NGAN HANG THUONG MAI CO PHAN NAM A

coNG so rHoxc rINVE TY LE AN TOAN VON THANG06/2021

(Theo Th6ng tu s6 1l/2016/T|-NHNNngay30/12/2016c a Th6ng d6c Ngdn hang Nhd rutocViQt Nam qq.t dinh vi ti lQ an todn v6n doi voi ngan hahg. ch nhanh ngdn hdng ntbc ngodil

lilli\

=,1-

NQI DUNG

1. Ph?m vi tinh to6n fi lg an toitr v6n

2. Co c6u V6n tq c6 rir Ty lf an toin vdn

l.l- Lc, cau von tu co

2.2. T.'J. lQ an toirn v6n

3. Quin tri rti ro

3.1. Rui ro tin dung

3.2. RL'ii ro hoat d6ng

3.3. Rui ro thitruong

TRANC

J

3

4

5

5

9

ll

l. Ph?m vi tinh toin $ li an toin v6n

l.l. Ngi dung clinh tinh:

Day ld nQi dung c6ng b6 th6ng tin li6n quan d€n Ti le an toen v6n cia Ng6n hdng TMCPNam A ('Ng6n hang") va cdng ty con (duo,'c ggi chung ld -Nam A Bank") cho ddn thoi di6mngdy 30 rhdng 06 nlm 2021. Cdc thdng rin dugc c6ng b6 pht hgp voi Thdng tu s6 4ll2016/TT-NHNN ngdy 30/1212016 Quy dinh v0 rj, l0 an todn v6n d6i vdi ngdn hang, chi ntuinh ngdn hdngnuoc ngoai(Ph1t luc 5- NQi dung cdng b6 th6ng tint.

Tai thsi di6m 30/06/2021, Nam A Bank co c6ng ty con duo. c hgp nhir khi tinh Ti lC an todnvon hoD nhat nhu sau:

Ti lQ v6n cd phin vnqu,vAn biiu quy6t

Vdn rli6u 16

(trieu al6ng)Linh rgc

kinh doanhT6n c6ng t"v

C6ng ty TNHH MTV Quan li nq& Khai th6c.tAi sdn Ngan hangTMCP Nam A (AMC)

100% 4/N

1,2. NQi dung ilinh luqng:

T4i thdi tli€m 30/06/2021, Nam A Bant kh6ng c6 c6ng ty con ld doanh nghiQp kinh doanh bdo

hi€m kh6ng dugc hgp nhat vdo vdn khi tinh Ti lC an toan vdn hqp nhat.

2. Co c6u V6n tg cr6 vi Ti li an toin v6n

2.1. Co ciu V6n tgc6

a. Noi dung dirh titrh

Tai thtn dirim 30/06/2021. viin diBu l€ cria Nam A Bank ld 4.564.468 tri6u d6ng vd kh6ng phet

sinh cic c6ng cp v6n cht so hiu cd linh chdt no.

b. NQi dung tlinh luqng

Th6ng tin vd V6n c6p l, Vrin c6p 2, Gi6 tri ciic khoin mu. c gidm trt khi tinh V6n tg c6 ridng levir hqp nhdt cua Nam A Bank tinh den thqi di6m 30/06/2021 nhu sau:

Dtt: Tri(u ding

KhoiI mr.rc Hqp nh6t

I

Ll

II

II.I

7.{15.7{l 7.151.221

7..151.:2.1

V6n c6p I (l.l + I.2)

Lau phan von cap I

Cic khoin phei ft khdi V6n cAp I

7.415.741

ll.2 Cric khoin phii tru khdi V6n cdp 2

v6n cip 2 (It.l + II.2)

Lau pnan von cap I,1.157.,116

4.t5'7.4t6

.1.157.{16

.t.t57..1t6

II I. Cic khoin phii giim trt khi tinh V60 tg c6

ll.60lt.6.l0TO\C \ o\ Il- CO = I I) + (ll )+ llll)(7r.800)

l1..198.357

100.000 Quan lj ng vdkhai th,lc tiLi sin

Chi s6 Ri6ng le

--l-

2.2. T! lf an toirn vdr

a. NQi dung tllnh tinh

- Nam A Bank de xey dtmg hC th6ng tu dong tinh to6n Ti le an todn v6n, ban hdnh quy tlinhvC t6 chfc, phan cdng chuc ning. nhiem vu cho nmg b0 phdn, cri nh6n vd thgc hiQn quyrinh tinl todn Ti le an todn v6n theo c6c budc sau:

