"E \ ~q thai gian tnioc mat Nha mioc van nemgiG'c6 phan chi phoi ThOng qua vi$c c6 phan hoa, phat hanh them c6 phieu de thu hut them von va U'Utien ban c6 phan cho ngl10i lac dQng De thl!C hi$n tot dieu can phai quan tri$t mQt tl1 tl1C1ngla co phan hoa ngan hang thl1ang mt cach t6ng quat rui ro KDNT cd ban bao gom: - Rui ro hOng(Operational Risk): La cac rui ro gay bai cac yeu to phi tai chfnh, no bao gom rui ro h$ thong, rui ro gay bai yeu to ngu'ai, rui ro ngau nhien - Rui ro khoan (Liquidity Risk): Rui ro xay ngan hang khong th~ thlfC hi$n vi$c mua ban cua minh tfnh khoan kem cua th! tru'ang (thi tru'ang khong mua, ban ho~c cac vien cua thi tru'ang deu co cung m('>tnhu cau) - Rui ro t6an (Settlement Risk): La kha nang xay mat mat doi tac cua ngan hang vi m('>tIy nao khOng chuy~n so tien theo httrtIu'ngtai ti gia lt (Forward Outright): La giao dich hai ben cam ket S8 mua ban vai m('>tIu't.ty gia da du'tla giao dich trao d6i ngotdong tien du'tSlf thoa thu~n bang h9P dong ttty gia xac d!n~~i Tha ba, co m('>tso nhan to khac cOng co tac d('>ng tai rui ro KDNT nhu': (1) LOtso dong tien co Slf bien d('>ngve ti.gia rat Ian m('>t so dong tien khac lngft hdn; (2) Thai gian ma TTNT, ' T~ cIIi NCAAIIANc - s6 NAN20P4 ~y neu me;'>tngan hang de md me;'>t TTNT cang dai thi sl! bien de;'>ng ve ti gia cang Ian; (3) Doi tac kinh doanh NhCi'ngdoi tac la nhCi'ng.ngan hang Ian co uy tfn thi rui ro kinh doanh voi h9 sa nho he1nnhieu Ian kinh doanh voi nhCi'ngngan hang it ten tu6i Qua me;'>tso phan tfch CC1ban tren day, QLRR KDNT, cac NHTM can thl!C hi$n cac giai phap nhLfsau: dC;!t dLfc;Jctrong tUng ky nham khuyen khich cac can be;'>KDNT phat huy het kha nang cua minh va tinh than trach nhi$m cong vi$c kinh doanh D~c bi~t trang nghi~p vI! QLRR can chu y , M(Jt la: Qui dinh cac hC;!nmuc hc;JpIy doi voi tUng ngan hang va cac giao d!ch vien (GDV) Vi$c nham quan Iy cac rui ro co the xay hoC;!tde;'>ngkinh doanh HC;!n nam gioi hC;!ncho phep Ba la: Sil' dl,jng me;'>tso cang cl,j cac nghi$p vl,j KDNT de QLRR Vi$c phong ngCta rui ro (Hedging) co the dung cac nghi$p vl,j s~n co tren thi trLfong Vi dl,j nhLf phong ngCta rui ro cua giao dich ky hC;!nbang me;'>tgiao dich Swap, dung giao dich quyen ch9n de hC;!nche rui roo Hi$n cac nghi$p vl,j KDNT dadLfc;Jccac NHTMap dl,jngrat linh hoC;!tvoi ml,jc dich phOng ngCta rui ro cho ngan hang muc cho cac GDV phl,j thue;'>cvao kinh nghi$m cua tLtngGDV, muc de;'> Bon la: Quan Iy TTNT co hi$u - Nang cao trang thiet b! ky thu~t rui ro ma ngan hang phai doi m~t, qua de hC;!nche rui ro ti gia Vi$c KDNT hi$n dC;!i,thiet I~p cac phan van chu Sd hCi'ucua ngan hang va xem xet cac TTNT cua ngan hang mem QLRR Trang thiet bi ky thu~t cac phan U'ng cua th! trLfong HC;!n can phai dLfc;JC thl!c hi$n it nhat la me;'>t cong cl,j rat quan tr9ng tc;!o lan/ngay de phong ngCta cac bien muc doivoi cac GDV bao gem: (1) cho ngLfoiquan Iy co day du cac de;'>ngcua ti gia HC;!nmuc giao dich thong tin chinh xac ve rui ro Nam la: Tang cLfong kha nang hoC;!tde;'>ngcua minh Trong KDNT (Intraday Limit);(2) HC;!nmuc trC;!ng thai qua dem (Overnight Limit),hC;!n dl! doan ti gia va da dC;!nghoa cac cac ngan hang nLfocngoai da dung cac phan mem quan Iy KDNT nhLf muc luan nho hC1nhC;!nmuc 10'ilingo'ili t$ kinh doanh De de phong tranh sl! mat dl! doan dung sl! bien de;'>ngcua ti KONDOR (Reuters), Bloomberg ; gia yeu cau cac GDV phai nam ngoai cac h$ thong chuyen dl,jng mat vi$c dong trC;!ngthai kho khac cong gop phan