QUAN TRI KINH DOANH
PHONS NGUA RUI RO
TR0N5 Hfi T H O N S N S A N HANS TUUONG MAI VIST NAM HlfiN NAY
Nauveh Thu Thuy Trfldng Bai hoc Thfldng mai Email: [email protected] Ngay nhpn: 10/4/2014 Ngay nh$n tat 24/4/2014 Ma so: 68.2FiBa.22
C 0 kidn Vidt Nam trd thanh thanh vien thd 150 cua Td chOc ThUPng mai The gidi (WTO) da md ra (S) mdt giai doan mdi trong edng cudc phat then kinh te- xa hdi. Vdi vai trd la trung gian tai ehinh.
cSc ngan hang thUPng mai (NHTM) Viet Nam tham gia rat tich cue vao qua trinh hdi nhap va dat dupe nhQng thanh tuu dang khich Id. Tuy nhien, ben canh nhOng ket qua dat dupc. nguy cP rui ro tiem an gay ra dovd trong hoat ddng kinh doanh ngan hang cdn rat Idn. Tren ca sd phan tieh, danh gia nguyen nhan cua nhQng bat dn trong hoat ddng kinh doanh ngan hang, bai vidt de xuat mpt so giai phap nham phdng ngOa nil ro tmng hoat ddng cua he thong NHTM Viet Nam hidn nay
Tfl khda; nji ro, phdng ngOa nil ro. he thong ngan hang, ngan hang thuang mai 1. Rui ro trong h$ thong ngan hang thUdng mai
Rui ro dupe hieu la sy bien ddng tiem an d nhiJng ket qua, la kha nang xay ra cua nhflng dieu khdng mong mudn va khi nd xay ra thi mang lai nhflng ton that Rui ro trong he thdng ngan hang thudng dflpc chia thanh 2 loai, do la rui ro ve hoat dpng nghiep vu va rui ro trong hoat ddng dau tu:
Rui ro trong hoat ddng nghiep vu ngan hang bao gdm cac dang sau:
+ Rui ro tin dyng, la nguy cd ngUdi di vay khdng thflc hidn nghTa vy tra nd cho ngan hang;
+ Rui ro thanh khoan la nguy cd xay ra bien c d gay tac ddng bat ldi tdi thu nhdp hoac vdn lam cho ngan h^ng khdng cd kha nang dap flng cac nghTa vu khi den han hoSc phai chju ton that Idn de thyc hidn nghTa vu dd.
+ Rui ro lai suat, la nguy cd bien ddng ve lai suat hoSc ty gia hdi deal tren thj trfldng, dan den thay ddi ldi nhuan cua ngan hang.
+ Rui TO he thdng, nguy cd mdt hay mdt s d
So 68/2014
khach hang Idn khdng tra dflde np nen gay nguy hiem cho toan bp he thong ngan hang.
De danh gia mfle dp rui ro trong hoat dpng ngan hang, ngudi ta sQ dyng cac chi tieu nhu: ty le np qua han, ty le np xau, hd s d an toan vdn, ty le ve tinh thanh khoan... Va de' phdng ngfla rfli ro, mdt trong cac bidn phap la bao dam cd lupng vdn tfl cd du d mfle can thiet.
Loal rui ro khac khdng phat sinh trong hoat ddng tin dyng cua ngan hang, ma gan lien vdi hoat ddng dau tu, tflc la ngan hang da chuyd'n tfl ITnh vuc cho vay de budc sang dau tU vao cac ITnh vuc day rui ro, nhfl kinh doanh bat ddng san va chflng khoan Sy dau tu khdng dung hudng cua he thdng ngan hang da gay ra hien tuong ngflng tre hoat ddng tin dung. Ngan hang tfl choi cap tin dung cho ca nhflng ngudi di vay it nji ro nhat, gay ra hdu qua nghiem trpng doi vdi ca cac hoat ddng khac trong nen kinh te va anh hudng den tang trfldng kinh te.
^klioa hoc '^
ttiifdng'mai 43
QUAN TRI KINH DOANH
2. Thyc trang rui ro trong hd thdng ngan hang thUdng mai Vi#t Nam hi^n nay
He thdng ngan hang Viet Nam da cd budc phat then dang ghi nh§n sau khi gia nhap WTO. Chi trong vdng 5 nam, so IUdng cac NHTM Vidt Nam tang len nhanh chdng Tinh den ngay 30/6/2013, Viet Nam da cd 6 NHTM Nha nflde, 35 NHTM cd phan, 01 ngan hang chinh sach xa hdi, 50 chi nhanh NH nude ngoai, 04 NH lien doanh, 05 NH 100% vdn nudc ngoai, 18 cdng ty tai chinh, 12 cdng ty cho thue tai chinh va 968 td chfle tin dung hdp tac (Bang 1).
thee khdi dpc, thanh lap khdi quan tn rui ro... da mang lai nhflng thanh cdng trong hoat ddng kinh doanh ngan hang.
