{"id":28620,"date":"2023-12-07T05:16:11","date_gmt":"2023-12-07T05:16:11","guid":{"rendered":"https:\/\/masterskills.org\/blog\/rui-ro-thi-truong-market-risk-la-gi-dac-diem-cua-rui-ro-thi-truong.html"},"modified":"2023-12-22T21:38:34","modified_gmt":"2023-12-22T14:38:34","slug":"rui-ro-thi-truong-market-risk-la-gi-dac-diem-cua-rui-ro-thi-truong","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/rui-ro-thi-truong-market-risk-la-gi-dac-diem-cua-rui-ro-thi-truong.html","title":{"rendered":"R\u1ee7i ro th\u1ecb tr\u01b0\u1eddng (Market risk) l\u00e0 g\u00ec? \u0110\u1eb7c \u0111i\u1ec3m c\u1ee7a r\u1ee7i ro th\u1ecb tr\u01b0\u1eddng"},"content":{"rendered":"
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H\u00ecnh minh h\u1ecda<\/p>\n<\/div>\n<\/div>\n

R\u1ee7i ro th\u1ecb tr\u01b0\u1eddng (Market risk)<\/font><\/h2>\n

\u0110\u1ecbnh ngh\u0129a<\/b><\/p>\n

R\u1ee7i ro th\u1ecb tr\u01b0\u1eddng<\/b> trong ti\u1ebfng Anh l\u00e0 Market risk<\/b>. R\u1ee7i ro th\u1ecb tr\u01b0\u1eddng<\/i> c\u00f2n \u0111\u01b0\u1ee3c g\u1ecdi l\u00e0 r\u1ee7i ro h\u1ec7 th\u1ed1ng, l\u00e0 lo\u1ea1i r\u1ee7i ro \u1ea3nh h\u01b0\u1edfng \u0111\u1ebfn to\u00e0n b\u1ed9 th\u1ecb tr\u01b0\u1eddng v\u00e0 kh\u00f4ng th\u1ec3 ph\u00f2ng ng\u1eeba b\u1eb1ng c\u00e1ch \u0111a d\u1ea1ng h\u00f3a.<\/p>\n

R\u1ee7i ro th\u1ecb tr\u01b0\u1eddng <\/b>\u0111\u01b0\u1ee3c hi\u1ec3u l\u00e0 nh\u1eefng bi\u1ebfn c\u1ed1 c\u00f3 th\u1ec3 \u1ea3nh h\u01b0\u1edfng \u0111\u1ebfn thu nh\u1eadp c\u1ee7a t\u1ed5 ch\u1ee9c t\u00e0i ch\u00ednh c\u00f3 nguy\u00ean nh\u00e2n xu\u1ea5t ph\u00e1t t\u1eeb nh\u1eefng thay \u0111\u1ed5i c\u1ee7a th\u1ecb tr\u01b0\u1eddng.<\/p>\n

V\u00ed d\u1ee5: R\u1ee7i ro bi\u1ebfn \u0111\u1ed9ng t\u1ec9 gi\u00e1, r\u1ee7i ro bi\u1ebfn \u0111\u1ed9ng gi\u00e1 v\u00e0ng, r\u1ee7i ro bi\u1ebfn \u0111\u1ed9ng l\u00e3i su\u1ea5t, r\u1ee7i ro ch\u00ednh ch\u1ecb, r\u1ee7i ro suy tho\u00e1i\u2026<\/p>\n

Thu\u1eadt ng\u1eef li\u00ean quan<\/font><\/h3>\n

R\u1ee7i ro\u00a0(Risk)<\/b> hi\u1ec3u theo c\u00e1ch chung nh\u1ea5t l\u00e0 kh\u1ea3 n\u0103ng x\u1ea3y ra bi\u1ebfn c\u1ed1 b\u1ea5t th\u01b0\u1eddng c\u00f3 h\u1eadu qu\u1ea3 thi\u1ec7t h\u1ea1i ho\u1eb7c mang l\u1ea1i k\u1ebft qu\u1ea3 kh\u00f4ng mong \u0111\u1ee3i.<\/p>\n

