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研究生: 阮文俊
研究生(外文): Nguyen Van Tuan
論文名稱: The Key Successful Factors In Credit Risk Management Skills – The Case Study of The Agribank HCMC Branch
論文名稱(外文): The Key Successful Factors In Credit Risk Management Skills – The Case Study of The Agribank HCMC Branch
指導教授: 廖世仁
學位類別: 碩士
校院名稱: 樹德科技大學
系所名稱: 金融與風險管理系碩士班
論文出版年: 2011
畢業學年度: 99
語文別: 英文
論文頁數: 22
中文關鍵詞: Credit risksRisk managementAgribankRisk FrameworkManagement of Commercial creditsCommercial PortfoliosConsumer Portfolios
外文關鍵詞: Credit risks, Risk management, Agribank, Risk Framework, Management of Commercial credits, Commercial Portfolios, Consumer Portfolios
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Today is the era of high growth of economy, including society, open markets and the development of economic relations and international trade. This condition is favorable for the production and business activities in general and in particular commercial banks. However, the risks level implicit in the modern economy is tied to the opportunities and challenges that economic integration brings.

For Bank operations and activities in the field of currency trading, credit has closely tied with customers and the organic economy through the implementation of business services activities provided by banks such as raising capital, lending, payment services and other activities. The main reason that the risks to banking activities are diverse, and potentially appear associated with each service activities and the impact are varying degrees, including credit risk. If credit risks happen, there should be enormous impacts and influence directly the survival and development of every credit institution. Higher the impact on the entire banking system is found.

Because the traditional credit service activities are still and will continue to be major source of incomes for banks So this thesis discusses theoretical basis for credits in the market economy, including concepts, types of credit, factors that cause credit risks. This thesis also studies in depth of credit activities and current procedure of credit risks management at Agribank HCMC Branch. The objective is to help the bank managers and workers aware of credit depth and gain experience to predict what might happen of credit risks on customer transactions, so they can easily recognize the signs of risk which may occur at their work.


Today is the era of high growth of economy, including society, open markets and the development of economic relations and international trade. This condition is favorable for the production and business activities in general and in particular commercial banks. However, the risks level implicit in the modern economy is tied to the opportunities and challenges that economic integration brings.

For Bank operations and activities in the field of currency trading, credit has closely tied with customers and the organic economy through the implementation of business services activities provided by banks such as raising capital, lending, payment services and other activities. The main reason that the risks to banking activities are diverse, and potentially appear associated with each service activities and the impact are varying degrees, including credit risk. If credit risks happen, there should be enormous impacts and influence directly the survival and development of every credit institution. Higher the impact on the entire banking system is found.

Because the traditional credit service activities are still and will continue to be major source of incomes for banks So this thesis discusses theoretical basis for credits in the market economy, including concepts, types of credit, factors that cause credit risks. This thesis also studies in depth of credit activities and current procedure of credit risks management at Agribank HCMC Branch. The objective is to help the bank managers and workers aware of credit depth and gain experience to predict what might happen of credit risks on customer transactions, so they can easily recognize the signs of risk which may occur at their work.


TABLE OF CONTENTS

ABSTRACT  i
ACKNOWLEDGMENTS  ii
Chapter1: INTRODUCTION  1
1.1. Background  1
1.2. Research motive  1
1.3. Research objective  1
1.4. Scope of research  2
1.5. Research Structure  2
1.6. Limitations  2
Chapter 2: LITERATURE REVIEW  4
2.1. Some general issues of credit and credit risk 2.1.1. The concept of credit • Concept  4
2.1.2. Credit risk and related issues 2.1.2.1. The concept of credit risk  4
2.1.2.2. Types of credit risk  5
2.1.2.3. Characteristic of credit  7
2.1.2.4. Relationship between credit risk and other risks in banking activities  8
2.2. Credit risk management and the need to manage credit risk  9
2.2.1. Credit risk management  9
2.2.2. The need of credit risk management  9
2.2.3. Credit risk management steps taken  10
2.2.3.1. Identify risks  10
2.2.3.2.  Quantifying credit risk  11
2.2.3.3. Credit Risk Assessment  12
2.2.3.4. Measures to limit credit risk  14
2.3. Experience in credit risk management in some countries  17
2.4. Previous Research  18
Chapter 3: RESEARCH METHODOLOGY  1
3.1. Research credit risk management framework  1
3.2. Methodologies  1
3.3. Research Instruments  2
3.3.1 Data collection instruments  2
3.3.2 Reliability and validity of the questionnaires  2
3.4. Specific research methods  2
3.4.1. Data Collection methods  2
3.4.2. Methods of analysis and evaluation  3
3.4.3. Synthesis  3
Chapter 4:  DATA ANALYSIS AND RESULT  5
4.1. Data analysis  5
4.1.1. Analyze the situation and mobilizing capital for loans of Agribank HCMC Branch  5
4.1.2. Analyzing credit outstanding under the term debt  7
4.1.3. Analysis by type of customer  8
4.1.4. Analyzing the credit quality of Agribank HCMC Branch  9
4.2. Assessment of credit risk at Agribank HCMC Branch  10
4.2.1. Analysis and evaluation of credit risk at Agribank HCMC Branch  10
4.2.2. The causes of risk  10
4.3. Analysis and evaluation of the management of credit risk of Agribank HCMC Branch  13
4.3.1. The results achieved  13
4.3.2. These limitations exist  14
Chapter 5: CONCLUSIONS, LIMITATIONS AND FUTURE RESEARCH  16
5.1.Conlusion .  16
5.2. Future research suggestion  16
5.2.1. For the State Bank  16
5.2.2. For the government and related industries.  17
5.2.3. For Agribank Vietnam  17
REFERENCES  21


