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  6. Quản lý rủi ro tín dụng tại Ngân hàng Nông nghiệp và Phát triển Nông thôn tỉnh Thái Nguyên

    Luận án tiến sĩ năm 2013
    Đề tài: CREDIT RISK MANAGEMENT IN AGRIBANK – THAI NGUYEN PROVINCE
    Quản lý rủi ro tín dụng tại Ngân hàng Nông nghiệp và Phát triển Nông thôn tỉnh Thái Nguyên
    Luận án được trình bày bằng tiếng Anh




    TABLE OF CONTENTS
    TITLE PAGE Page
    APPROVAL SHEET . ii
    DEDICATION . iii
    ACKNOWLEDGMENT iv
    ABSTRACT .v
    TABLE OF CONTENTS .x
    LIST OF TABLES xii
    LIST OF FIGURES . xiv
    CHAPTER
    1 INTRODUCTION 1
    Background of the Study .2
    Statement of the Problem 3
    Hypothesis of the Study 5
    Significance of the Study 5
    Scope and Delimitation .6
    Definition of Terms .6
    2 REVIEW OF LITERATURE AND RELATED STUDY 8
    Review of Related Literature 8
    Review of Related Studies 31
    Conceptual Framework .55
    3 METHODOLOGY 56
    Research Design 56
    Population and Sampling 56
    Sampling Design and Techniques .57
    Research Instruments 58
    Data Gathering Procedures .59
    Statistical Treatment .60
    4 PRESENTATION ANALYSIS AND INTERPRETATION OF DATA 61
    5 SUMMARY OF FINDINGS, CONCLUSIONS AND RECOMMENDATIONS.91
    Findings 91
    Conclusions .96
    Recommendations .97
    BIBLIOGRAPHY 99
    APPENDICES A .101
    APPENDICES B 102
    QUESTIONNAIRE .103
    CURRICULUM VITAE 109




    ABSTRACT
    This study was conducted on the basis of practical reasoning combined with
    analysis of the status and operation characteristics of the Bank for Agriculture and
    Rural Development, Vietnam to build a strategy for credit risk management
    effectiveness, which proposed solutions and recommendations for improvement,
    improve credit risk management of the Bank for Agriculture and rural Development
    of Vietnam, contributing to the economic restructuring of agriculture and rural
    towards industrialization and modernization, promoting our country's economic
    integration and development.
    The result will the present situation of credit risk in terms of bad debts, undue
    debts, overdue debts, debts requiring attention, under qualified debts, doubtful debts
    and frozen debts. as perceived by managers and staff of the Agribank, and from that,
    the researcher recommended the appropriate solutions to limit credit risk in effective
    ways in bank.
    The findings of the study shows that with respect to “segment structure which
    contain the big risks”, respondents evaluated it with mean of 3.5 corresponding to
    level More Risky. The evaluated the item “Credits for industries” with highest mean
    of 3.6 corresponding to level More Risky and ranking first of all. They evaluated the
    item “Credits for service sector” with lowest mean of 3.2 corresponding to level Risky
    and ranking last of all. For overall assessment of both managers and staffs, they
    evaluated all items of ‘types of customers, which contain the big risks” with mean of
    3.4 corresponding to level More Risky. They evaluated the item “individuals” with
    mean of 3.6 corresponding to level More Risky and ranking first of all. They
    evaluated the item “Big companies and organizations “ with lowest mean
    vi
    corresponding to level Risky and ranking last of all. For overall assessment of two
    groups of respondents, they evaluated all items of “not have guarantee properties”
    with mean of 3.1 corresponding to level Risky. They evaluated the item “Not have
    guarantee properties” highest mean of 3.6 corresponding to level More Risky and
    ranking first of all. While, the item “Have guarantee properties’’ was evaluated with
    lower mean corresponding to level Less Risky. With respect to “the account
    outstanding acc to time”, two groups of respondents evaluated short term credit with
    highest mean of 3.5 corresponding to level More Risky and ranking first. While, the
    item “medium and long term credit” received lower mean of 3.2 corresponding to
    level Risky and ranking last. With respect to overdue debts, both groups of managers
    and staffs evaluated all items of “overdue debt” with mean of 3.3 corresponding to
    level Risky. They gave highest mean of 4.3 for the item “Both principal and interest
    can be recovered partially” corresponding to level Most Risky and ranking first.