+ Thu nhap, rd. sorit vi t6ng hgp di lidu diu rio cho he rhdng tinh roen, tldm bdo dt liQuduo. c cung cdp chinh x6c vd kip thdi:

+ Tinh to6n Ti lQ an todn v6n;

+ Kidm tra k6t qlri tinh todn Ti l€ an toirn r 6n, dam bao k[r qud duo. c rinh to6n chinh x6ctheo dir li€u ddu vdo v,r cAc phuong phep dugc quy dinh;

+ St dung k€r qud Tj Id an toin von di kiem tra cho viec phdn tich r a bdo cdo.

- Dd duy tri T! li an roirn von dat mtc muc rieu thco KhAu ri rui ro cua \am A Bank ddngthoi dip ftng theo quy dinh crla Ngdn hdng Nhi nudc, Nam A Bank da thanh l{p HQi ddng

Qudn lj v6n voi co ch€ hoat d6ng pht hgp voi y6u ciu tai Th6ng tu s6 l3/2018/TT-NHNNvd c6c ydu cAu qudn tri n6i b6 kh6c voi cric ndi dung chinh nhu sau:

+ Qu1 dinlrrai tro. trdch nhidm \ d ngul dn rdc hoar ddng gidm sdt cua qudn lj cip cao. cricdcm vi vi c6 nhdn nhim xay dqng he th6ng quin l;i an todn v6n virng chic ddm bdo qurintd hiQu qud co cau vdn tu c6. danh muc tdi sdn vd Ti lC an toin vdn.

+ Tinh torin v6n cin thi€t bir dip c6c rui .o r.ong 1du bao g6m nii ro tin dung, rui ro thitruong vd rui ro hoat d6ng.

+ Tdi criu truc vdn dd thLrc hien t6i Lru hoa co cdu Von tu co. trong d6 bao gdm vi6c phdthdnh nq tht cip ri xdy dwrg phuong rln phdn ph6i lqr nhuin phn hqp roi diiu ki€n rhitruong.

+ fhuc hiin qudn ly.-gidm s6t T)' le an toan ton de co nhring canh bdo scim ddi rrjri cdcddu hi6u nguy co ddn d€n suy gidm Ty lC an toarn vdn, tt d6 c6 cdc hdnh d6ng kip thoinhtrm khtrc phr,rc, dim bdo an todn v6n cho hoat dQng cta Nam A Bank.

+ Xay drng \ a lrien kiai chinh >dch rdc dinh lii suitcho vay dga trdn rinh chit rui ro cuakhrich hdng d6 tiim bio lgi nhu6n thu duoc du bir d6p rui ro phrit sinh vi t4o ra th{ng dukj, vgng.

+ fhuc hien phrin tich. du ph6ng. phdn bd va gidm sdt mtc dQ du r6n dinh kj vi chudnmLrc r oi su tham gia cua toan he rhdng.

b, Noi dutrg ilinh luqDg:

Thdng tin chi ti6t va Tj' lQ an todn v6n ri6ng le va hqp nh6t cua Nam A Bank tinh tldn thoi di€m30/06/2021 nhu sau:

A:

AJ

B

BI

B]

D

EI

Dvt. Tti udo

r 1.t98.J57 I1.60{1.6{0V5n tg c6

V6n nr c6 do I

von ru co cap I

*-*r,**rrittrl"*"Tai sio tioh theo nii ro titr dups

Rti ro tin duns

Rni ro tin dung diii ui.

v6tr yau ciu d6i vfi nii ro rhi rrutog

V5n y6u ciu rt6i vfi nii ro tolt a0ng

Ti la rr to}tr v6tr = lA / IB+125 (C+D, l r 100%

Ti le v6n cip l= {Al / [8+12,5 (C+D)]] x 100/0

7.4t5.711

4.t57.416

(?rJ00)

7.451.224

4_151.416

ll0.{61.{72 110..170.687

109.9t9.815 109.929.029

511.657 541.657

l{6.111

{8.1.523 {tt7.3{2

9,120/" 9,81.k

6.2.9r/.

