Luận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank
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Luận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank
MINISTRY OF EDI CATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHIMINH CITYTRAN THIF.NI DUYInterest rate risk managementA case study of Saigon commerc Luận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank cjal bank’MASTER’S THESISHo Chi Minh City -2010MINISTRY OF EDUCATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHIMINH CITYMIRAN IHIF.N DUYInterest rate risk managementA case study of Saigon commercial bankMASTER'S THESISInFinance- Banking OlogyCode: 60.3 L12SupervisorPh.D NGUYÊN Tin NGỌC TRANGHo ('hi Luận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank Minh City -2010iAcknowledgementsI would like to express my heartfelt gratitude and deepest appreciation to my research supervisor, Ph.D Nguyen Thi NgLuận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank
oc Trang for her precious guidance, share of experience, ceaseless encouragement and valuable suggestion, advice and help. Without her. this study couMINISTRY OF EDI CATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHIMINH CITYTRAN THIF.NI DUYInterest rate risk managementA case study of Saigon commerc Luận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank ) for their support and valuable knowledge during my study in UF.II. Ĩ also express my appreciation to Professor Dr. Nguyen Dong Phong, UEH deputy rector, for creating the MBA program in English.Ĩ also wish to thank my colleagues from SCB, my friends in Tinnghia bank. Victbank. ACB, Saigonbank. Lien Luận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank Viet 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 UniversitLuận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank
y of Phoenix in Arizona USA. and Mr Nguyen Huu Thu- banking specialist-for a lot of useful information and advice sent during my study.East but not leMINISTRY OF EDI CATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHIMINH CITYTRAN THIF.NI DUYInterest rate risk managementA case study of Saigon commerc Luận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank encouragement 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 shee Luận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank t causes 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 interestLuận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank
rale 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 MINISTRY OF EDI CATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHIMINH CITYTRAN THIF.NI DUYInterest rate risk managementA case study of Saigon commerc Luận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank lysis, 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 val Luận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank ue at risk as main techniques for interest rate risk measurement, a large number of Vietnamese banks measure their interest rale risk by the maturityLuận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank
gap or dollar gap method as fundamental analysis. Actually, some banks in Vietnam do not pay attention to interest rale measurement seriously. TherefoMINISTRY OF EDI CATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHIMINH CITYTRAN THIF.NI DUYInterest rate risk managementA case study of Saigon commerc Luận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank ntages 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 itiỉishall need being replaced. A more appropriate method, earning simulation model or income simulation m Luận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank odel, which can cover all shortcomings of the dollar gap should be discussed and suggested to apply for interest rale risk measurement in the contextLuận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank
of Vietnam.Basing on the analysis of real situations, this paper also proposes some recommendations for rhe Vietnamese banking system to apply such a MINISTRY OF EDI CATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHIMINH CITYTRAN THIF.NI DUYInterest rate risk managementA case study of Saigon commerc Luận văn thạc sĩ interrest rate risk management, a case study of saigon commercial bank st rale risk; spread.ivMINISTRY OF EDI CATION AND TRAINING UNIVERSITY OF ECONOMICS- HOCHIMINH CITYTRAN THIF.NI DUYInterest rate risk managementA case study of Saigon commercGọi ngay
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