Trong giai doan 2007 - 2010. td'ng tai san va vdn chu sd cua cac NHTM cd sfl gia tang dot bidn.
Cu the quy md tai san cua cac NHTM da tang hdn 2 lan, tfl 1.069 nghin ty nam 2007 ldn 2.690 nghin ty ddng vao nam 2010. Cijng trong giai doan nay, ty le tang trudng tin dyng va huy ddng vd'n rat cao (Hinh 1.1 va 1.2).
Tuy nhien, s d lidu d hinh tren cho thay, tdc do tang trudng tdng tai san va tin dyng giam dan Bang 1. SdlUpng eae loai hinh NHTM d Vidt Nam
Loai tilnti NHTM Nha nudc NHTM CO phan NH lien doanh Chi nhanh NHNN NH100%vonNN
1990 4 0 1 0
1994 4 41 3 8
2001 6 39 4 26
2006 5 37 6 31
2007 6 37 5 33
2008 5 39 5 39 3
2009 5 37 5 40 5
2010 5 37 5 48 5
2012 5 37 4 60
8 2013-
6 35 4 50 5
Ngudn. Ngan hang Nha nude Vidt Nam. C) Tinh den ngSy 30/6/2013 Cac NHTM da tflng budc nang cao nang luc tai
chinh, tang vdn chu sd hflu, dau tfl cdng nghe, md cac chi nhanh, ngan hang con d nUdc ngoai, cung cap hdn 300 san pham dich vy vdi pham vi hoat ddng khdng chi trong nudc ma vudn ra toan the gidi Viec ap dung cac md hinh quan tri ngan hang phu hdp vdl thdng Id qudc te, tnen khai he thdng kiem tra, kiem soat ndi bd, sap xep lai md hinh
trong 2 nam gan day. Tang trudng tin dyng giam, no xau tang manh, dieu dd chflng td rang h?
thd'ng NHTM Viet Nam tuy da cd nhieu doi mdi song va'n d giai doan phat tnd'n ban dau, con nhieu bat cap. Tinh trang dau tfl cheo, sd hOu cheo va cac giao dieh ngan hang "ngam" va'n dien ra. He thd'ng giam sat va canh bao rui ro hoat ddng chua hieu qua Hoat ddng kinh doanh 4 0 %
3 0 % 2 0 % 10%
0 %
2009 2010 2011 2012 - • - %Tang tnrdng Tong ttii san
—*—%Tang tmdng vdn CSH
Hinh 1.1. Tang trudng td'ng tai san va vdn chu sd hOu cua he thd'ng TCTD Nguon- Uy ban giam sSt tai chinh quoc gia40%
35%
30%
25%
20%
15%
10%
«^39
2009 5%
X 28.3%
2010 2011
~ <ao.4%
2012
— • - %Tang tnrdngtin dung
Hinh 1.2. Tang trudng tin dung va huy ddng cua he thd'ng TCTDkhoa hoc . tnutfng'mai'
So 68/2014
QUAN TRj KINH DOANH
trong ngan hang cdn tiem an nhieu rui ro nhu rui re thanh khoan. rui ro tin dung da anh hudng den hieu qua kinh doanh.
Ben canh dd, viec NHNN ap dung tran lai suat huy ddng trong thdi gian vUa qua la nham ngan chdn cudc dua lai suat gifla cac ngan hang va giam lai suat cho vay tren th| trudng Tuy nhien, viec lien tuc ha tran lai suat huy dpng va ap tran lai suat cho vay trong mdt sd ITnh vUc Uu tien lai khdng cd tac dung giam lai suat, nguoc lai nd cdn gay meo md cho thj trudng tien td, day nhieu ngan hang nhd vao tinh trang khd khan thanh khoan, va hien tupng ngUdi gfli tien, ngfldi vay tien va ngan hang cung nhau lach luat de pha vd cac moc tran lai suat quy dinh da xay ra d nhieu ngan hang.
Cho den nay, mSc dfl lai suat tren thj trudng da giam. cac NHTM khdng cdn tinh trang cang thang ve vdn, song do hoat dpng san xuat - kinh doanh cua cac doanh nghiep cdn gap nhieu khd khan.
kha nang hap thu vdn tin dung ngan hang cua cac doanh nghiep cdn han che Tiep den la sy ddng bang cua thj trudng bat ddng san va sy len xudng bat thudng cua thi trudng chflng khoan da lam tang them nhflng nguy cd bat d'n trong ITnh vyc ngan hang. Bo vd trong kinh doanh ngan hang rat de'xay ra. bdi le nhflng rui ro tiem an van cdn hien dien trong toan he thong, dd la:
ThO nha't, rui ro trong hoat ddng tin dung Hdu qua cua rfli ro tin dung la sy gia tang nd xau trdng cac NHTM. Xetve ban chat np xau ngan hang la do khach hang vay vdn sfl dung vdn vay khdng cd hieu qua. nd thudng phat smh sau mdt chu ky vay von, thdm chi sau mdt thdi gian dai Do dd, nd xau la van de tdn tai tfl lau trong cac NHTM.