3. Quin lj rii ro

3.1. Rti ro t(n dlng

a, N$i dung tlinh tinh

* Chirh s6ch qudn lj nii ro tin dqng

- Chinh srich quin 1:y' rui ro tin dung dugc quy dinh cho toAn bO qu6 trinh rt xem xer, rhdm.Iinh, phe duyet, quan lj tin dgng nhim tu6n thU quy dinh cUa phap luat vir th6ng nh6t chiiinluo. c kinh doanh,.chi€n lugc qudLn ly rui ro vd khdu vi rui ro cta todn.Ngdn hdng. Trong d6,chinh srich y0u cdu phdn dinh 16 rdng vai trd, tr6ch nhiQm, thim quydn cta cric cd nhAn. bQphAn tham gia tong qu6 trinh qudn li rui ro tin dUng, ddm bdo kidm so6t duqc xung dQt lgiich gita don vi c6 chric ning thAm dinh voi cric don vi c6 cht?c ndng cdn l4i nhu quan hQ

kh6ch hdng, ph6 duyQt, ki0m sodt h4n muc rui ro tin dgng, qudn li nq,lrich lap dU phong ruiro vd su dung du phdng d6 xri lj rui ro. Cric nguy€n t6c qu6n ly bao gdm:

+ Nguy€n tic nhin diQn vd ph6n lopi c6c nhdm khrich hing hiQn h&u rd tiam ndng \oic6c mtc d6 rui ro klnic niau,

- Nguldn ric do luong nii ro tin dgng thdng qua hQ th6ng x6p h4ng tin dung nQi bq. thietl6p cric han muc nhem bdo ddm tu6n tht cric quy tlinh vA khdu vi rui ro c0aNam A Bank. r_ f,_

Chi s6 Hqp oh6tKhoin m+c Rietrg la

AI

-o0l

c l{6.1{ I

E

:AI

NGI

'r4t>t

6.2't%

+ Nguyen tic theo ddi rui ro tin dung cho tung khoan cap tin dung vi todn b6 danh muccdp tin dung thdng qua kdt qua phdn loqi ng. d6nl gi6 mtc dQ ddy du cua drr phdng ruiro. quan lj cdc kloan no nh6m I r a cac khoan ns rau.

+ Nguyen tac kiem so6t rui ro tin dgng dd tudn thu cric gidi han cdp tin dr,lng, hqn mrlcrui ro tin dqng vir c6 bi.an phrip xt N khi chit luong tin dung bi suy giam.

- Ngu) en lAc r e qudn Ij tii sin dam bao.

- Ngtrl en tac r i qu,in Iy r a bao crio ndi bd r i rui ro tin dung.

Nam A Banl, dp dung nhiiu bidn phdp khdc nhau de dam bao rui ro ddi voi danh muc cdptin dung nhrmg khdng ngimg hoin thi6n cdc qu1- trinh cdp tin dUng. cac bien ph6p dam baotien vay, qudn lj vd cdnh brio danl mtrc, hQ th6ng cdnh bdo sorn, b6 ti6u chitham quy€nph€ duyCt trCn co so rti ro vd pht hgp vdi c6c chtc danh, dic tlidm cria sin phim vi khrichhang, ddm brio slr da dang tong hoat dong tin dung vd tuan tht c6c gidi han cdp tin dung.K€t quir li6n quan dOn cric hoat d6ng quin li rui ro tin dung duoc b6o crio dinh ny- cho HQid6ng Rti ro, Ban di6u hdni, Uy ban Qui,n ly rti ro vi H6i d6ng qudn tri.

Nam A Banl sir dtmg k6t qui x5p hang trn nlidm cua ba td chuc xdp hang tin nhi€m d6c lipMoody's. Standard & Poor's, Fitch Ratings dd rit h.d s6 rui ro cho cdc khoan phdi doi tu cdcDbh ch€ tdi chini. Trong trudng hqp mdt DinI che tii chinl c6 nhiCu hon mdt ket qua xCp

hang trn nhi..m ddc lip. \am A BanL sLr d+ng kjr qua rep hang rin nlridm thdp nldr.