    While, the item “Both principal and interest can be recovered fully” was evaluated
    with lowest mean of 2.4 corresponding to level Less Risky and ranking last of all.
    With respect to undue debt, both groups of respondents evaluated “undue debt” with
    mean of 3.2 corresponding to level Risky. They evaluated the item “Customers are
    traditional borrowers” with highest mean of 3.5 corresponding to level More Risky
    and ranking first of all. They evaluated the item “It is easy to collect principle and
    interest” with lowest mean of 3.1 corresponding to level Risky and ranking last of all.
    With respect to “debt requiring attention”, two groups of respondents evaluated “debt
    requiring attention” with mean of 3.6 corresponding to level More Risky. They
    assessed the item “The interest rate is suitable for customers” with highest mean of
    3.6 corresponding to level More Risky and ranking first. While, the item “The
    mechanism for this debt is so clear” received lower mean of 3.5 corresponding to rank
    vii
    last. With respect to qualified debt two groups of respondents evaluated “qualified
    debt” with mean of 2.9 corresponding to level Risky. They evaluated the item “Able
    to pay the interest and principle at maturity” with highest mean of 3.6 corresponding
    to level More Risky and ranking first of all. The item “The interest is made free for
    customers” was evaluated with lowest mean of 1.7 corresponding to level Least Risky
    and ranking last of all. With respect to doubtful debt, all respondents evaluated the
    item “The bank controls closely this type of debt” with highest mean of 4.3
    corresponding to level Most Risky and ranking first of all. While, they evaluated the
    item “Creditors do not carefully appraise the borrowers” with lowest mean of 3.5
    corresponding to level More Risky and ranking last of all. With respect to frozen debt,
    two groups of respondents evaluated frozen debt with mean of 3.3 corresponding to
    level Risky. They evaluated the item “There are a lot of customers classified in frozen
    debt group” with highest mean of 3.6 corresponding to level More Risky and ranking
    first of all; and evaluated the item “The rate of frozen debt is too high” with lowest
    mean of 3.2 corresponding to level Risky and ranking last of all. With respect to “bad
    debt”, both groups of respondents evaluated the item “It is difficult to collect both
    interest and capital” with highest mean of 3.7 corresponding to level More Risky and
    ranking first of all. While, the item “The mortgage is hard to sell” was evaluated with
    lowest mean of 3.5 corresponding to level More Risky and ranking last. Considering
    all items of “bad debt”, they evaluated them with mean of 3.6 corresponding to level
    More Risky. With respect to items of subjective criteria, all respondents evaluated all
    items of subjective criteria with mean of 3.6 corresponding to level Frequent. They
    evaluated the item “Credit process follows the common regulations of State bank”
    with highest mean of 4.3 corresponding to level Always and ranking first. While, the
    item “The information quality in banking network and outside is good” was evaluated
    viii
    with lowest mean of 2.8 corresponding to level Often and ranking last. With respect to
    objective criteria, both groups of respondents evaluated all items of objective criteria
    with mean of 3.7 corresponding to level Frequent. They evaluated the item “The
    political and legal environment is stable” with highest mean of 4.5 corresponding to
    level Always and ranking first of all. While, the item “The economic environment
    facilitates for both bank and customer” was evaluated with lowest mean of 3.1
    corresponding to level Often and ranking last of all. With respect to the Credit
    activities aspects of Agribank Thai Nguyen in term of four aspects, both groups of
    respondents evaluated the Credit activities aspects of Agribank Thai Nguyen term of
    four aspects with mean of 3.3 corresponding to level Risky. They evaluated the item
    “Segment structure contain the big risks” with highest mean of 3.5 corresponding to
    level More Risky and ranking first of all. They gave lowest mean for “Based on the
    guarantee level, types of guarantee contain the big risks” with mean of 3.1
    corresponding to level Risky. With respect to all items of Current status of debts, both
    groups of respondents, they evaluated all items with mean of 3.4 corresponding to
    level More Risky. They evaluated the item ‘doubtful debt” with mean of 4.0
    corresponding to level Risky and ranking first of all. They evaluated the item “under
    qualified debt” with lowest mean of 2.9 corresponding to level Risky and ranking last
    of all. With respect to two aspects affecting the risk management of credit,
    respondents evaluated them with mean of 3.7 corresponding to level More Risky.