Tuy nhien, thdi gian gan day np xau cua cac NHTM dang cd xu hudng tang nhanh. Tdc dp tang np xau nam 2008 la 74,37%. nam 2009 tang 27,33%, nam 2010 tang 41,92%, nam 2011 tang 60.55% va nam 2012 tang 60%. Theo sd lieu bao cao cua NHNN, tong dU np xau cua he thdng NHTM Vidt Nam cudi nam 2012 la khoang 185.000 ty ddng, tflpng flng vdi ty Id nd xa'u la
6,0% va den cudi thang 9/2013 la 142.270 ty ddng. chiem 4.64%. Cdn theo sd lieu danh gia lai cua Uy ban Giam sat Tai chinh Quoc gia (UBGSTCQG) thi ty le no xau cdn cao hOn rat nhieu. khoang 9-10%'^.
Xet ve cd cau nd xau trong 3 khoi ngan hang, giai doan tfl nam 2008 - 2011, ty Id nd xau cua cac NHTM Nha nudc la cao nhat, sau dd den NHTM CO phan. Nam 2012, ty le nd xau cua 3 khdi ngan hang deu tang cao so vdi nam 2011, trong dd np xau cua cac NHTM cd phan tang manh nhat (Hinh 2). Sy gia tang np xau, dac biet la nd nhdm 4, nhdm 5, la do tinh trang pha san, giai the cua cac doanh nghiep bung phat Nd xau tang nhanh chdng trong thdi gian qua cung gan lien vdi viec cho vay phi san xuat, trong dd cd den 80% la cho vay bat ddng san va cam cd chflng khoan^. Bdi vay, khi thi trudng bat dong san va th; trudng chflng khoan "lao ddc" da lam gia tn tai san dam bao sut giam manh, nd xau trdng cac ngan hang gia tang
ThO hai, nil ro trong quan ly thanh khoan Bay la loai rui ro dang lo ngai, nd cd the lam cho mdt NHTM pha san ngay tflc thi va anh hudng nghiem trong de'n toan he thd'ng Rui ro thanh khoan xuat phat tfl rat nhieu nguyen nhan hien hflu nhu tinh trang mat can ddi gifla huy ddng va che vay; np xau tang nhanh va nhieu khoan cho vay khdng the thu hdi; sy canh tranh khdng lanh manh giQa cac NHTM trong huy ddng vdn... Theo so lieu bao cao cua Uy ban Giam sat Tai chinh Qudc gia, ty le cho vay tren huy ddng vdn tien gfli toan he thd'ng rat cao: nam 2011 la 116,89%, nam 2012 la 89,35% va den thang 8/2013 la 86,19%
Dac biet, ty le nay doi vdi ngoai te thfldng tren 110% So vdi th[ trfldng qudc td, ty Id sfl dung vdn chi khoang 60-70%, cdn khoang 30-40% duoc sfl dung de dau tu vao cac cdng cy cd tinh thanh khoan cao, trong khi cac NHTM Viet Nam hoan toan tap trung vao hoat ddng tin dung Ben canh dd, ty le vdn ngan han cho vay trung va dai han van tiep tyc tang trong nhflng nam gan day. tinh 1 Den cudi nam 2012, UBGSTCQG cdng bd, ty le nay la tren 11%; To chile xep hang tin nhiem nudc ngoai cho ring np xau tai cac NHTM Viet Nam tren 13% Den ngay 31/5/2013, so na xau duac cac NHTM Viet Nam ca cau lai la 284 000 ty ddng. Cudi nSm 2013. theo Bao caa cua UBGSTCQG ty le np xau cua cac NHTM Viet Nam n^m trong khoang td 9-10%.