L ac lnu nang trn lrlm \ a qu) dor niU sau:

Standard & Poor's NIoody\ Iirch Rating Quy diii

A$AA+..dA..d{- AaaAal,Ar.Aai dAAd{+.AA.AA-

BBB+, BBB. BBB.

BB+.BB. BB.

B+. B. B-

AI.A],A]

Baal.Ba!:.Bad BBB{BBB. BBB. BBBI BBB, BBB.

Bal. Ba2. Bai

BL.82. B3

BBT BB. BB.

BT B, B.

BBI BB. BB.

Bt B. B-

Ccc+vdfithanghipho! CaaL !a ht hrng txip hon CCC+ lilhrihau tdp hon CCC+ !a ruhaig ];p hcm

* Cric tii sin tlim bio tlt tliiu kifn tld ghi nh{n gidm thiiu rrii ro tin dpng:

Nam A Bank qu1 dinh danh muc cdc bien phdp giam thiEu rui ro tin dung bao gom:

- Giam thidu rui ro bang tai san dam bao:

+ I iin mat. giil to co gid. rhe lidt kidm do \am A Bank phdt hanh:

+ Tien mat, giri) to co gid, the tiCt kiem do cdc T6 chuc tin dUng khric ph6t hdnh;

r Vang{vingtieuchuan.rdngrdtchit.rangtrangsurcroi gidtri duocchuldndoi gidtri sang vang 99.99);

+ Gidl to cd gid do Chinh phu ViCt Nam, Ngan hdrg Nhd nudc ph6t hinl hoic bdo ldnhthaDlr toAn:

+ Chung kho6n no do chinh pht cdc nuoc. to chtc cdng Jap cta chinh phri ciic nudc ph6thdnh tluoc doanh nghiQp xdp hang tin nhiQm dQc ldp x€p h4ng tu BB- to l€n;

Dvt: Ttiiu dd

AAA. AA+. AA. AA-

A+. A. A-. BBB+. BBB. BBB-

BB+. BB, BB-. B+, B. B-_ ------.]:-Duoi B- ho& khdng c6 x€p hang

200/r

50o/o

I0tr/o

150% | 1 .279

8i.{ l8

902

6.993

TISRR TSCRR Viin y€u ciu

Ki h?n Thrih{trg tin nhi€m TSCRR Viin y0u du

AAA, AA+, AA, AA-

A+, A, A., BBB+, BBB, BBB.

BB+, BB, BB-Ki h4n ban d.iu

duoi 3 thing

K! hqn ban diulrCn i thaDg

229.89t

4.499.829

3.635iq

8-365_31 I

18.391

359.986

290.847

66rn;

33.299

41.295

76J%-

r5rJ90

B+, B, B-

Du6i B- hoic kh6ng c6 xiip hqng--:-T6ng

t0%

200/o

40"/"

500/0

w

AAA, AA+, AA, AA. 20%

500/0

80%

100%

150%-

A+, A, A., BBB+, BBB, BBB-

BB+, BB, BB-

B+, B, B-----------.-Dni'i & hoic khdng cd xep heng--:-T6ry

416.232

516.186

,5Cr55

1.892J73

+ Chung khorir ng do doanh nghiQp phit hdnh dugc doanh nghi€p x6p hang tin nhiemdoc lap xep hang tir BBB- tlo len:

+ Cd phi6u duqc ni€m y6t t€n So giao dich ch&ng khodn Hd Chi Minh vd Hd NOi.

- Girtun thiiiu rui ro bdng bt trtr sii du nQi bdng.

- Ginm thiiiu rui ro bing bdo linh cta b€n thri ba.

- Girim thiiiu rui ro blng si,n phdrn phrii sinh tin dpng.

b. N$i dung dinh luqng:

* C6c khodn phii aldi, he s6 nii ro tudng i'ng theo timg thf hqng tin nhifm vir t6ng tirisio tirh theo riii ro tiD dlrtrg theo thlil tr.r r6p hgng tiu nhiim atoc lap:

. lo chuc tar chlnh nuoc ngoal:

50.148

25.99t

4.0t2

2.079

Tdng

7e

HA

M

]HQ

Tttilqttglin (r

. T6 chric tdi chinh tong nudc:

Dut Trieu dins

HSRR

\-L--

'i Co ciu tii sdn tinh theo rrii ro tin dgng phin theo d6i tuqng:

