Tải bản đầy đủ (.pptx) (27 trang)

ĐÁNH GIÁ KHẢ NĂNG ÁP DỤNG VÀ XÂY DỰNG LỘ TRÌNH ÁP DỤNG BASEL III TẠI VIỆT NAM

Bạn đang xem bản rút gọn của tài liệu. Xem và tải ngay bản đầy đủ của tài liệu tại đây (313 KB, 27 trang )




Nhóm thực hiện: Nhóm 39
Nguyễn Hoài Đông K094040534
Danh Sô Re Gia K094040535
Đậu Hùng Khởi Nguyên K094040576




!
"

#
$%
&
 $'%
&
(%
&
 
)
*

 $$ +
,
-
&
%
&


 
,


 !"#$%&!'()*+,

-#."/0!1 "2##."3 & *456#78#9! :*;/0<!=1><$
5!3 $?#6+*?#!#@*;.A*4.BC

= D "E!*;";"#( (F67F)5")4'#;6G"&H9H)#&"#C



I/H"JKL7M$7% !'# !H9H))*+(7% !+7F)*KL
7M$"#NB*47F)*K#;!8H9H)6O#P#1;)C

K#&"#QM$><$5!*R!S*;K6T"H)!"#U'V"# 0(#L!!W
"H)! 'K"#?"H/U!>. C

H('#"= # M3 ;"*"2#"##'#)F";"#( #)!<#4!3 ;"
7X!"JK"##'#)F!Y#8"H)!Z!4$*4"JK. "HQ"##'#)F4
#8C


#)'#)8#1[$7*!&6&"!<#4!"#5#K"H('#
"8&!<#4!3 ;""WE6BABE6BA\C]K"#5#K^
"8)&5+*+&!<#4!" $#=<$4_`*a!#Y#)&!<
#4!3 ;";6G""#&#"#NH9H)4!!4$4!#N"8"H)!7;F#
'#"#K"8C


 $$ +

#N#."1<!)#."/0!*;7RY&'#)Fb";"#_!Q!<
#4!"E!'#FE!#;!c"H)!"#U'V'#d'#ECef#."/0!'g6'#. "HW
"#h!*4)*;%O!i

#N #1 $=  D  &!< #4!7% !"#=6*; #86N"; "#(  * *;
"E!1-j*k\l#/!]-A"E!ml=nl1*;%O!"E!Blm1l

 $$ +

#N71!+"#K #/_!#&!&6&"")4*@6O#K"#;!(&!<#4!
&o!

#N "/1 3 $ ?# * "=  # M "## '#)F ; *+ & !< #4!  "E! '#F
E!"##'#)F1#;!c!Y#8*peY6!af"##'#)F*4#."
/0!)i

$%
&

 ./"0!0 12"0!!
3456789:7;<7 AA1Bl AA1qBl
Bảng 2.4. Tỷ lệ an toàn vốn của toàn ngành Ngân hàng năm 2010 – 2011
(Nguồn: UBGSTCQG)
-jql"#)"#O!"/;AZ1#D& &N!6O

"&#!#=6!E

"C

 $ #= d >  #/+! #< #d6 Hr HK"C s  +1 j!H7' *4 ]"7' *k
'#O!"#(8"/03 $?#*6N")4*;";"#( ql"H)!E6BACt 4$4&!
)!8 >g""H=#/_!KH9H)#K"#;!C


$%
&

$ $ $   $  $ 
"0!0 q \1B n1q q1ZB AZ1AA A1ZB A1m A1\m
3456789:7;<78<=8>=?@AB6/C8D< 7./"0!0EFG7;HIJ
p#;s-u13 $6O+d> "#8"/0$= D 6+9
*"JK")4*;C
H&81&s-u#v"#55!G'#d'#E"H/+$= D "E!
*;"5d#X6F67F)")4C


ZAwnwBAA1-j9# %#D#/j-1f)67'1x>67'1#)67'1
tO!y1z <{|8""H=ql"#)"#"#D9#O!"/;AZC

AAwBAA1*kLs%#D*#86"JK")4*;";"#( C

#)"#"#D!#??#AmA"#&!nE6BAA1*kLAs-ue#6"J"H}!
Zn1qlid*; K/+ZC"J:!C

#/*$1R!|"AE6#/!6";!<#4!#v9]K"6*k'#O!"#(
8"/0&3 $?#F67F)6N*;#&?#C

$'%
&

(%
&
 )

Thứ nhất, đối với khối NHTMCP1!)8"WE6B\$13 $6O"%!"4
F"E!"H/`!68#emlwE6iCH)!'#d*;"5d"E!"H/`!#/!'#O!
"#)'?C
t dk#K"/0!#K;")4*;9#d6!<#4!4$d> "#
!F6*4)E6BA~BAAC

$'%
&
(%
&
 )
#)1(F67F)#K;")4*;%?#R!*+"JKL7M$"E!
)H9H)"6M"H)!#K"#;!sCt;*+'#;s-u1> #/+!#K;L
7M$"4#2#)d"#(#"#.$'#&HrCH=4"E!#/#K$1'#FE!#;!
c9s-u"H/+H9H)4H."&!)!8C

$'%
&
(%
&
 )