2. TS. Nguyen Thf Hai Ha. Phat trien ben vOng he thong NHTM cu hich tu bat dn Idnh te hau gia nhap WTO.
Hgi thao khoa hoc: "Ota nhap WTO va suphat then ben vung he thdng ngSn hang Viet Nam", tochOc tai Vietinbank ngay 2/7/2013
— - tffita hoc
So 68/2014 tlii/iingmai «
QUAN TRj KINH DOANH
Ulcntrxau
ilyl-JUfti
.„« IT
j - i•'-'=iF^^ffl== h
jDDi l o a ; 2009 ' O i l m.a!ii
Hinh 2 ; Ty' Id np xau cua hd thd'ng ngSn hang giai doan 2008 - Q2.2012 Ngudn: NHNN va CafeF.vn
Bang 2: NO xau cua 16 NHTM Viet Nam tO nam 2012 - T9/2013 Dan vr. t)f VND
Ngan hang
BIDV Vietinbank Vietcombank SHB Techcombank ACB SCB MB PhuongNambank DongABank Eximbank POBank VPBank NamVietBank SaigonBank KienLongBank
Tons
2012
Nd cd
kha nang
mat vo'n 2.479 2.106 1.451 2.067 884 1.150 897 640 797 658 793 237 192 367 232 136
15.086Ndxau
9.161 4.890 5.791 4.846 1.840 2.571 1.973 1.372 1.318 2.000 988 1.197 1.003 737 318 283
40.2SSTdng dtfnd
339.924 333.356 241.163 56.940 68.261 102.815 96.334 74.479 43.634 50.650 74.922 13.787 36.903 12.886 10.861 9.683
1.566.598Tyle nd xau
(%)
2,7 1,47 2,4 8,51 2,7 2,5 2,05 1,84 3,02 3,95 1,32 8,68 2,72 5,72 2,93 2,92
2,57T9/2013
Nd cd
kha nang
mat von 2.606 5.431 2.683 3.603 1.382 487 1.289 972 999 598 759 685 226 496 298 191
22.705Nd xa'u
8.755 8.519 7.471 5.075 4.146 3.491 2.459 2.073 1.651 1.503 1.456 1.240 1.077 1.035 398 300
50.649Tdng dtfnd
373.205 345.556 250.687 65.487 69.952 104.457 109.156 80.875 43.539 21.277 81.104 13.057 47.388 11.787 10.709 10.984
1.639.220Tyle nd xS'u
(%)
2,35 2,47 2,98 7,75 5,93 3,34 2,25 2,56 3,79 7,06 1,8 9,5 2,27 8.78 3,72 2,73
3,09 Nguon Tong hop Bao cao tai chinh cua cac NHTM 9 thang dau nam 2013khga hoc -
46 tlimgniai So 68/2014
QUAN TR! KINH DOANH
140%
120%
100%
80%
60%
den thdi die'm cudi thang 1/2014, ty ie nay la 18,44%, tang 1,04% so vdi thdi diem cudi nam 2013, trong dd NHTM Nha Nudc la 24,23% va NHTM cd phan la 19,31%.
ThO ba, nil ro lai suat van hidn hQu trong hoat ddng kinh doanh
Tfl nam 2012 den nay, NHNN da sfl dung
linh hoat cac bien phap de dieu chinh ty gia on dinh, nhfl: dieu ehinh lai suat chiet khau; can thiep true tiep vao ty gia lien ngan hang; trflc tiep mua ban ngoai td tren thj trfldng ngoai hdi; thay doi trang thai ngo^i te cua cac td ehflc tin dung; siet chat th! trfldng vang. . qua dd da tao dUPc su on dmh ve ty gia, tang dy trQ quoc gia va kha nang phdng vd cac rui ro trong trudng hdp ddng vdn dau tu nudc ngoai dao chieu. Tuy nhidn, nhflng bat on ve kinh te v7 md trong nUdc va the gidi. d5c bidt la ty le Igm phat cao va chinh sach that chSt tien te cua NHNN nham kiem chd lam phat da dSt cac NHTM trudc nhflng mi ro rat Idn ve lai suat va ty gia. Ben canh dd, nhOng bien dpng ddt ngdt ve lai suat cung vdi nhflng bidn phap dieu hanh lai suat mang tinh hanh ehinh cua NHNN da khien cho cac NHTM ludn trong tinh trang ddi phd vdi bien ddng lai suat.
ThO tu, cac ty Id an toan hoat ddng theo quy dmh thue chat khdng bao dam
Mfle dp an toan cua mdt ngan hang cd the' dUdc phan anh qua hp sd sfl dung von (ty le cho vay tren huy ddng) va he so an toan von toi thieu - CAR.
Day la cac chi tieu quan trpng lien quan ch§t che den an toan thanh khoan cua cac NHTM. Theo so lidu cdng bo chfnh thflc cua cac ngan hang, thi cac ch? tieu nay deu dat va vupt mfle quy dmh. Tuy nhien theo sd lidu danh gia lai cua IJy ban Giam sat Tai chfnh Quoc gia, tinh trang cho vay qua mfle dan den he s d sfl dyng von cua cac td chfle tin dyng ludn d mfle tren 90% (Hinh 3) Mac du trong thdng tU 13/2010/TT-NHNN cd hieu lUc tfl ngay 1/10/2010 da cd quy dmh ve ty lp cap tin dung tren tdng vdn huy ddng ddi vdi cac ngan hang la 80%, ddi vdi cac td ehflc tin dyng khae la 85%.