Khotu phii ddi Chinn phn Vi6t Nam, NHNN.C6ng ty Qr.dn li tai sin cua c,c TCTD VietNan (VAMC), COng tv TI{HH Mua b6n ngViEt Nam (DATC)

Dvt

r0.345. r0? 827.608 10.345.102 827.608

2.611.809 2@ i85 2.6r4.809 209.r85

lli.8l6 10.705 lil.8l6 10.705

t1.243.292 I.139.461 14.243.292 1.1t9.463

8.708.94i 696.115 8.718.158 691.453

Khoin phdi ddi t6 chuc lii chini

KhoiLn pbni ddi doqnh nghiep

KhoAn phni ddi iluqc dim Mo BDS

Khotur phni ibi cho vay th6 chdp nhi _

Khoin phniddi thuOc danh muc Mn ld

Khoh phni .bi khrc

T6ng

.i. Cq ciu tii sin tinh theo rii ro tin tl gng phin theo ngirnh d6i i 6,i khoen cho vay kh6ch

hirng:Dvt: Tr

B6n bu6n vA b6n ld; sra chtra 6 t0, xe ney ve cac xe c6 dQng co khic

Xay dlrng

N6ng dghiep, hm nghiep ve fiiy sdn

Hoat dong dich vu tqi h0 gia dinh

Dich v1r luu tri vi an u6ng

Ho4t dong kinh doanh bdt dong sen

cong nghrqpche bren va cne lao

Sdn xuir vi phin phdi di(n. khi d6l. nudc nong. hoi nudc ri diiu hda

kh6rg khi

C6c ngini kh6c

t6.61 t.642

t2.484.714

9.244.169

9.209.170

8.810.160

8.621.643

5.996.4t6

4.834.4t2

19.096.597

9t.911.58J

1.328.931

998.782

139.582

736.134

704.813

689.891

479.713

386.753

1.521 .728

7.592.927

H<r. p nhSt

v6n r6uTSCRRTSCRR

cau

Ngirh nghd TSCRR

Tring

261.959 2t.437 267.959 2t.437

Ti:sitr tinh tbeo flii ro tin dlng

RiGng le

Viin, v€uclu

71.1.r7.551 5.91t.804 74.147.551 5.931.804

I10..161.172 8.816.918 I10.170.6E7 E.E37.655

V5n y6u cil

Tii sdn tinh theo rii ro tin dgng aluqc giem thi6u riii ro tin dgtrg:

D,tt: Ttiau dihg

Giimthidu

RRTD

Ri6rgle

TSCRRtrir6c giim

tti6rRRTI)

TSCRRsnn giio

thi6uRRTI)

Gidmthiiu

RRTD

TSCRRs.u giim

ttri6uRRTI)

Khoan phni ddi Chinn phtVi€t Nam, NHM, C6og ty

Quin li tii sdn cua ciicTCTD Viet Nam (VAMC),Cdng ty TNHH Mua ben

ns VI6t Nam (DATC)

267.959 267.959

10.345.102 10.315.r02 t0.145.r02 10.i15.t02

Khodn phdi ddidoanhnghiep

2.290.645 11.068.255 14.1t1.551 2.290.645 77.068.255 71.t47.551

Khodn phii ddi duo,'c ddm

bao bat dong sin2.614.809 2.614.809

Khoin phii ddi cho vay

thd chdp nldr33.816 r33.816 133.816 lll.8l6

Khorin phdi ddi thu6c danh

muc bio le1.605.100 15.447.534 14.243.292 r.605.100 15.117.511 t4.243.292

rG)i,Ji]

A)

fiT6ng 1.815.J11 115.510.138 ll0.16l..l72 .1.815.J.11 lls.519.l5l 110.,170.687

3.2. Rii ro ho4t <lQng

a. NQi dung tlinh tinh.1. Chinh srich quin lf rii ro hogt tlQng

- Qudn lj rui ro hoAt dong ld b6ch nliim cia t;t ce cdc cd nhen, bo phiinDon vi trong todnh0 thting Nam A Bank. C6p qunn l;i o tit cd cec don r i. bo phdn phai ld ngudi chiu tdchnhiem dau tien ve cu6i ctng d6i voi c6ng tdc qulin li rui ro ho4t d6ng tai don vi minh.

