Hệ thống kế toán thống kê tại ngân

Hệ thống kế toán thống kê tại ngân hàng chưa cung cấp đầy đủ những số liệu cần thiết cho việc tính toán, lượng hóa rủi ro lãi suất
Để tính toán đo lường rủi ro lãi suất cần phải có các số liệu thống kê về các tài sản trong ngân hàng một cách chính xác, nhưng hiện nay tại ngân hàng chưa thống kê được các số liệu này. Chẳng hạn, hiện nay ngân hàng chưa có các số liệu thống kê về thời gian còn lại của các khoản cho vay, các tài sản đầu tư cũng như thời hạn còn lại của các nguồn vốn huy động và vốn vay. Đối với các khoản mục tài sản được thanh toán theo nhiều kỳ hạn, ví dụ: Cho vay tiêu dùng trả góp, cho vay trung dài hạn,... các ngân hàng cũng chưa có số liệu tổng hợp về giá trị của các luồng thanh toán ứng với từng kỳ hạn,... Chính hạn chế này sẽ gây trở ngại rất lớn cho các ngân hàng trong việc lượng hóa và quản lý rủi ro lãi suất một cách hữu hiệu.
- Có bộ phận chuyên trách thực hiện việc đo lường rủi ro lãi suất nhưng chưa có kinh nghiệm và chưa được đào tạo chuyên sâu:
Đo lường, đánh giá rủi ro lãi suất của ngân hàng là công việc tương đối khó và đòi hỏi những kỹ thuật khá phức tạp. Công việc này có một vị trí quan trọng trong quá trình quản lý rủi ro lãi suất của mỗi ngân hàng nên thường do một bộ phận chuyên trách thực hiện. Tuy nhiên, hiện tại bộ phận nghiên cứu và quản lí rủi ro của ngân hàng mới ra đời, chưa có kinh nghiệm trong lĩnh vực này. Hơn nữa, hiện nay việc nghiên cứu và đo lường rủ ro lãi suất trong ngân hàng là công việc rất khó khăn và phức tạp.

Kết quả (Anh) 1:

Statistical accounting system at the Bank has not provided adequate data necessary for the calculation, the amount of the interest rate risk cultureTo calculate the interest rate risk measurement needs to have the statistical data about the assets in the Bank correctly, but now at the Bank yet statistics are the metrics. For example, currently the Bank does not yet have the statistics on the duration of the loan, the investment property as well as the remaining term of the loan and capital sources. For the items property is paid in many States, for example, consumer installment loans, medium and long-term loans, ... the banks have aggregate data on the value of the stream of payments for each term, ... The main limitations will cause huge obstacles for banks in quantifying and managing interest rate risks effectively. -Departments Have implemented the measure interest risk but haven't yet experienced and educated:Measurement, reviews the Bank's interest rate risk is relatively difficult and the work requires these techniques are quite complicated. This work has an important place in the process of interest rate risk management of each bank should generally do a division dedicated to implementation. However, current research department and risk management of the new Bank, which has not had experience in this field. Moreover, at present the study and measurement of interest rate risk in the Bank favors is the job very difficult and complex.

Kết quả (Anh) 2:

Accounting and statistical systems at banks have not provided sufficient data necessary for the calculation, to quantify interest rate risk
measure To calculate the interest rate risk should have the statistics on the financial the bank in a correct way, but now the bank has not been the statistical data. For example, now the bank does not have the statistics for the remaining period of the loan, the investment property as well as the remaining duration of the mobilization and loans. For assets to be paid in several terms, for example, consumer installment loans, medium and long term loans, ... banks are no aggregated data on the value of the stream payment for each period, ... The main restrictions will cause huge setback for banks to quantify and manage interest rate risk effectively.
- There are specialized departments perform the measurement of interest rate risk, but has no experience and no training is intensive:
Measurement and assessment of interest rate risk of the bank is relatively difficult task and requires the technique is complicated. This work has an important position in the process of interest rate risk management of each bank so often due to a division responsible implementation. However, current research department and risk management of the new bank was born, has no experience in this field. Moreover, current research and measure risk, interest rate in banks is a very difficult and complex. - There are specialized departments perform the measurement of interest rate risk, but has no experience and no training is intensive: Measurement and assessment of interest rate risk of the bank is relatively difficult task and requires the technique is complicated. This work has an important position in the process of interest rate risk management of each bank so often due to a division responsible implementation. However, current research department and risk management of the new bank was born, has no experience in this field. Moreover, current research and measure risk, interest rate in banks is a very difficult and complex. - There are specialized departments perform the measurement of interest rate risk, but has no experience and no training is intensive: Measurement and assessment of interest rate risk of the bank is relatively difficult task and requires the technique is complicated. This work has an important position in the process of interest rate risk management of each bank so often due to a division responsible implementation. However, current research department and risk management of the new bank was born, has no experience in this field. Moreover, current research and measure risk, interest rate in banks is a very difficult and complex. This work has an important position in the process of interest rate risk management of each bank so often due to a division responsible implementation. However, current research department and risk management of the new bank was born, has no experience in this field. Moreover, current research and measure risk, interest rate in banks is a very difficult and complex. This work has an important position in the process of interest rate risk management of each bank so often due to a division responsible implementation. However, current research department and risk management of the new bank was born, has no experience in this field. Moreover, current research and measure risk, interest rate in banks is a very difficult and complex.

Kết quả (Anh) 3:

Statistical accounting system in the bank does not provide the necessary data projections, the energy of interest rate riskIn order to calculate the measurement of interest rate risk, to statistics of bank assets in a precise way, but at present no bank statistics. For example, the bank has no statistics in the rest of the time you bank lending and asset investment, the remaining funds transfer and loan fund. There are many payment periods for all asset accounts, such as consumer installment loans, medium and long term loans,... All banks have no value, combined with the corresponding payment period data flow over...... Major constraints will hamper the bank's huge energy and interest rate risk management an effective way.There are full-time departments to measure interest rate risk, but no experience and untrained technology:The measurement, assess the risk of the bank interest rate is relatively difficult work and technical requirements are quite complicated. This is the bank interest rate risk management an important position in the process should be carried out regularly by a full-time departments. However, the present invention of new research departments and bank risk management, no experience in addition. At present, research and measurement about the interest rate risk is very difficult and complex job at the bank.