Tfldng tfl, theo s d li?u bao cao thi hd so an toan vdn cua toan hd thdng nam 2010 la 1 1 % ,
• NHTM Nh^ nudc
• NHTM C6 ph^n NHLD NNg
• T o ^ ngdnh
^,^20^^" ^ i - i o ^ . , , ^ ! * ^ -^6l^^^"-^^'^)^°^" -^i^^^ \^•^}•
Hinh 3 Ty Id cho vay/tong huy ddng giai doan 2008 - 2011 Ngudn. UBGSTCQG
nam 2011 la 11,62%, nam 2012 la 13,6% va den thang 9/2013 la 13,76%. Tuy nhien, theo sd lipu thflc te thi he sd an toan von tdi thie'u thuc chat cung d mfle dudi thdng Id va ca so vdi yeu cau. Vi nhu nam 2011, ty le an toan vdn thflc te cua he thdng TCTD chi d mfle 5,35% so vdi bao cao la 11,62% va thap hdn rat nhieu sd vdi mfle CAf^
binh quan 12,3% cua met sd nudc Ddng Nam A (CAR cua Thai Lan la 16%, CAR cua Malaysia la 14,6%). Trong toan he thdng cd 9 NHTM co phan cd ty le an toan vdn dudi 9%, thdm chf mdt so to chfle tin dung cd CAR <, 0. Chi cd nhdm ngan hang lien doanh, ngan hang 100% von nude ngoai duy tri dflpc ty Id CAR trung binh la 17,76%. Nhdm NHTM Nha nudc va NHTM cd phan ty Id an toan vdn dieu chinh la 5,56% va 4,96%. Rieng vdi nhdm cdng ty tai chinh va cdng ty cho thue tai chinh (CTyTC, CTTC) cd ty le CAR dieu chinh giam xudng mfle -2,47% (Xem bang 3).
ThO nam. tinh trang sd hOu cheo dieh ra pho bien trong hd thong NHTM
Sd hflu cheo trong hd thong ngan hang la mot thudc tinh khach quan va da tdn tai tfl lau d nhieu nen kinh te the gidi, dSc biet la cac quoc gia ma he thdng tai chinh da phat trien. Nhin nhan ve khfa canh tfch eye thi sd hOu cheo se tao dleu kien cho cac ngan hang nhd nh^n duoc sy hd'trp ve vdn, cdng nghe, kmh nghidm quan tr; cung nhu dieu hanh nhan lyc tfl cac ngan hang Idn. Tuy nhien, tinh trang sd hflu cheo tai he thdng NHTM Viet Nam lai dang la nguy cd gay bat on cho chfnh he thdng ngan hang. Bdi le, sd hflu cheo da tao dieu kien cho nhieu ngan hang nhd lach dupe quy dinh trong Nghj dmh 141/2006/ND - CP cua Chinh phu ve von phap dmh cua cac to chfle tin dung den cuoi nam 2010. Hidn tupng mdt NHTM Nha nude sd hflu cheo bdn NHTM cd phan; it nhat sau NHTM co phan cd co ddng la mdt NHTM
So 6 8 / 2 0 1 4
-klioa hQC ^
"ttiifffng m^i 47
QUAN TRj KIHH DOANH
Bang 3: Von tu ed. tong tai san cd rui ro va he so an toSn vd'n cua he thd'ng to chOe tin dung td nam 2010 - T9/2013
Dan vr Ty ddng, %
Loai hInh TCTD
NHTM NN NHTMCP NHLD, NNq Cty TC, CTTC nganh
2010
Von tlJCO
85,131 143,595 13 321 3 367 245 413
T6ng lai san "Co"
nJinD 1,199.121
965 816 37.782 30 770 2.233.490
Tyi§
loan
7,09 14,76 35.25 10,94 11
2011
VontU CO
115,662 172 043 28 614 13 029 329 348
Tong tai san "Co"
nJiro 1.276 897 1 324.493 116,028 117110 2.834.528
Tyle an toan von So li^u
bao cao 9 06 12,99 24.66 11,13 11,62
So li0u da nil qia lai
5,56 4,96 17,76 -2,47 5,35
T9(2013
Vfti tJCO
162 573 181 979 98 907
455.23G Tfing tai san • Co"
njiro 1 437 427 1 420,601 320918
3 308401 Ty le an
loan vfin 11,31 12,81 30,82
13.75
Ngudn. UBGSTCQG
cd phan khac; hay cac tap doan, doanh nghiep nha nudc gdp von vao NHTM co phan, sau dd cac NHTM cd phan nay lai cho chinh cac doanh nghiep nha nude vay vd'n. d a g a y ra rat nhieu he luy. Trudc tien la tinh trang vd hieu hda cac quy dmh ve an toan vd'n cua to chfle tin dung, gay nen hien tupng tang vdn ao trong cac ngan hang. Ben canh dd, do ngan hang thuong mai vaii cd the tham gia dau tfl chflng khoan nen cac quy dinh ve gidi han dau tU, gdp vdn cd phan nham tach bach hoat ddng ngan hang dau tu ra khdi hoat ddng cua cac NHTM cung bi vd hieu hda. Va ban than cac NHTM cd the' chuyen hda nd xau thanh "tai san cd" khac thdng qua cac cdng ty con, cdng ty lien ket tU dd vd hieu hda cac quy dmh ve trich lap dy phdng rui ro^.