\u0110\u1eb7c \u0111i\u1ec3m c\u1ee7a r\u1ee7i ro th\u1ecb tr\u01b0\u1eddng<\/font><\/h3>\n

– R\u1ee7i ro th\u1ecb tr\u01b0\u1eddng <\/b>l\u00e0 lo\u1ea1i r\u1ee7i ro \u0111\u01b0\u1ee3c y\u00eau c\u1ea7u trong tr\u1ee5 c\u1ed9t th\u1ee9 nh\u1ea5t (y\u00eau c\u1ea7u v\u1ed1n t\u1ed1i thi\u1ec3u) c\u1ee7a Basel.\u00a0<\/p>\n

– “R\u1ee7i ro th\u1ecb tr\u01b0\u1eddng ph\u00e1t sinh t\u1eeb nh\u1eefng thay \u0111\u1ed5i b\u1ea5t l\u1ee3i v\u1ec1 gi\u00e1 tr\u1ecb c\u1ee7a c\u00e1c tr\u1ea1ng th\u00e1i ho\u1eb7c c\u00e1c danh m\u1ee5c t\u00e0i s\u1ea3n do nh\u1eefng thay \u0111\u1ed5i trong gi\u00e1 c\u1ea3 th\u1ecb tr\u01b0\u1eddng, l\u00e3i su\u1ea5t hay t\u1ec9<\/span> gi\u00e1. Khi th\u1ef1c hi\u1ec7n giao d\u1ecbch cho ch\u00ednh m\u00ecnh, c\u00e1c ng\u00e2n h\u00e0ng xem x\u00e9t t\u00e1c \u0111\u1ed9ng c\u1ee7a r\u1ee7i ro th\u1ecb tr\u01b0\u1eddng tr\u1ef1c ti\u1ebfp \u0111\u1ed1i v\u1edbi tr\u1ea1ng th\u00e1i trong s\u1ed5 kinh doanh c\u1ee7a ng\u00e2n h\u00e0ng c\u0169ng nh\u01b0 trong m\u1ed1i li\u00ean h\u1ec7 v\u1edbi vai tr\u00f2 c\u1ee7a ng\u00e2n h\u00e0ng nh\u01b0 l\u00e0 m\u1ed9t trung gian t\u00e0i ch\u00ednh cho c\u00e1c kh\u00e1ch h\u00e0ng” (Basel II)<\/p>\n

– R\u1ee7i ro th\u1ecb tr\u01b0\u1eddng \u1ea3nh h\u01b0\u1edfng \u0111\u1ebfn hi\u1ec7u su\u1ea5t ho\u1ea1t \u0111\u1ed9ng c\u1ee7a to\u00e0n b\u1ed9 th\u1ecb tr\u01b0\u1eddng.<\/p>\n

– R\u1ee7i ro th\u1ecb tr\u01b0\u1eddng kh\u00f4ng th\u1ec3 ph\u00f2ng ng\u1eeba b\u1eb1ng \u0111a d\u1ea1ng h\u00f3a.<\/p>\n

– R\u1ee7i ro th\u1ecb tr\u01b0\u1eddng bao g\u1ed3m:<\/p>\n

+ R\u1ee7i ro c\u1ee5 th\u1ec3 (r\u1ee7i ro ri\u00eang): r\u1ee7i ro do m\u1ed9t thay \u0111\u1ed5i b\u1ea5t l\u1ee3i trong gi\u00e1 c\u1ee7a m\u1ed9t ch\u1ee9ng kho\u00e1n l\u00e0 do c\u00e1c y\u1ebfu t\u1ed1 \u0111\u00f3 ch\u1ec9 \u00e1p d\u1ee5ng ch\u1ee9ng kho\u00e1n \u0111\u00f3 ho\u1eb7c t\u1ed5 ch\u1ee9c ph\u00e1t h\u00e0nh \u0111\u00f3.<\/p>\n