- Nam A Ban-k xdc dlni. drin} gid rn kidm sodr nii ro hoat ddng trong tdt ca cdc san pham.quy trinh hoAt dong cta Nam A Bank, bao gdm ca hoet dong thud ngodi vA c6c hoat d6ng,quy trinh li€n quan d6n srin phdm m<ii, hoat al6ng trong thi trudng mqi.

- Co c6u t6 chric cta Nam A Bant duoc thiit l6p rd rang. ddm bdo phdn t6ch trech nhiemvd quyBn h4n cia cdc c6.nlan, bO phan/don vi c6 li€n quan. C6c chinh s6ch. quy dinh, quytriDi, hC th6ng duo. c trien khai ddng b0 var duy td xuyer su6t ddrn bdo c6ng tric quin ljrui ro ho4t d$ng pht hqp vdi kh6u vi rui ro hoat dQng quy dinl trong ttng thoi ki.

.._L

267.959 267.959

Tii rin lini theo rti rotin dgng

Hqp ohSt

fSCNTtnntu giim

thi6rRRTD

Khodn phaidditd chfc tdichinlr

2.6 r4.809 2.6t4.809

Khodn ohdi ddi khdc 919.598 9.632.664 8.708.943 9r9.598 9.641.879 8.718.158

- Nam A Bank x6y dpg h4n mirc rui ro hoqt d$ng bao g6m h4n mric vC mtc d0 t6n that tdichinh vi han mtc v€ mtc dd t6n that phi tdi chinh (bao gdm ce uy tin, danh tieng, ph6tsinh nghia w phrip 1y).

- Nam A Bank thii:t lAp nd hinh 3 ruy6n brio ve dQc l4p nhim di cao vai trd, trech nliQmcia ttng tuydn trcng vi0c nhfn d4ng, do ludng,.theo d6i vi ki€m soiit rui ro; ddng thoiphAn t6ch trAch nhiem vd quyer han cta tirng tuyen bAo vC trong viCc kiCm so6t rui ro hoatdonc.

* K5 hogch ho?t.tong fien t+c

- Nam A Ba da xa1 dpng co so ha ting- churin bi nguon nhdn lgc vd cdc kE ho4ch. phuongrin tl€ chir dQng d6i ph6 vdi c6c tinh hu6ng kh6n c6p xriy ra ddm b6o duy tri ho4t dQng li€ntuc trong dieu kien khirng hodng.

- Nam A Bank xay d\mg k6 ho4ch duy rri hoat ddng lien tuc d6i \oi cdc trudng hgp sau:

+ M6t tdi li€u, co sd dir liQu quan trqng.

+ He rhdng Cdng nghg thdng rin b! sg cd.

t Cric sg ki6n b6t kh6 khring (chi[n tran]r. thidn tai. chdy nO. ai.l Ue*r. ....1.

- K6 ho4ch duy tri hoat d6ng liCn tuc dugc xdy dgng d6p ring:

+ Pht hqp voi tinh chdt, quy m6 ho4t d6ng cira Nam A Bank.

+ C6 h€ thting du phdog v.j nhan su. he thong cdng ng}d thdng lin. co so dt liCu th6ng tin.

+ C6 c6c bien ph6p girtn thi6u rui ro hoat tl6ng.

+ Ki6i phuc duoc ciic ho4t dQng kinh doanh bi gi6n doan vi ffang thei binh thudng theothoi h4n y€u c6u.

+ Duo. c tht nghiQm, rd sorit dinh k.i r6i thidu hing nam ali-xdc dinh muc dQ hiQu quA cuakd hoach duy tri hoat ddng lidn qc vir chinh sua rniu cdn rhiit.