ThO sau, ke't qua kinh doanh khdng thuc chat, nhieu ngan hang phai dd'i mSt vdi nguy co thua Id"
Cho tdi nay ngudn thu nhap chinh cua he thd'ng NHTM van la ngudn thu den tfl hoat ddng tfn dyng Tuy nhien trong bdi canh no xau gia tang va tin dung suy giam thi nhieu ngan hang se phai ddi mdt vdi nguy cd thua i a Them vao dd cac ap lyc ve ldi nhuan cung se ngan chan viec giam lai suat cho vay cua cac NHTM, gay tdc ddng khdng td't tdi mdi trudng kmh doanh cua chinh ngan hang.
3. Be xua't mpt so' giai phap nham phdng ngfla rui ro trong h^ thong ngan hang thfldng mai hidn nay
Tfl vide phan tich thye trang tren cd the thay rang, nguy cd rui ro da va dang chfla dyng trong tflng nghidp vu hoat ddng va kinh doanh cua hS thd'ng NHTM, vi the tim kiem giai phap phdng ngfla rfli ro trong giai doan hidn nay la can thiet va cap bach. Bdi vay, theo chung tdi trong thdi gian tdi can trien khai ddng bd cac giai phap d ca tam vT md va vl md cu the nhfl sau
Vephla cac Ngan hang thuang mpi Mdt la. hoan thien quy trinh va nSng cao nang loc quan tn rui ro
Hoan thidn quy trinh va nang cao nang lyc quan tri rui ro la hoat ddng cd vai trd quan trpng trong phat trie'n an toan cua mdi ngan hang cung nhU toan h$
thdng. Theo chflng tdi, mdi ngan hang can tiep tyc nghien cflu, hoan thidn cac quy trinh quan ly rCii ro theo chudn myc qudc te. Phat trien va hoan thien h^
thdng bao cao quan ly ndi bd va he thd'ng ke toan quan ly nham hd'trp c o i g tac quan ly kinh doanh, flng dung hieu qua eac he thd'ng thdng tin quan ly trong viec hd'tro ra quyet dinh cung nhu tang cfldng vai tro dieu hanh kinh doanh, kiem soat va quan ly rui ro cDa ngan hang. Phoi hdp nhip nhang va dong bd gifla quan tn rui ro tin dung - quan trj oil TO thanh khoan
3. Hdi thao: "Rui ro sd hQu cheo va dau to cheo: Thuc trang va giai phap cho thi trudng tai ehinh"
dopc to chdc sang 31/7/2013 tai Ha Noi.
hhoahDc . . ^ _ _ ^ ^ o-
« tl1*g-niai — So 68/2014
QUAN TR! KINH DOANH
trong quan tn tai san Nd - Cd. Xay dung he thdng d[nh danh, quan ly khach hang/nhdm khach hang lien quan de' bae dam tuan thu cac gidi han an toan theo quy dmh cua luat
Hai la, nang eao chat lupng nguon nhan lUc Nang lUc can bd ngan hang cd ddng gdp rat Idn den hoat ddng quan tri rui ro, d3c biet la cua Hpi ddng quan tn va Ban dieu hanh. Bdi vay, dd' nang cao nang lyc quan tr| rfli ro thi can phai cd cac Thanh vien Hdi ddng quan tn ddc lap, cd nang Iflc chuyen mdn va kinh nghiem quan ly rui ro Giai phap trudc mat la cac NHTM can tieu chuan hda lai dpi ngu can bd ngan hang, bao gdm ca can bd quan ly va can bd trflc tiep tham gia vao qua trinh kinh doanh; neu thay can thiet ed the thue Hdi ddng tu van la cac chuyen gia cao cap giau kinh nghiem de thiet lap djnh hudng quan trj rui ro cho ngan hang. Tiep tyc xay dung va hoan thien cac chupng trinh dao tao nham nang cao ky nang quan ly va nghidp vu ngan hang hien dai
Ba la, nang cao nSng luc tai chinh Cac NHTM can cd Id trinh tang von phu hop va dua ra phudng an kinh doanh phfl hop vdi sdvd'n tang len, tranh viec dau tu khdng cd hieu qua. Lua chpn cd hieu qua cac phuong an xfl ly no xau thdng qua viec cd cau lai cac khoan np, xu ly dfl phdng, ban nd...
