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7/31/2019 Cac Mo hinh Xep hang tin Dung
1/8
GII THIU MT S M HNH XP HNG TN DNG KHCH HNG
GII PHP GIM THIU NXU
TS.o Minh PhcPh Hiu trng Trng bi dng Cn b Ngn hng
Ngn hng Nh nc Vit nam
1. Scn thit thc hin xp hng tn dng ni b:
Nm 2012, mt nm y nhng kh khn th thch i vi nn kinh t ni
chung v i vi h thng Ngn hng ni ring vi 3 nhim v ht sc nng n l
ccu li cc doanh nghip, hot ng u t v ccu li h thng ngn hng. C
cu li h thng ngn hng l mt cng vic ht sc kh khn, phc tp y khng
ch l nhim v ca ton ngnh ngn hng m trong cn l nhim v ca cc doanh
nghip v ton x hi. ccu li h thng ngn hng t kt qu, cng vic u
tin phi gii quyt tt v phi gii quyt trc l vn n xu cc TCTD v
NHTM. Cho n nay, nxu ca ton ngnh ln ti trn 200 ngn tVN chim
trn 8% tng d nca cc NHTM v TCTD. T l nxu cao nh hin nay l h
qu tt yu ca nhiu nm cht lng tn dng yu km cc NHTM m mt trong
nhng nguyn nhn chnh l qun tr ri ro tn dng ca NHTM yu km. Do vy,
nu chng ta ch quan tm n x l nxu m khng thc hin ngay v ng thicc gii php nng cao cht lng tn dng th sau vi nm tip theo nxu cn
nhiu hn vi nhng tc hi ln hn by giv khng bao gigii quyt c trit
. . Mt khc, pht trin v tng trng kinh t, lng nhin phi thc y v
kch thch u t v nh vy phi tng trng tn dng. Tuy nhin nu chr tng trng
tn dng th cha , iu quan trng l cht lng v hiu qu ca tn dng. Nu ch
quan tm n tng trng tn dng tng trng kinh t m khng quan tm ti cht
lng v hiu qu tn dng th ng nhin sau mt thi gian s phi gii quyt nhng
khon nxu khng l nh hin nay. Do vy gii quyt trit nxu, vn quan trng phi nng cao cht lng tn dng, trong xp hng tn dng khch hang
l mt trong nhng bin php ht sc quan trng nng cao cht lng tn dng
cc TCTD. Mc d trong nhng nm gn y, mt s TCTD t xy dng cho mnh
v thc hin cng tc xp hng tn dng, tuy nhin thc t cho thy cng tc ny cc
NHTM cha mang li kt qu cao, mt mt vic xp hng tn dng cn mang tnh
hnh thc, i ph, mt khc cng tc ny cn mang tnh ch quan v ch yu da vo
cc ch tiu nh tnh vi tnh khoa hc v chnh xc cha cao. Do vy, trong bi
vit ny chnh ti mun a ra mt thng ip: Cng vi gii quyt vn nxu,
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cc NHTM cn nng cao cht lng tn dng ca mnh qua vic nng cao cht lng
v hiu qu ca Cng tc xp hng tn dng khch hng.
Thc t cho thy, mt trong nhng nguyn nhn gy nxu cao cc NHTM
c th thy l cng tc xp hng tn dng cha c quan tm v cha thc hin tt
vai tr ca n. C th thy, hu ht cc NHTM cho n nay u xy dng cho mnh
mt h thng xp hng rt n gin, xp hng tn dng nhiu ngn hng ch mang
tnh hnh thc. Vic xp hng tn dng khch hang ch yu thc hin vi cc ch tiu
nh tnh, ph thuc nhiu vo cm tnh ch quan ca cn b tn dng. c bit h
thng xp hng tn dng ca nhiu NHTM khi xy dng vi cc ch tiu ti chnh cn
ssi, cha nh lng c th, cc ch tiu phi ti chnh th cha gn vi c im
kinh t ca tng a phng, tng lnh vc u t; hay i vi khon vay thc hin u
tin pht trin trong tng lnh vc ngnh ngh, khon vay theo chng trnh, d nca ng v chnh ph trong tng giai on pht trin kinh t - x hi. Mt khca
smooix NHTM cha xy dng cho mnh mt h thng thong tin khch hang mnh
v cp nht, cng vi n l vic xy dng cc ch tiu v cch tnh cc ch tiu cha
khoa hc v hp l vi h thng phn mm x l cha p ng yu cu. Chnh v iu
ny, cng tc xp hng tn dng khch hang ti cc NHTM cha pht huy c vai tr
ca n, cha ng gp hiu qu vo vic nng cao cht lng ca cc khon tn dng
ca ngn hng. Trong bi vit ny, chng ti xin gii thiu mt s m hnh xp hng
tn dng khch hang v ang thc hin:2. Mt s m hnh nh gi tn nhim tn dng i vi khch hng vay vn
ti NHTM
Hin nay, chng ta c nhiu m hnh v xp hng tn dng khch hng. Cc
m hnh tn gin n phc tp, c m hnh nng v cc ch tiu nh tnh, c m
hnh nng v cc ch tiu nh lng v mi mt m hnh u c nhng u th v
nhng hn ch nht nh. Do , iu quan trng, ty vo c im ca mi NHTM,
cc NHTM t chn cho mnh mt m hnh ph hp.
