Luận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank
➤ Gửi thông báo lỗi ⚠️ Báo cáo tài liệu vi phạmNội dung chi tiết: Luận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank
Luận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank
iiiACKNOWLEDGEMENTI would like to express my honest gratitude to my devoted research Supervisor. Dr. Le Thai Thuong Quan, for his assistance and valua Luận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank able guidance during the course of fulfillment this thesis.I would like to thank my colleagues from Vietcombank. who have helped me in collecting data for this thesis: Ms. Nguyen Thi Minh Trang from An Giang Branch. Ms. Le Mai Trinh from Dong Thap Branch. Especially. I would like to express my since Luận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank re thanks to Ms. Ho Thi Bich Lien - chief accountant of An giang Branch for her recommendation to Ms. Phung Nguyen Hai Yen, Deputy Director of FinanceLuận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank
and Accounting Department in Vietcombank head office.I would like to avail this opportunity to express my appreciation to Professor Nguyen Dong PhongiiiACKNOWLEDGEMENTI would like to express my honest gratitude to my devoted research Supervisor. Dr. Le Thai Thuong Quan, for his assistance and valua Luận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank Post-graduate Faculty- University of Economics Hochiminh City for their teaching and guidance during my Master in Banking course.Finally. I would like to extend my deepest gratitude to my beloved family, special thanks to my husband. Pham Trung Khanh, my son. Tony for their endless love and great su Luận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank pport during study period.ivABSTRACTWith the volatility in the interest rate recent years, the interest rate more becomes a vital problem of VietnamesLuận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank
e bankers. Fluctuations in the interest rate since 2008 that effected sharply to the bank's interest income and value, making interest rate risk managiiiACKNOWLEDGEMENTI would like to express my honest gratitude to my devoted research Supervisor. Dr. Le Thai Thuong Quan, for his assistance and valua Luận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank rest rate risk exposure through the use of various hedging strategies and instruments as well as balance sheet adjustment.This qualitative research measures the interest rate risk in Vietcombank - the leader in interest rate maker in domestic banks by using the gap model (dollar gap) also referred t Luận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank o as the funding gap or the maturity gap. The research shall investigate the movement of the Vietnam interest rate in financial market since 2008. TheLuận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank
n it will analyze the gap (dollar gap) in Vietcombank financial statement to measure the interest rate risk that affected to the income of the bank. FiiiACKNOWLEDGEMENTI would like to express my honest gratitude to my devoted research Supervisor. Dr. Le Thai Thuong Quan, for his assistance and valua Luận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank rest rate risk, interest rate risk measurement, asset and liability management. Vietcombank. financial statement. SBV. VNIBOR.VCONTENTSAcknowledgementAbstractContentsList of TablesList of FiguresAbbreviationsChapter 1:INTRODUCTION1.1Background, context and rationale for the research11.2Why is the pr Luận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank oblem worth addressing?21.3Objectives/goals of the research31.4Methodology41.5Data analysis and finding51.6Study structure5Chapter 2:THEORY OF INTERESLuận văn thạc sĩ UEH measure the interest rate risk, a case study of vietcombank
T RATE RISK ANDINTEREST RATE RISK MEASUREMENT2.1Background62.2Risks assumed by banks72.2.1Credit risk2.2.2Interest rate risk82.2.3Operational risk82.2iiiACKNOWLEDGEMENTI would like to express my honest gratitude to my devoted research Supervisor. Dr. Le Thai Thuong Quan, for his assistance and valuaiiiACKNOWLEDGEMENTI would like to express my honest gratitude to my devoted research Supervisor. Dr. Le Thai Thuong Quan, for his assistance and valuaGọi ngay
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