    Two items were evaluated with a same mean of 3.7.
    It is recommended that the research and define the appropriate types of credit
    for individuals. The bank should require guarantee properties for credits. The bank
    should pay more attention more on long – term and medium credits. Review
    procedure and conditions of them to manage and control in order to minimize risks of
    credit. Review to define appropriate solutions to collect interest and capital. Review
    and find suitable solutions to recovery both principle and interest fully. Research to
    find suitable solutions to collect principle and interest. Review to produce clear
    mechanism for “debt requiring attention”. Review to decrease cost to improve the
    competitive ability of services. Creditors should carefully appraise the borrowers.
    Review to define exactly ability of borrowers before credits. Review to establish a
    good information network. Carefully manage segment structure; define exactly
    targeted customers. The bank should pay attention on both subjective criteria and
    objective criteria affecting on risk management of credit.




    Chapter 1
    INTRODUCTION
    The banks system as the lifeblood play very important role of the economy.
    Vietnam's banking system in recent years has gained encouraging achievements such
    as contributing to stability and control inflation, the effective implementation of
    national monetary policies . However, in the economy market, business risk is
    unavoidable, especially in the field of risk banking business activities because it has
    the potential to cause a chain reaction, spreading and increasingly complex expression
    . The collapse of the focal bank to influence the whole of life - economic - political -and social resilience can spread within a country even just settle the whole region and
    global.
    Before the integration trend, the financial institutions, banks will always have
    to deal with competition as well as many different types of risk. In Vietnam, the
    starting point of the banks is quite low compared with the average in the region
    should focus on developing the right and interest earnings are considered a priority.
    This leads to the risk management of banks virtually Vietnam are still being left open
    and the construction has not been a satisfactory and professional. That is why, the
    ratio of bad debt problems arising from loss of control is becoming unsolved problem
    in most of Vietnam's current banking and in the Bank for Agriculture and rural
    Development in Vietnam - a financial institution operating mainly in the agricultural
    sector and rural areas. Profit brought mainly from bank credit activity (accounting for
    90% of total banking income).
    2
    Therefore, the credit risk management is crucial for the survival and development of
    the bank comes up agricultural and rural development in Vietnam.
    Background of the Study
    Agribank Thai Nguyen province was formed in October 1998 on the basis of
    getting the entire facility, workers from several departments of the provincial state
    banks and state bank branches in the province districts Thai Nguyen, with workforce
    of 760 people, 2.3 billion funding, and debt balances 3.5 billion mainly being overdue
    Commercial banks is the industry that is high risk, which is the type of credit
    business with the highest risk, especially in the context of the global financial crisis
    now and will adversely Bank's activities in general and in particular credit activities.
    In fact, on average between 2005 and 2009, the percentage of REO commercial banks
    Vietnam has steadily increased from 12% to 30%, but from early 2010 until now, this
    index has fallen down dramatically, REO 2010 decreased 40% compared with 2009,
    2011 decreased 30% compared to 2010 (Source: annual reports of the Bank and the
    author's calculations). Net interest margins are also in a similar situation. Profitability
    decreased, while the CAR is very low, meaning that the commercial banks in recent
    years has paid a high price does not perform well due to the credit risk management
    which is most evident ratio of bad debts rise.
