| Author | Truong Hanh Linh |
| Call Number | AIT RSPR no.SM-04-96 |
| Subject(s) | Interest rate risk--Vietnam
|
| Note | A research study submitted in partial fulfillment of the requirements for the degree of Master of Business Administration, School of Management |
| Publisher | Asian Institute of Technology |
| Series Statement | Research studies project report ; no. SM-04-96 |
| Abstract | This research investigates the practices of interest rate risk management in commercial
banks of Vietnam and find outs the solution for risk control system.
Despite many reforms thanks to the innovation within banking and finance sector,
Vietnamese commercial banks show the incapacity in controlling interest rate risk. Most of
the banks are conscious of necessity of establishment and implementation of a risk control
system, but they are still puzzled in exploring a solution for interest rate risk management.
Analyzing and evaluating the cmTent practices of commercial banks is therefore put in the
centre of the study's objectives. It is found no formal policies and procedures of interest rate
risk management in the banks in spite of the increasing volatility in market interest rate in
the country. Measuring and monitoring interest rate risk systems are also at the very early
stage and pelform in the lack of effective information and reporting systems.
Each type of commercial banks exposes particular characteristics in risk management
system: SOCBs are found to have competitive advantage of power in domestic market but
the high performers in management belong to foreign banks. JSBs and joint venture banks
(JVBs) is much lower in functioning interest rate risk control. However, the common
practices can be illustrated through poor perception, undefined policies and procedures,
weak control environment, inadequate management information system and ineffective
measuring and monitoring of interest rate risk. |
| Year | 2004 |
| Corresponding Series Added Entry | Asian Institute of Technology. Research studies project report ; no. SM-04-96 |
| Type | Research Study Project Report (RSPR) |
| School | School of Management |
| Department | Other Field of Studies (No Department) |
| Academic Program/FoS | Master of Business Administration (MBA) (Publication code=SM) |
| Chairperson(s) | Kouwenberg, Roy; |
| Examination Committee(s) | Tang, John C. S. ;Venkatesh, Sundar; |
| Scholarship Donor(s) | AIT Fellowship ;Government of France
; |
| Degree | Research Studies Project Report (M. BA.) - Asian Institute of Technology, 2004 |