc nghiem tai cdc NHTM Viet Nara, Tgp chi Khoa hgc Trudng Dai hoc An Giang, 1(1), 27-39
3. Vd Thi Quy, Bui Ngge t o a n (2014). Cac yd'u td anh htfdng de'n RRTD cua he thd'ng ngdn hang thtfdng mai VidtNam, Tgp chi Khoa hoc Dgi hgc Md TP. Ho Chi Minh, 36, 16-26
4. Das, Abhiman & Ghosh, Saibal (2007). Determinants of Credit Risk in Indian State-owned Banks: An Empirical Investigation. MPRA Paper No. 17301
5. Vilma Deltuvaite (2012). The importance of systemic risk management in the banking sector.
Economic and management, 17(3)