+ R\u1ee7i ro to\u00e0n b\u1ed9: R\u1ee7i ro c\u1ee7a m\u1ed9t thay \u0111\u1ed5i b\u1ea5t l\u1ee3i trong gi\u00e1 th\u1ecb tr\u01b0\u1eddng \u0111\u01b0\u1ee3c \u00e1p d\u1ee5ng tr\u00ean t\u1ea5t c\u1ea3 c\u00e1c c\u00f4ng c\u1ee5 kh\u00e1c nhau.<\/p>\n

Li\u00ean h\u1ec7 th\u1ef1c ti\u1ec5n<\/font><\/h3>\n

\u0110\u1ec3 \u0111o l\u01b0\u1eddng r\u1ee7i to th\u1ecb tr\u01b0\u1eddng, ng\u00e2n h\u00e0ng c\u00f3 th\u1ec3 l\u1ef1a ch\u1ecdn m\u1ed9t trong ba ph\u01b0\u01a1ng ph\u00e1p sau:\u00a0<\/p>\n

–<\/span> Ph\u01b0\u01a1ng ph\u00e1p ph\u00e2n t\u00edch ti\u00eau chu\u1ea9n (SA: Standard Analysis);\u00a0<\/p>\n

–<\/span> Ph\u01b0\u01a1ng ph\u00e1p m\u00f4 h\u00ecnh n\u1ed9i b\u1ed9 (IMA: Internal Model Analysis);\u00a0<\/p>\n

–<\/span> Ph\u01b0\u01a1ng ph\u00e1p ph\u00e2n b\u1ed5 t\u1ed5n th\u1ea5t (LD: Loss Distribution).\u00a0<\/p>\n

Hi\u1ec7n t\u1ea1i ph\u01b0\u01a1ng ph\u00e1p \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng ph\u1ed5 bi\u1ebfn v\u00e0 ph\u00f9 h\u1ee3p nh\u1ea5t v\u1edbi \u0111i\u1ec1u ki\u1ec7n c\u00e1c ng\u00e2n h\u00e0ng th\u01b0\u01a1ng m\u1ea1i Vi\u1ec7t Nam l\u00e0 ph\u01b0\u01a1ng ph\u00e1p ph\u00e2n b\u1ed5 t\u1ed5n th\u1ea5t v\u00ec ph\u01b0\u01a1ng ph\u00e1p n\u00e0y c\u00f3 th\u1ec3 \u00e1p d\u1ee5ng cho m\u1ecdi lo\u1ea1i r\u1ee7i ro n\u1eb1m trong r\u1ee7i ro th\u1ecb tr\u01b0\u1eddng.<\/p>\n

(T\u00e0i li\u1ec7u tham kh\u1ea3o: R\u1ee7i ro th\u1ecb tr\u01b0\u1eddng, T\u1ed5 h\u1ee3p gi\u00e1o d\u1ee5c Topica)<\/i><\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n R\u1ee7i ro th\u1ecb tr\u01b0\u1eddng (ti\u1ebfng Anh: Market risk) \u0111\u01b0\u1ee3c hi\u1ec3u l\u00e0 nh\u1eefng bi\u1ebfn c\u1ed1 c\u00f3 th\u1ec3 \u1ea3nh h\u01b0\u1edfng \u0111\u1ebfn thu nh\u1eadp c\u1ee7a t\u1ed5 ch\u1ee9c t\u00e0i ch\u00ednh c\u00f3 nguy\u00ean nh\u00e2n xu\u1ea5t ph\u00e1t t\u1eeb nh\u1eefng thay \u0111\u1ed5i c\u1ee7a th\u1ecb tr\u01b0\u1eddng.\n <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[416],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/28620"}],"collection":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/comments?post=28620"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/28620\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=28620"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=28620"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=28620"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}