Vephla cac ca quan quan iy
Mdt la, xay dung va dieu hanh chinh saeh tien te on dmh va ben vQng
Su dn dmh cua chinh sach tien te, se dam bao cho sy tang trudng dn djnh cua nen kinh te. Khdng cd nhflng bien ddng Idn ve gia ca, lai suat, ty gia hdl doai, ty le lam phat... se lam tang niem tm cfla ngudi kinh doanh vao the che kinh te hidn hanh Bdi vay, viec xay dyng va dieu hanh chinh sach can hudng tdi muc tieu d'n dinh. Theo chung tdi, chinh sach tien td trong thdi gian tdi can dudc dieu chinh theo hudng sau:
- Ddi vdi chinh sach lai suat, can thuc hien chinh sach lai suat thay do'i linh hoat va k[p thdi theo sat cung cau von. Chu ddng sCf dung cac cdng cu chinh sach tien te theo nguyen t i c thi trfldng va ap dung cac bien phap thich hdp de dmh hudng va on dmh lai suat. hudng tdi lai sua't thuc dUdng. Ngan hang Nha nudc nen sdm dd bd tran lai suat. thay bang cd che dieu hanh lai suat theo thi trudng. Bdi le, trong dieu kien cac ngan hang dang dU thfla von, thi viec bd tran lat suat huy ddng se giflp cho ngan hang chu ddng trong
kmh doanh, gia ca tin dung se dan dan tflng bfldc tien tdl tu do hda theo gia ca thj trudng.
- 0di vdi chinh sach ty gia, nen ap dung cd che ty gia tha nd'i cd dieu tiet vT md thay vi cP che neo ty gia nhu hien nay. Tiep tuc nang cao tinh minh bach va nhat quan trong chinh saeh can thiep cua NHNN va Chinh phu nham dieu hanh chinh sach tien te ndi chung va chinh sach ty gia ndi rieng.
Hai la, giam su ean thiep eua Nha Nudc vao hoat dpng ngan hang dong thdi yeu cau eac ngan hang phai minh bach trong kinh doanh
Su ca"n thiep qua sau cfla Nha nudc vao hoat ddng kinh doanh cua cac ngan hang, se lam giam tinh chu ddng va hieu qua trong hoat ddng. Bdi vay trong thdi gian tdi, Nha Nude nen han che sfl dung cac bien phap hanh chinh trong dieu hanh lai suat, ty gia hdi doai. Dd'i vdi NHTMNN can tiep tuc giam ty trong phan vd'n nha nudc d mfle hop ly, giup ngan hang tang nang lUc tai chinh, nang cae kha nang canh tranh, nang lyc quan ly va quyen tu chu quyet dmh cua cac ngan hang.
Ben canh dd, can hoan thien cdng tac thanh tra giam sat hoat ddng cua cac NHTM, nang cao vai trd, chat lupng thanh tra trong toan he thdng, day manh viec thuc hien kiem toan ndi bp, trich lap va sfl dung du phdng de xfl ly cac rui ro trong hoat ddng ngan hang va cac to chfle tin dung.
Ba la, xay dung cac che' tai de xd phat cac hanh vi tieu cue phat smh tO sd hQu chdo
De han che cac tieu cue cua sd hQu cheo, cac cd quan quan Iy phai xay dung mdt so bien phap de ngan ngfla cac hanh vi co tinh vi pham, dong thdi tnet tieu nhflng Idi ich tfl viec sd hOu cheo nhU:
quy d[nh cam dau tu Idng vdng gifla cac ngan hang, dung cac che tai xfl ly nghiem khac cac hanh vi vl pham.
Bdn la, he thd'ng eae quy dmh an toan can dupc lien tuc nang cao tinh minh bach, dam bao phu hpp vdi thdng le qud'c te
Ben canh cac ty Id an toan theo quy dmh, tien hanh bo sung cac ty Id an toan mdi nhU trang thai ngoai te toi da so vdi von tu cd; ty le du np cho vay so vdl tdng tien gfli; ty Id tien gfli trung, dai han so vdi tdng du nd cho vay trung, dai han.
