i
LỜI CAM ĐOAN
u c liu, kt
qu  trong bt k

ng mi s  cho vic thc hin Lu 
c cn trong Luc ch n gc.
Học viên thực hiện Luận văn Lê khắc Thái

ii

c  cho vay u t pht trinng, b sung v kinh doanh, xut -
nhp khu, kinh doanh tin t v ng dch v ngn hng. Vi th mnh v
ngun v, tim l-HCM r
cho vay nhm mi nhuy m 
dng trong bi c th ging hong.
o ra nhng ng xn hong sn xut kinh doanh c
doanh nghip vay vn, mt s b chim dng v  n vay khi
n h “Quản trị rủi ro tín dụng tại ngân hàng thương mại cổ phần đầu
tư và phát triển Việt Nam – Chi nhánh thành phố Hồ Chí Minh” s tp trung
   c qun tr r   ng ti BIDV-HCM    
   bc mt s m v ri ro
ng trong ho n rng,
c, kinh nghim qun tr ca mt s  gii.
Trong kt qu hong kinh doanh c t
 hong vng v ht
 ng trung  
n trung   t  
ra mt s giu qu ng ti BIDV-HCM c th n
gim thiu rng cn phnh 
dc s dng vn du hiu r n
x p th ng, v n xu cn phc
ng v kh n dng, qua rng
c khc phc nhng tn tn tr rn thit.
iv
 thc trng hon tr rng
t t s ging yu nhm khc phc nhng hn
ch n trng thn ngh c Vit

In the business operation of the bank, the author focuses on an analysis of raising
capital, capital mobilization structure, loan activity on an industrial structure, mid and long
term credit outstanding balance, mid and long term outstanding loan, reasons for credit
risks to suggest some solutions to enhance credit efficiency at BIDV-HCM, specifically: in
order to minimize credit risk, it is required to pay attention to and enhance credit appraisal,
supervise and control loan use, discover risk potentials to have timely solutions. To
improve the credit quality, it is necessary to enhance the ability to identify, manage,
monitor and prevent credit risks in bad debts, then dealing with the shortcomings in the
work of credit risk management application is necessary.
Based on the current situation of credit operation and credit risk management
at BIDV, the author proposes some key solutions to handle the shortcomings in
management, while also makes suggestions to the State Bank of Vietnam and BIDV
to support commercial banks in credit risk management operation.
vi
Apart from the introduction and conclusion, this dissertation consists of 3
chapters:
Chapter 1: An overview of credit risj and credit risk management in banking
operation
Chapter 2: The current situation of credit risk management at Bank for Industry
and Development of Vietnam  Ho Chi Minh City Branch
Chapter 3: Solutions to improve the credit risk management operation of banking
sector at Bank for Industry and Development of Vietnam  Ho Chi
Minh City Branch


CHƢƠNG 1:CƠ SỞ LÝ THUYẾT VỀ RỦI RO TÍN DỤNG VÀ QUẢN TRỊ
RỦI RO TÍN DỤNG TRONG HOẠT ĐỘNG NGÂN HÀNG 4
1.1 Rng c 4
1.1.1  4
1.1.1.1  4
1.1.1.2  4
1.1.2  4
1.1.2.1  4
1.1.2.2  5
1.1.2.3  6
1.2 Qun tr rng ti 7
1.2.1  7
1.2.2  8
1.2.3  8
1.2.3.1  8
1.2.3.2  10
1.2.3.3  14
1.2.4  . 15
1.2.4.1   15
1.2.4.2 
 17
1.3 Kinh nghim qun tr rng ca mt s  19
1.3.1 
 19
viii
1.3.2             
Mitsubishi -  20

Pht tri Vi Nam   48
2.3.3.1 Nghn khch quan 49
2.3.3.2 Nguyn nhn xut pht t khch hng  i c  khch hng. 50
2.3.3.3 Ngh quan. 50
2.4 Thc trng cng tc qun tr ri ro  dng ti ngn hng TMCP u v
pht trin Vit Nam-   51
ix
2.4.1   51
2.4.2 
 51
2.4.2.1  52
2.4.2.2  52
2.4.2.3  52
2.4.2.4  52
2.4.2.5 
 53
2.4.3  53
2.4.4  53
2.4.5  my  c qun  ri ro 54
2.4.6 Phn  thm quyn trong hot ng tn d 56
2.4.6.1 Thm quphn q n dng d hnh t puut
tn dng 56
2.4.6.2 Thm quh q  ng d h uyr ro
n dng 57
2.4.7 Cng  qun tr ri ro tn dng 58
2.4.7.1 hng xp hng t ni b 58
2.4.7.2 ng tnh phn mm SIBS 59

3.4.2.1  . 77
3.4.2.2  78
3.4.2.3  78
TÀI LIỆU THAM KHẢO 82
PHỤ LỤC
xi
DANH MỤC CÁC CHỮ VIẾT TẮT

Ký hiệu
Diễn giải
BCTC

BIDV
i c phn Vit
Nam
CAR
T l n vn
CIC
c Vit
Nam
DNNN
Doanh nghic
DPRR
D i ro
DVKH
Dch v 