    Recently, the credit risk management in commercial banks but has were given
    more attention, but generally are not effective, not to be carried out in a basically.
    Bank of Agriculture and Rural Development of Vietnam (Agribank) is one of
    the first commercial bank in Vietnam, was a prestigious and affirmed its brand
    domestically and internationally. Not outside the general trend of development of
    Vietnam's banking system since our country transition to a market economy,
    Agribank continuous expansion of asset size, capital size, in which the credit scale
    3
    constantly expanding and this is also the main source of profit for the operation
    Agribank.
    Currently, the credit rate on the total assets of the Agribank about 80%, while
    the credit risk management is still inadequate, the percentage of total outstanding
    loans high: from 0.98% in 2005 to 2.24% in 2009, 3.3% in 2010, 6.8% in 2011 and is
    expected to increase further in 1012, ROE from 2006 to now tended to decrease
    significantly (down 43% ). With Agribank Thai Nguyen, the percentage of total debts
    balance in 2006: 1.26%, 2007: 2.58%, 2008: 2.34%, 2009: 1.42%, 2010: 0.98%,
    2011: 0.58%. Despite the bad debt ratio of Agribank Thai Nguyen is also lower than
    the average bad debt ratio of Agribank Vietnam but also the amount of bad debt
    increases in the current economic conditions. If bank does not implement well to
    control risk, the efficiency of credit activity will be decrease. The growth of bank is
    slow.
    With this situation, while credit remains the main activities of the commercial
    banks, the activities of credit risk management is vital to the commercial banks as
    well as Agribank Vietnam and Thai Nguyen Agribank in particular, and also means
    that the stability of the economy.
    From the above reasons, researcher has chosen the topic: “Credit Risk
    Management in Agribank Thai Nguyen Province" to conduct the study of his
    dissertation.
    Statement of the Problem
    On the basis of practical reasoning combined with analysis of the status and
    operation characteristics of the Bank for Agriculture and Rural Development,
    Vietnam to propose recomendation for credit risk management, improve credit risk
    management of the Bank for Agriculture and rural Development of Vietnam,
    4
    contributing to the economic restructuring of agriculture and rural towards
    industrialization and modernization, promoting our country's economic integration
    and development.
    Specifically it seeks to answer the following questions:
    1. What is the profile of the respondents in terms of:
    a) Age
    b) Gender
    c) Civil status
    d) Education
    e) Year in service
    2. What is the assessment of the managers and staffs of Agribank Thai Nguyen
    credit risk management in terms of:
    a) Segment structure
    b) Types of customers
    c) Types of guarantee
    d) Account outstanding
    3. What is the assessment of the managers and staffs of Agribank Thai Nguyen
    on the credit risk management in terms of:
    a) Overdue Debt
    b) Undue Debt
    c) Debt requiring attention
    d) Under qualified Debt
    e) Doubtful Debt
    f) Frozen Debt
    g) Bad Debt
    5
    4. What is the assessment of managers and staff on the factors affecting credit
    risk management of Agribank Thai Nguyen in terms of:
    a) Subjective creteria
    b) Objective creteria
    5. What design improvement on the credit risk management of Agribank Thai
    Nguyen can be proposed to minimize credit risk?
    6. Is there a significant difference in assessment of two groups of respondents on
    credit risk management and factors affecting the limitation of credit risks of
    the bank?




    BIBLIOGRAPHY
    Books and Articles
    1. Bui Thi Kim Ngan (2005), Improvement of abilities of risk credit management for
    trade banks in Viet nam, the article of banking (pp.29-33).
    2. Le Van Hung (2007), Credit risk of banks – moral point of view, the article of
    banking (No 16, pp. 33 – 35);
    3. Phan Thi Thu Ha (2006), “Credit risks of the system of trade banks in Viet Nam”,
    the article of banking (No 24, pp. 10-12);
    4. Duffee, G. R. and Zhou, C., (2001) Credit Derivatives in Banking: Useful Tools for
    Managing Risk? Journal of Monetary Economics, 28, pp. 25-54.