vao vi$c QLRR hC1n;(3) Ngoai co mQt hC;!nmuc vCi'nghai phLfC1ngphap phan tfch la nhLfh$ thong mai gioi yet gia di$n tLt rat quan tr9ng, la hC;!nmuc 16 phan tfch ky thu~t (Technical (Stop-loss limit), hC;!nmuc dam Analysis) va phan tfch tin EBS (Eletronics Brokerage bao rang cac GDV dong trC;!ngthai System), h$ thong MIDAS - Phan (Fundamental Analysis), ngoai cua minh voi me;'>tmuc 16 khong VLfc;Jt vi$c phan tfch cac dong tien vao mem chuyen dl,jng cho be;'>ph~n Back Office qua me;'>tmuc nao do, hC1nla tren th! trLfong(Cashflows) cong la ch!u nhCi'ngt6n that @ chinh n~ng mQt yeu to quan tr9ng tac dQng tai - Tang cLtong dao tc;!odQi ngo hC1n sl! th,ay d6i cpa ti gia can be;'> KDNT va co chinh sach dai Me;'>t cac hC;!n muc da dLfc;JC nge;'> hc;Jp Iy , Stw let Ngoaicac bi$n phap d~t thi cac GDV can phai tuan thu QLRR ma cae NHTM can phaidC;!t Vi$c dao tc;!ocan be;'> KDNTco Cac giai phap tong the'.' : chuyen mon sau sa gop phan Ian vao vi$c bC;!itrong KDNT Vi$c dao tc;!ocan be;'>KDNT can dap ung dLfc;JC yeu cau ve trinh de;'>nghi$p vl,j nghiem tuc cac qui d!nh dLfc;JC,rat can sl! tac de;'>ng h6 trq tU Hai la: Qui dinh cac thu tl,jC ne;'>i phia Ngan hang Nha nLfaCtrong vi$c phc'lt trien thi trLfong ngoC;!i.J$ bQ ve KDNT Cac thu tl,jCne;'>i be;'>nay doi voi cac ngan hang nLfocngoai deu dLfc;JC tuan thu rat nghiem ng~t Ne;'>i dung cua no bao gem cac qui d!nh ve vi$c phan tach nhi$m Vl,jro kinh doanh cao, vi$c nghien cuu thi trLfong ch~t cha, doi hoi tfnh nang de;'>ngnhC;!ybem, co kha nang phan tfch danh gia xu hLfong bien de;'>ng rang giCi'a be;'> ph~n giao d!l i I cua thi trLfongtrong nLfoccong nhLf (Dealing Room) va bQ ph~n Back quoc te KDNT tren thi trLfongquoc te la me;'>t cong vi$c cang th~ng, doi hoi suc lam vi$c cao, ben bi Vi$c kiem lc;Ji' nhu~n cho ngan hang cac doi tac tren th! trLfong quoc te la nhCi'ngngLfoico chuyen man rat cao la me;'>t cang vi$c khOnghe dC1ngian Cac NHTMcan co chinh sach khen thLfdng doi voi cac can be;'>kinh doanh gioi, muc thLfdng can dLfc;JC qui dinh gan lien voi muc lc;Jinhu~n TtW em NCAAIIANC - s6 NAM'2004 lienng?n h~ng, hO,an thi$n 9rinh sach quanIy lTNT, ",tc;!o dieu kt$nde hoan thi$n v~ mo re;'>l1gcap nghi~p' vu KDNT, hinh than~'ca6,c6ng ty rr;6i'giai ngo'~i hoi, hLJ'6~gi;thrtr.Lfong' ngoC;!ihoi Vi$t Nam hoa r:\h?p\!ofth,e Office, cac qui dinh ve giO giac giao giaj;o "," ';ii; -:".'}'-'"' ' dich, ve cac chi d~n toan, vi$c HO'iltde;'>ngKDNT.neHdLrgc quap xac minh va kiem toan nQi bQ - vi$c -'" Iy me;'>tcach~hoar.9c' sa manfjl~t I.~i xac minh h$ thong QLRR nhu~ri,lan, dong.,gopvao"ttcach de;'>c I~p so voi Phong KDNT,kiem~~.i~ dam bao rang m9i trC;!ngthai ~ nhu~n chungct"ioyacNHTM Hy v9ng rang trori'91xuhLfangjh9rph~p! cac NHTM Vi$t Nam\se,co~mQt bLfOCtien moi tron.g hoat~dong KDNT, gop phan dLfa:hb'ilt de;'>rig~.ay me;'>ttrong nhCi'ng hO'ilt de;'>ng quan tr9ng mang I'ili lc;Ji nhu~n chung cho nganh Ngan hang 33 ... de;'>ng ve ti gia cang Ian; (3) Doi tac kinh doanh NhCi'ngdoi tac la nhCi'ng.ngan hang Ian co uy tfn thi rui ro kinh doanh voi h9 sa nho he1nnhieu Ian kinh doanh voi nhCi'ngngan hang it ten tu6i... hOng(Operational Risk): La cac rui ro gay bai cac yeu to phi tai chfnh, no bao gom rui ro h$ thong, rui ro gay bai yeu to ngu'ai, rui ro ngau nhien - Rui ro khoan (Liquidity Risk): Rui ro xay ngan hang khong... vi$c tron tranh rui ro Wc la khong lam gi rui ro xay Vi$c QLRR KDNT xuat phat tU' cac Iy sau: (1) Bao v$ ngan hang khoi nhG'ng mat mat, thi$t h