LIST OF FIGURES

Figure 1.Research Structure  2
Figure 2.Models of credit risk management  9
Figure 3.Relations based on the principle of credit repayment  10
Figure 4.Proposed Credit Risk Pricing Model  12
Figure 5.Types of Credit Risk  17
Figure 6.Research Framework  1
Figure 7. To ensure safety of capital expenditure  19


LIST OF TABLES

Table 1.on the mobilization of capital at Agribank HCMC Branch  5
Table 2.Situation loans at Agribank HCMC Branch  6
Table 3: Outstanding loans at Agribank HCMC Branch under the term debt  7
Table 4: Lending situation at Agribank HCMC Branch by customers:  8
Table 5: Report loan classification at Agribank HCMC Branch  9
































LIST OF CHART

Chart 1:  On the mobilization of capital in HCMC Branch Agribank  5
Chart 2: lending situation at Agribank HCMC Branch  6
Chart 3: Outstanding loans at Agribank HCMC Branch for a term container  7
Chart 4: Situation at Agribank HCMC Branch lending by type of customer  8
Chart 5: Outstanding credit by creditors in the group Agribank HCMC Branch  9



REFERENCES



[1]Venkatesh, V, & Davis, Fred D, Feb 2000, “A Theoretical Extension of the Technology Acceptance Model: Four Longitudinal Field Studies”, vol. 46, no. 2, pp. 186-204
[2]Brandley R.schiller , Economy today, Publishi national university
[3]Financial Technology Transfer Agency (2003- 2005), Banking strategy and bank organisation, Luxemburg
[4]David S.Kidwell (1997), Financial Institutions Market and Money, Dryden Press
[5]Dr. Edward I. Altman- 1998 (Stern School of Business New York University)
[6]Anna Pilková1 01-01-2008 (Chief Risk Officer Opinions- Princeton University Press)
[7]Dwight Ritter (2002), Modern Banking - Skills development
[8]Dr. Bart Baesens and Dr. Ir. Tony Van Gestel- 2009 (Katholieke Universiteit Leuven, Belgium and management University of Southampton, United Kingdom)
[9]Francesca Taylor (2000), Mastering Derivatives Markets, Second edition, Financial times Prentice Hall
[10]Cary L. cooper, Derek F. Channon (1998)
[11]Peter S. Rose (2001), Commercial Bank Management, International edition, McGraw-Hill Irwin
[12]Richard A. Brealey, Stewart C. Myers, Principles of Corporate Finance, Sixth edition, McGraw- Hill Irwin
[13]Thomas P. Fitch (1997), Dictionary of Banking Terms, Barron’s Edutional Series Inc.
[14]Robert Christen and Deborah Drake (2001), Commercialization of Microfinance, on  http://www.bwtp.org/arcm/mfdm/library.html
[15]Timothy W. Kock (1995), Bank Management, University of South Crolina.
[16]Law on State Bank (2003), National Politics Publishing
[17]Law on Credit Institutions (2004), National Politics Publishing
[18]Alex Erskin, Erskinomics Consuling Limited, Australia (2004)
[19]Banking Journal (2005 - 2010)
[20]Annual report of Agribank HCMC Branch (2008-2010)
[21]According 493/2005QD- NHNN decision dated (Apr 22, 2005)


Website:
http://www.microfinance.org.vn
http://www.web.worldbank.org
http://www.fetp.edu.vn
http://www.cep.org.vn
www://vneconomy.vn
http://en.wikipedia.org/wiki/Internal_consistency
http://www.sbv.gov.vn/wps/portal/vn
http://www.agribank.com.vn/
http://www.chinhphu.vn







 
 
 
 
                                                                                                                                                                                                                                                                                                                                                                                                               
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