- K6 hoach duy ti hoat dong lien tuc dam bdo phar dfui 16 rdng chfc ning, nhiQm vu ctatimg c6 nl6n, bQ ph{n/ don vi khi c6 khung hodng xdy ra; x6c djnh rd b0 phdn/ dqn vi ddumdi tiep nhan *rong tin doi voi tLmg sr,r kien khtng hoAng vd thudng xuyer cAp at th6ngtin lien l+c khi c6 su thay d6i.

b. NQi dung itinh lug:rg: V5n y6u ciu cho rrii ro holt rlQng

Tai thoi didm 30,06 2020. vdn yeu ciu cho rui ro ho,l ddng nhu sau Dw: Trieu dong

IC 2.600.i43 190.0512.609.829

Gii ti hinh quen I nim

Ri6ng li Hqp nhAt

von reu crn

Ri6ng li Hqp nhet

SC 31t.204 380.i94 i5.681

FC 258.601 258.121 18.791

10

39t.414

Chi s6

kinh dostrh

57.059

i8.808

T6rg 1.230.152 3.248.943 ,t84.523 487.342

3.3. Rrii ro thi trulng

a. NOi dung alinh tinh.i. Chinh s:ich quin ly nii ro thi tnrdng

- Chinh s6ch qudn lj rui ro thi trudng duoj Nam A Bank xay dyng cho nmg thoi lcj, drimbio pht hqp voi m6i truc,ng va chi€n lugc kinh doanh cta Nam A Bank, tuan tht c6c qu).,

dinh cta ph6p lu6t, cua Ngan harg Nhd nudc vi cric quy dinh nQi bQ cua Nam A Bank v€quen ly mi ro thi truong.

- Chinh srich bao g6m nguydn tic. co chd qurin ly nii ro thi truong. <ldm bao nguldn tic dgcl4p va phar t6ch chfc ntrng vd nhi6m v\r gita c6c b6 phAn: kinh doanh tr.uc ti6p. quan lirui ro, thanh torln vd hach toiin.

- Nam A Banl dn ban hAnh quy dinh hud'ng din phan dinh va sd kinh doanh rd sd ngdn hringtheo quy dinh cua Ngdn hdng Nhi nuric. Dt li€u vi giao dich tr€n sd kinh doanh vd sd ngdnhang phdi tluo. c ghi nh{n chinh xric. diy du vi kip thoi vdo hf th5ng co so dtr liQu.

- Nam A Bank quy <linh cq thd ciic nguy€n tic trong viic nhin diin. do ludng. theo ddi vakiCm so6t rui ro thi truong trong tli6u kiQn binh thutmg vn di6u kiQn bi€n dQng mph v€giLl $ si6.

.l Chi6n luqc tq doanh

- Chi6n luo.c.t.u doarh duo. c x6y dmg vir clp.nhQt hdng nim tr8n co so cdc du bdo vd tinhhinh kinh tC vi m6, bi€n dQng cta cric yeu t6 thi trucmg, tini hinh tii chinh cing nhu hqnmuc kinh doanh dugc giao cho bQ phrin kinh doanh.

- Chi6n luoc tu doanh h tdi li€u co so. bao qudt va dini hudng hoat dong t.u doanh trongnim cta Nam A Bank.

.:. Danh mlrc thuoc s6 kinh doanh:

Danh mqc lrong s6 kinh doanh cta Nam A Bank lai thoi diim 30 0612031 bao g6m:

- Tr6i phitiu Chinh phri:

- Tr4ng th6i giao dich mua bin ngo4i tQ.

.l. Cric c6ng cg qudn lj rrii ro thi trudog.

Nam A Bank st dgng c6c c6ng cq sau dd do luong. ki€m sodt vir thgc hidn bdo crio ddi voirui ro thi trudng:

- Drinh giri danh muc/ treng th6i theo gi6 tri thi truong (Ma* to market);

- Giri td chiu rui ro (Value at tusk VaR);

- Kidm tra sric chiu dung (shess testing);

- HO thiing cric han m(c vd quin ly rui ro thi truong.

L

\\.\\n)v

b. NQi dung tfinh lugng: V6n y6u ciu cho rti ro thitrudtrg.

Dvt: hieu ding

I V6n y0u ciu cho rui ro ldi suit l16.l1l

V6n y6u ciu cho rui ro gi6 cd phi6u

Viin ydu ciu cho rui ro ngo4i h5i

I Viin y€u ciu cho rui ro giri hang h6a

) V6n y€u ciu cho rui ro quydn chon

Tring tJ6.ltl

Ngdy theng n6m202l

/t/il8d$o"Cfiffi

Lc Quang Quang

IXu41G ll,\lcd

NA}I

NGIN H^

jIP,

7I ?

STT Rii ro thitruing V6o y6u ciu