臺灣博碩士論文加值系統

Abstract
This research aims at gaining a deep understanding about the factors affecting the quality of credit risk management at the Maritime bank, Hai Duong branch. The qualitative approach was used, including techniques like: situation analysis (situation of the Hai Duong branch) and interviewing experts and related parties in the branch’s credit activities. The contents of credit risk management at Maritime bank, Hai Duong branch cover the three main elements that are policy, people and implementation. The research results showed each component’s effects on the credit risk management. The effects credit policy has on the risk management are from the regulation imposed by the State agencies and the one issued by the commercial bank. The people element that comprises of three dimensions: quality, quantity and professional ethics has been proven to relate to the third factor – implementation that includes coordination at work and regulation on the implementing process. The research results helped to give some recommendations for enhancing the quality of credit risk management before specifying its limitations. Last but not least, the direction for further studies has been given.
Keywords: credit risk, risk management, credit policy, credit people, credit implementation.

Abstract ............................................................................................................................ i
Acknowledgements ......................................................................................................... ii
Table of Contents ........................................................................................................... iii
List of Tables ................................................................................................................... v
List of Figures ................................................................................................................ vi
Abbreviation Lookup ................................................................................................... vii
Chapter 1 Introduction .................................................................................................. 1
1.1 Research Background .......................................................................................... 1
1.2 Research Motives .................................................................................................. 4
1.3 Research Purposes ................................................................................................ 4
1.4 Research Procedure .............................................................................................. 5
Chapter 2 Literature Review ......................................................................................... 7
2.1 History of commercial bank system .................................................................... 7
2.2 Credit activities of commercial banks ................................................................ 8
2.3 The concepts of credit risk ................................................................................. 12
2.3.1 Definition of credit risk ................................................................................. 12
2.3.2 Characteristics of credit risks ....................................................................... 13
2.3.3 Classification of credit risks ......................................................................... 13
2.3.4 The reasons why credit risks happen ........................................................... 14
2.3.5 Consequences of credit risks ......................................................................... 17
2.4 The Credit Risk Management ........................................................................... 18
2.4.1 Definition of credit risk management .......................................................... 18
2.4.2 The importance of credit risk management ................................................ 18
2.4.3 The goal of credit risk management ............................................................ 19
2.4.4 The process of credit risk management ....................................................... 19
2.5 Factors affecting credit risk management at commercial banks ................... 25
2.6 Framework for analyzing the quality of credit risk management ................. 28
Chapter 3 Research Method ........................................................................................ 32
iv
3.1 The case bank – Maritime Bank, Hai Duong branch ...................................... 32
3.1.1 Introduction ................................................................................................... 32
3.1.2 Credit process at Maritime Bank ................................................................. 34
3.2 Research design .................................................................................................. 37
3.3 Method of data collection ................................................................................... 42
3.4 Method of data analysis .................................................................................... 45
Chapter 4 Research Results ......................................................................................... 46
4.1 Operational status at Maritime Commercial Joint Stock Bank, Hai Duong Branch ....................................................................................................................... 46
4.1.1 Fund mobilization .......................................................................................... 46
4.1.2 Credit activities .............................................................................................. 46
4.2 The real credit risk management at the branch ............................................. 49
4.2.1 The process of credit risk management ....................................................... 49
4.2.2 Policy .............................................................................................................. 51
4.2.3 People .............................................................................................................. 53
4.2.4 Implementation .............................................................................................. 56
4.3 Summary of interview responses ...................................................................... 57
Chapter 5 Conclusion and Recommendation ............................................................ 59
5.1 Conclusion ........................................................................................................... 59
5.2 Suggestions for improving credit risk management of the bank ................... 60
5.3 Contributions of the research ............................................................................ 61
5.4 Limitations of the research ................................................................................ 62
5.5 Directions for further studies ............................................................................ 62
References...................................................................................................................... 63
Appendix ....................................................................................................................... 65
v
List of Tables
Table 1. Moody''s long-term corporate obligation ratings ........................................ 23
Table 2. People involved in credit activities ............................................................... 39
Table 3. Number of respondents ................................................................................. 43
Table 4. Fund mobilizing structure at Bank ............................................................. 46
Table 5. Outstanding loans through years ................................................................. 46
Table 6. Outstanding loans in industries .................................................................... 47
Table 7. Outstanding loans and secured assets .......................................................... 48
Table 8. Credit ratings and classifications ................................................................. 48
Table 9. Credit quality ................................................................................................. 49
Table 10. Credit approval by individuals ................................................................... 50
Table 11. Credit approval by CPC council ................................................................ 50
vi
List of Figures
Figure 1. Research procedure........................................................................................ 5
Figure 2. The 6C Model ............................................................................................... 21
Figure 3. Expanded NERAM Benchmark Framework for Risk Assessment and Risk Treatment ............................................................................................................. 29
Figure 4. The Risk Management Process ................................................................... 30
Figure 5. Organizational structure of Maritime Bank, Hai Duong Branch ........... 34
Figure 6. Crediting Process at Maritime Commercial Joint Stock Bank................ 35
Figure 7. Credit risk management at Maritime Commercial Joint Stock Bank .... 36
Figure 8. Proposed framework .................................................................................... 38
Figure 9. The relationship between the quality of credit risk management and the affecting factors............................................................................................................. 58

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