Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bank
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bank
Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bank
MINISTRY OF EDUCATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHLVIINH CITYTRÂN THIẸN DUYInterest rate risk managementAcase study of Saigon c.ommer.ci Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bankial bankMASTER’S THESISHo Chi Minh City -2010MINISTRY OF EDUCATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHIMINH CITYỂÈTRẢNTHIẸN DLYInterest rate risk managementA case study of Saigott commercial bankMASTER’S THESISInFinance- Banking OlogyCode: 60.3L12SupervisorPIì.D NGUYÊN Till NGỌC TRANGHo Chi M Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bankinh City -2010iAcknowledgements1 would like to express my heartfelt gratitude and deepest appreciation to my research supervisor. Ph.D Nguyen Thi NgocLuận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bank
Trang for her precious guidance, share of experience, ceaseless encouragement and valuable suggestion, advice and help. Without her. this study couldMINISTRY OF EDUCATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHLVIINH CITYTRÂN THIẸN DUYInterest rate risk managementAcase study of Saigon c.ommer.ci Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bankfor their support and valuable knowledge during my study in UFĨĨ. I also express my appreciation to Professor Dr. Nguyen Dong Phong. UEH deputy rector, for creating the MBA program in F.nglish.Ĩ also wish to thank my colleagues from SCB, my friends in Tinnghia bank, Vietbank. ACB, Saigonbank, LicnVi Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bankct bank. HDbank to help me during colleling data as well as support me during doing research, specially, my thanks go to Mrs Hua Minh Dai University oLuận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bank
f Phoenix in Arizona USA. and Mr Nguyen ĨĨUU Thu- banking specialisl-for a lot of useful information and advice sent during my study.Last but not leasMINISTRY OF EDUCATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHLVIINH CITYTRÂN THIẸN DUYInterest rate risk managementAcase study of Saigon c.ommer.ci Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bankncouragement during my entire study period.iiAbstractInterest rate risk is one of important financial risks to banking business as other financial intermediaries. The fluctuation of interest rate risk affects directly the bank’s balance sheet issuances. The changed structure of bank's balance sheet Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bankcauses the relative movement of a bank's earnings and net worth.Many large banks have to set up their own process and principles to manage interest raLuận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bank
le risk which is based on the content guidelines of Basel 11 as the standard procedure in terms of risk management in order to manage interest rale riMINISTRY OF EDUCATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHLVIINH CITYTRÂN THIẸN DUYInterest rate risk managementAcase study of Saigon c.ommer.ci Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial banksis, and option adjusted spread analysis. Each method has its strengths and weaknesses. Choosing an appropriate method depends on the source of interest rate risk, the complexity of operation and capability of that model. While some foreign banks in Vietnam such as HSBC. ANZ use simulation and value Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bank at risk as main techniques for interest rate risk measurement, a large number of Vietnamese banks measure their interest rale risk by the maturity gaLuận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bank
p or dollar gap method as fundamental analysis. Actually, some banks in Vietnam do not pay attention to interest rale measurement seriously. ThereforeMINISTRY OF EDUCATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHLVIINH CITYTRÂN THIẸN DUYInterest rate risk managementAcase study of Saigon c.ommer.ci Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bankages of those methods. In reality, the current method that Vietnamese banks use to calculate their interest rate risk is inappropriate due to the interest rate fluctuation in recent years and itiiishall need being replaced. A more appropriate method, earning simulation model or income simulation mod Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bankel, which can cover all shortcomings of the dollar gap should be discussed and suggested to apply for interest rale risk measurement in the context ofLuận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bank
Vietnam.Basing on the analysis of real situations, this paper also proposes some recommendations for rhe Vietnamese banking system to apply such a moMINISTRY OF EDUCATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHLVIINH CITYTRÂN THIẸN DUYInterest rate risk managementAcase study of Saigon c.ommer.ci Luận văn thạc sĩ UEH interrest rate risk management, a case study of saigon commercial bank rale risk; spread.ivMINISTRY OF EDUCATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHLVIINH CITYTRÂN THIẸN DUYInterest rate risk managementAcase study of Saigon c.ommer.ciGọi ngay
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