    5. Tim Hornal J.C. (2001) Managing Credit Risks, 05th edition, N.J. Philadenphia,
    pp. 214.
    6. Tim Powel (2005) Credit activities of Commercial Banks, Ranger: Roudledge
    Fringe Book.
    7. Zikmund W.G (2003) Potential Risks of commercial banks, 6
    th
    edition, Zurich, the
    Dresden Press, pp 112- 114
    8. Rose P.S. (2004), Commercial bank management, Finance Publishing,
    9. Parliamentary republic socialist Vietnam (1998), Law on State Bank of Vietnam
    and Law on Credit Institutions, Legal Publishing House, Hanoi
    10. The Bureau of Statistics (2000 -2011), Statistical Yearbook
    11. Nguyen Van Tien (2010), Risk Management in Banking, Statistics Publishing
    House, Hanoi
    12. Timothy W. Koch (The Dryden Press, Hinsdale, Illinois, 1988 (first edition), 1992
    (second edition), 1995, third edition and 2000, fourth edition). “ Bank
    Management”,. University of South Carolina.
    100
    13. Anthony Saunders(1999), “Financial Institutions Management – A Modern
    Perspective”. The Mcgraw-Hill / Irwin Series in Finance, Insurance, and Real
    Estate, Hardcover
    14. State bank Viet Nam (1996), Law of Central Bank, Commercial bank and credit
    organizations in the world”, References for building two draft laws state bank of
    Vietnam and Law on Credit Institutions, Ha Noi
    15. Kim Thi Ngoc Diep (2008) Banking Credit, Hanoi: Financial Publishing House.
    16. Tran Van Viet (2004) Business in Commercial Banks, Hanoi: Banking Publishing
    House.
    17. Kim Thi Ngoc Diep (2008) Banking Credit, Hanoi: Financial Publishing House.
    18. Tran Van Viet (2004) Business in Commercial Banks, Hanoi: Banking Publishing
    House.
    States decisions and decrees
    1. Decision No. 90/QD-TTg dated on 07 March 1994 of Prime Minister of Vietnam,
    Hanoi.
    2. Minister Council – Vietnam’s Government (1988) Decision of Establishment,
    Decree No. 53/HDBT , Hanoi
    3. State Bank of Vietnam (1993) Decision No.67/QD-NH5 , Hanoi
    4. State Bank of Vietnam (2005) Decision No. 493/QD- NHNN , Hanoi.
    Others:
    1. Asner Group (2010) Credit Working in the intergration period, Available at:
    http://www.frbsf.org/econrsrch/working/wp99-06.pdf
    2. Casner (2010) What is overdue debts? Available at:
    http://www.pegint.biz/overdue_debt.htm
    101
    3. Coleen (2010) Definition of Under Qualified Debt, Available at:
    http://en.wikipedia.org/wiki/under_qualified_debt
    4. Dictionary online (2010) Definition of Undue debt, Available at:
    http://www.dictionary.net/undue_ debt
    5. HSBC Report (2011), Credir Risk Management, Available at:
    http://www.hsbc.com/ Credit – risk – management
    6. Muller, G (2010) Discussion about types of debts? Available at:
    http://www.bloomberg.com/apps/news?p...d=aIRZWmor4lek
    7. Toumo (2010) What is doubtful debt? Available at:
    http://www.fireworkszone.com/busines...ful_debts.html [March 30,
    2010]
    8. Young, L. (2010) What is bad debt? Available at:
    http://en.wikipedia.org/wiki/Bad_debt
    9. Wikipedia Online (2012) Definition of Credit risk, Available at:
    http://en.wikipedia.org/wiki/Credit_risk
    10. www.agribank.com.vn
    11. www.mof.gov.vn







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