Thứ hai, đối với nhóm NHTMNN1"#4#u•*4#&"#4#%# "E!*;
 K17&%#D#)&"%#N/+!)4€!#/#/07% !*;
!d"W-#2##9="J"H}!*;"5d"H="%!"4F|"E!="/_!;C
 $#=-j*k'#O!8"$= D "#)"#O!"/AZC_"#1"JKL7M$

9'#;4$8`6N)#_)*+'#;s-u

$'%
&
(%
&
 )

Thứ ba, xét trên khía cạnh toàn hệ thống1#•"= ")4*;9")47s
]K"68""H=6NqlC $#=1 4$#/"#(#K/06N9*;
9#K"#;!sC
`"#N#."1#D6k ;"#)3 $?#9#O!"/AZ6+#•>&?#H9H)
"2o!#N#/"2#H9H)"#?"H/U!*4H9H)#)8"!eH9H)"&!#KiC

$'%
&
(%
&
 )

#)1D<!6N")4*;"+AZl(7)!:6FH9H))7
!'#"*@6OeH9H)d"2## 'Vi*4H9H)#g)"H)!"H/U!#0!<#4!
#)8"!"#)6O#P#")4"4#2#C_"#1'#&#!&"H)!6;3 #K
*+&s"H)!'# *516N")4*;9&s]K"6`6N
'#&"#.

$'%
&
(%
&

 )
K@<AL=6 $
=586/ AA1\l
$=586/
$7MNA7L9:=
AA1AZl
B\1\l
O@7LK@<A AA1\l
P7C AZ1nl
7Q97RD=6 A‚1nl
646SD=6 An1ml
6T=D867 AZ1nl
>=4=UU=7RD An1‚l
>V=67 A1l
5D<6789:7;<7>58><7LAVA$8W==586/;:/C8D<X@<AL=68OY78>ZL=N=
eNguồn: Định hướng và giải pháp cơ cấu lại hệ thống ngân hàng Việt Nam giai đoạn2011 – 2015)

[\
&


rH4!1'#'#"> ."#K#a!7."%1&sd"#(!G#a!'#d'#E
#_H."# )*+"H)!!)87P#"#/U!9'#"C]K<!)
6N")4*;"/_!"5#/6"S".6K6T!Q&s#;!&SQ;T
"W6O"H/U!'#)#7!C



]+3 $?##/*$16";ƒ'#)HX!1&s]K"6#)4")4d"#(
&o!"#)e#O!"/AZ1-jql)#_\l3 ?#*4w"E!8"

A1l E6BA\i

 $#="#)ƒ'A;# $=!16";!<#4!9]K"6#/„
4!*+!$"8"#U(64$1#N#/dC



I(8"/0#F&N!

I<R"/*O!!#=


-_`#8"D!#."/0!

-f…"#55#&""H(
H/+'##Q!"";/ #d*;
-#.#'# O'#%#)")4#K"#;!!<#4!]K"6"+"#U
(6E6BA4#_'#d



4!F#&";/ 1#/! #K"#;!!<#4!]K"6'#O!d$ 
";E7F*_`#8"D!"#P'#O!"#("C
],]")67'1]"7'1]16GR#K F67F)-j\l"#)z $"
?#m‚5# M65'")&]K"6K#'#"2#8"#)# M65'
")&3 ;"C
=8#d1*;.BL#8#†*;*$6/04#8("2#*4)*;"5d
4#8#C
sG"'#&1*K&#!&8"4F;?#9&!<#4!#//0"#5#KC




yo!!Q,
‡z Fƒ"4#2#";"C
‡8) '=

";"#)'#"]K"6C
‡IG 7K"1 "H)! ) 6Y" & #4 D  "/ /+ !)41 "#? "H/U! "4 #2# !<
#4!]K"6/0E

"6"#_C

KẾT LUN

"#.$K/+*;4!F#&";/ "H)!3 F"H?H9H)9sC
 $#=1#K#K"#;!!<#4!]K"6L!G# '#d'#E"H)!*K&
o!C#/!'#FE!&o!4d"#( ]K"6/H&
!F #&1 #2# &# #X6 '#Y #o #a! '#d '#E1 "#  d" 9 #K "#;!
!<#4!C

%
&
\K\

]K"6Dd"HP#o"#(*"#U!"H)!*K&o!*4
"H=_`"#6'#F)'#!#K69&/+|"H('#C

€!D><$5!'#)8#o"#(=3 &o! *4
"#)d#.68#*Kphân loại ngân hàng trong triển khaiBasel II & IIIC


%
&
\K\

ˆ&?#86k ;9O!"#N"#)#/+!"2##0"#=6H9H)"#?"H/U!*4
t"#)Q!3 $?#9C

-D"H)3 $#)-_3 "##"H1!&6&"!<#4!Q!#/'# $!#?
"H)!"Ho"9#K/+C

#5#K!#=N 6O#P#>&?#6NF##/`!"#?"H/U!"4#2#
*4'#"'#6"s7?#&F

%
&
\K\

ˆ&?#"HP#&o!6N")4*;"#)3 $# M"#O!3 *K,

quy định mức đủ vốn tự có thực

quy định về tấm đệmvốn chống rủi ro chu kỳ kinh tế

quy định tấm đệm vốn chống rủi ro hệthống từ sự liên thông của các thị
trường.

×