De' tao lap mdi trudng kinh doanh on dmh, ngoai cac giai phap neu tren, Chinh phu can ban hanh va tnen khai cac giai phap hd'trd de dieu chinh cac hoat ddng trdn thi trfldng tai chinh. Bdi vay trong thdi gian tdi, cac giai phap can trie'n khai ddng bd la;
So 68/2014
^khoalioc
"thifdngmai
QUAN TR| KINH DOANH
ThO nha't, cung co nang luc quan ly. xO ly vi pham va cUdng che thuc thi cua ca quan quan ly nha nudc nham lap lai ky cUPng tren thi trudng
Tfl nhflng bien ddng thuc te tren thi trUdng chflng khoan va thi trudng bat dpng san thdi gian qua cho thay, cac cd quan quan ly vT md can xiet chat quy dmh va tang cfldng che tai xQ ly cac hanh vi vi pham, thao tflng tren thj trfldng. Thong qua cac hoat ddng thanh tra xfl ly vi pham, nang cao hieu qua hoat ddng cudng che thyc thi phap luat cua cd quan quan ly nha nudc, bd sung cac chfle nang dieu tra va md rdng pham vi xQ ly cac hanh VI VI pham tren thj trUdng theo thdng le qudc te;
phat trien va nang cao nang Iflc cua he thd'ng tda an, trpng tai kinh te de xCf ly tranh chap phat sinh gifla cac thanh vien tham gia thi trudng
ThO hai, hoan thien the che giam sat, nang cao cha't lopng va tham quyen cua cac co quan giam sat De thyc hien giam sat hd thd'ng tai chinh ndi chung va he thdng NHTM ndi rieng mdt each cd hieu qua, nham ngan chan cac nguy cd rui ro phat sinh. Theo chung tdi, can hoan thien the che giam sat va nang cao tham quyen cua cac cd quan giam sat Xay dung, hoan thien quy che an loan va cac chi tieu giam sat tai chinh vT md dua tren cac chuan myc qudc te. Thyc hien giam sat toan bd hd thd'ng cac td chfle tai chinh trung gian va hoat ddng cua thi trudng tai chinh, kip thdi canh bao nhOng nguy cd lam mat an ninh trong he thdng tai chinh.
Nham tang cUdng nang lyc giam sat, Bd Tai chinh nen cho phep xay dung mdt he thdng cdng nghe thdng tin va cd sd dfl lieu giam sat dung chung che thi trfldng. He thong cdng nghe thdng tin giam sat gdm hai he thdng chinh:
- He thdng giam sat cac d m h che trung gian thi trudng.
- He thdng giam sat giao dich dupc xay dung tren cd sd phan tich dfl lieu trich xuat tryc tiep tfl cd sd dfl lieu theo thdi gian thyc hoac tai hien so lieu khi cd ydu cau kiem tra.
Viec flng dung cdng nghe thdng tin hien dai phai thuc hien theo cac tieu chi, chua'n mfle quoc te. Viec xay dyng he thdng thdng tin phai ket hdp cung vdi nang cao nang luc cua dpi ngu nhan sfl trong cdng tac giam sat thi trudng; phat tne'n ky nang giam sat thich hpp de phat hien dupc cac hanh vi bat thudng;
nang cao ky nang dieu tra chuyen sau cac giao dich ndi gian, thac tung gia ca.
Tdm lai, trong boi canh hdi nhap kinhte qudc te khoa hoc
50 ttiififng'inpl ~
ve ITnh vyc tai chinh - ngan hang ngay cang sau rpng, phdng ngfla rui ro trong he thdng^NHTM la mdt ndi dung het sflc quan trpng nham d'n dmh va phat tne'n ben vflng he thdng tai chinh qudc gia.
Vdi cac bien phap tren day, se giup Chinh phu tSp trung vao cung co nSng luc quan ly'. hoan thien ccf che giam sat, gifl vflng trat ty ky cfldng tren thj trudng, cung ddng thdi la viec cac NHTM tu hoan thien de thich flng vdi mdi trfldng mdi, khang dmh VI the quan trpng cua minh ddi vdi sfl phat trien chung nen kinh t d ' . ^
7a/ ll$u tham khao:
1. Bao cao cua Uy ban Giam sat Tai chinh Qudc gia, 2012.
2. Hdi thao khoa hpc: "Gia nhSp WTO va sij phat triin ben vQng hd thd'ng ngdn hdng Viit Nam", td chfle tai Vietinbank ngay 2/7/2013.
3. Hdi thao: "Rui ro sd hQu cheo vd dau tu cheo. Thue trpng va giai phap cho thi trudng tai chinh"\.6 chfle sang 31/7/2013 tai Ha Ndi.
4. Tpa dam "Chinh saeh tai ehinh vi md trong phSt trien va hdi nhSp", Vien nghien cflu Tai chinh, 2001.
5. PGS.TS. Nguyen Thj Mui, Hd thd'ng ngan hang Vidt Nam hdi nhdp - NhOng khuye'n nghi chinhsach va giai phap. 2013.
6. TS. Nguyd'n Th[ Hai Ha, Phat trien ben vQng hd thd'ng NHTM cO hich tO bat on kinh te hSu gia nhap WTO, 2Q^3.
7. Mdt sd trang website: http://diendanluat.vn;
http://luattaichinh.vi/ordpress.cDm; http://vmw.viet- namplus.vn
Summary
That Vietnam became WTOs 150th member has opened a new period for the countrys socio- economic development. As the financial middle- men, Vietnam commercial banks have actively participated in the integration process and gained encouraging achievements. However, besides these achievements, there still exist many poten- tial risks which may cause the collapse of the bank business By analyzing and evaluating the reason for risks, the author recommends some solutions to help prevent them in the bank business in Vietnam amid the present context.
So 68/2014