DANH MỤC CÁC BẢNG   12
Bng 2.1 ng vn t 2010-2012 33
Bng 2.2 ng v 33
Bng 2.3 : Ccu cho vay theo ngnh ca BIDV nm 2010-2012 35
Bng 2.4  ng 2010-2012 36
Bng 2.5   38
Bng 2.6 : T l ng v ng Trung- n 39
Bng 2.7 : T l N  ng 40
Bng 2.8 : T l Li nhu ng 42
Bng 2.9 : Cc ch ti ng ng tn d giai on 2010-2012 43
Bng 2.10 : Ccu n qu hn theo k hn  BIDV  
 2010-2012 44
Bng 2.11 : Phn loi nhm  theo Quy nh s 493 (493/2005/-NHNN) v
trch d phng DPRR c BIDV nm 2010-2012 45
Bng 2.12 : Tnh hn ngoi bng ca BIDV nm 2010-2012 46
Bng 2.13 : Cu n xu theo ngnh ngh BIDV  
nm 2012 47
  59
 g 2010-2012 61
  65

xiii



Hong ch yi vi
i Vi hii tho kinh doanh VietAbroader
 ng kt rng 95% ho i Vit
Nam tng. Con s y li nhu
c tng. Li rt l
 rng bing c
th gin ra ht sc phc t
xc s ng rt ln ti
hong kinh doanh cng.
V cp thit ra hii vi m a ri
ng. Nhn thn nhm i
 t i v
mt vic ht sc quan trng.
     n tr r   ng, th    
n Vi 
thin tr rng,
ng h thng xp h ng ni b nh 
dng ca ti n tim cn theo chun mc quc t,
2
ng h thu hi nhn dng, qu  x
 o x
n tr rp tn
n mc quc t n tr rn thit.
Vi mong mu nhn din ri ro n
n rn ch trong hong t chc , qun tr ri ro
ng t th

 thc hi i vic tng h

- Tng h n, chun mc qun tr rn
quc t Basel I,II; t ng v n bn c
u.
- Thng h liu thc t v ho
dng, hong qun tr rng tn
Vit Nam  
- Tng hu c qua h th

quc t
3. Bố cục luận văn
n m t lun, lu
Chương 1: Tng quan v rn tr rng trong hong

Chương 2: Thc trng qun tr rng t
trin Vit Nam   
Chường 3: n tr rn dng t
n Vit nam   
4
CHƢƠNG 1:CƠ SỞ LÝ THUYẾT VỀ RỦI RO TÍN DỤNG VÀ QUẢN TRỊ
RỦI RO TÍN DỤNG TRONG HOẠT ĐỘNG NGÂN HÀNG 1.1 Rủi ro tín dụng của ngân hàng
1.1.1 Rủi ro
1.1.1.1 Khái niệm về rủi ro

Ri r
biu hic t qua vi c n hoc tr n 

Rc gi i ro mt kh  i ro sai hn.
1.1.2.2 Nhân tố ảnh hưởng
Các nhân tố thuộc về ngân hàng
-  c ngh nghip c ng
-  qun tr rng c
+ ng
+  dng
+ ng
Các nhân tố thuộc về khách hàng
 dng v
 dng vng;
s dng vn ngn h n c 
th n vic qun tr rng ca NHTM.
Các nhân tố thuộc về môi trường
- ng kinh t i
-  
-   n t ni l   mang li l  n hn cho 
i lc s d
bng sn m to, ng xn h th
lai.
-  n tng xut
nhp khu, n kh ng kinh doanh ngoi
hi ci ln v t  ng nh
6

Đối với nền kinh tế
c cung cp vn cho doanh nghip, nn
kinh t b . Do mng vn ln nm tn n 
hn, n  v  u qu, m
rn sn xun cho vay ci hong
u qu  kii. Kt qu n xut
n, nn kinh t i b ri lon.
y, rng x m n s
n c ng ca nn kinh t 
vy, qun tr r m ca
n kinh t.
1.2 Quản trị rủi ro tín dụng tại ngân hàng thƣơng mại
1.2.1 Khái niệm
Qun tr rp cn rng m
h    thng nhm nhn dng, ki  m
thiu nhng tn tht, mng ng bt li ca rng .
n tr rng
n ho  qu a, cnh
m hn ch n mc tc kh
c ga khon vay hoc thu gn.
n tr ri ro bao gc: nhn dng ri
ng ri ro, kia r ri ro.
Nhn dng r thng
ng cn dng rng bao g
ng ho hong cng ca
m thc tt c i rng.
c nhi

n ra nhng du hiu r t
chi cho vay ho a x p th sp xu hiu ca ri

Nhóm các dấu hiệu liên quan đến mối quan hệ với ngân hàng
- ng cn ca
9
   cung c  t s du hiu quan
trng go chng hoc b t chn
 ng cc bi n tin
g
- ng vay: M m
n n g
khot u d kin.
Nhóm các dấu hiệu liên quan đến phương pháp quản lý của khách hàng
- u ca h thng qun tr ho
- H thng qun tr hong v mn tr,
hoc l
- c honh cu hic honh bi

   p l    ng nht;
Thiu n la c  nn ra
p k honh m
- Qu    u hin thi   i
quo, hun
luy   then cht.
- 
- t h n

Ving rc thc hin t thu thp s li
p ma trn r  quan trng ca ri
vi ta s dng c n sut xut hin ca r
 ca ri ro- M ng ca tn tht, trong  
  ri ro ca mi kho
ng mt s  th  m
ci tr lh s dng
 h tr, b sung trong vi
 ri ro cn vay.
 Mô hình chất lƣợng 6C:
-  ng ph
11
vay chp vng hi
p vi nhim v sn xut kinh doanh cng thi
ch s  n i vn
thu th nhiu ngung NHNN, t 
n, t 
- c ct ca
qu 
.
- Thu nhp cc ht, phc ngun tr
n cng tin t p, tin t 
n, hoc tin t 
- Bm tiu ki ng
n th   tr n 
-  u ki      u ki 
ng theo tng thi k t khu vu kin thu

hạng
Tình trạng
Aaa


AAA
  

Aa

AA

A

A

Baa

BBB

Ba
   

BB


B

B