- M hnh chm im: y l m hnh xp hng tn dng khch hng c t
lu nhm nh gi KH vay vn qua cc hot ng phn tch ca cn b tn dng
NHTM thong qua cc ch tiu ti chnh v phi ti chnh. M hnh ny l mt trong
nhng m hnh ht sc n gin v d thc hin xp hng tn dng khch hng.
* Cc chtiu ti chnh: Cc ch tiu ti chnh m cc cn b tn dng thng
c s dng nh gi khch hng vay vn ca mnh bao gm:
- Cc t s thanh khon o lng kh nng thanh ton nngn hn ca
doanh nghip nh:H s thanh khon hin thi (ngn hn); H s thanh khon nhanh;H s kh nng thanh ton tng qut; H s kh nng tr li.
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- Cc ch tiu v hiu qu hot ngo lng mc hiu qu trong vic s
dng ti sn ca doanh nghip chng hn nh: Vng quay hng tn kho; Vng quay
khon phi thu;K thu tin bnh qun; Vng quay tng ti sn.
- Cc t sn by ti chnh o lng mc s dng n ti trcho
hot ng ca doanh nghip, chng hn nh: H s nso vi vn ch shu; H s
nso vi tng ti sn; H s ti trvn ch shu; H s ndi hn; Phn tch h s
kh nng hon tr li vay; H s kh nng tr n.
- Cc ch tiu kh nng sinh li o lng kh nng sinh li ca doanhnghip, chng hn nh: H s thu nhp trn tng ti sn; Kh nng sinh li so
vi doanh thu; ROE; ROA
* Cc ch tiu phi ti chnh: Cc ch tiu phi ti chnh c thu thp t cc
ngun thng tin trong v ngoi DN bao gm: lnh vc hot ng kinh doanh, uy tntrong quan h vi cc TCTD, kh nng tr nt lu chuyn tin t, trnh qun l
ca nh lnh o DN, mi trng kinh doanh ca DN, kh nng ng ph ca DN trn
thng trng Thng thng vic phn tch cc ch tiu phi ti chnh c thong
qua m hnh 6C gm: T cch ngi vay (Character); Nng lc ca ngi vay
(Capacity); Thu nhp ca ngi vay (Cash); Bo m tin vay (Collateral); Cc iu
kin (Conditions); Kim sot (Control):
C th thy rng y l mt m hnh kh ph bin ang c thc hin ti cc
NHTM Vit Nam, bi l m hnh ny c nhiu li th v kh ph hp vi cc NHTM
trong iu kin Vit Nam hin nay, c th l:
- Tn dng c kinh nghim v kin thc chuyn su ca cc cn b tn dng, cc
chuyn gia ti chnh phn tch cc ch tiu ti chnh. Vic phn tch da trn cng ngh
gin n, h thng lu tr thng tin n nh, s dng h ssn c, s dng cc yu t
khng mang tnh lng ho.
- y l m hnh tng i n gin, song hn ch ca m hnh ny l n ph
thuc vo mc chnh xc ca ngun thng tin thu thp, kh nng d bo cng nhtrnh phn tch, nh gi ca CBTD. Bn cnh cc ch tiu phi ti chnh ch yu
da vo nh gi theo ch quan ca CBTD.
- M hnh ny c th p dng cho cc khon vay ring l, mang tnh c th
chu nh hng cc yu t vng min, phong tc, tp qun th vic da trn cc yu t
nh lng, khng a ra c quyt nh chnh xc m phi da trn kin v kinh
nghim ca cn b tn dng.
- Cc NHTM s dng m hnh ny s chu chi ph cao do tn nhiu thi gian
nh gi v i hi cn b tn dng phi c tnh chuyn nghip, c thm nin, k nng
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- M hnh ny rt kh khn o lng vai tr ca cc yu tn hng tn nhim
ca khch hng v v vy khng c tc dng t vn i vi khch hng cng nhi
vi vic thm nh h skhon vay.
- V y l m hnh n gin, nn ngn hng ch cn c tim lc ti chnh trung
bnh vi mt i ng cn b tn dng tng i tt cng vi mt h thng thng tin
qun l cp nht l c th thc hin c.
- M hnh im s ca Altman:
khc phc nhng hn ch ca m hnh chm im v nng cao tnh khch
qan qua vic lng ha, Hin nay,mt s ngn hng tip cn phng php xp hng
tn dng qua phng php nh lng. y l mt m hnh nh lng da trn vicm hnh ho cc mi quan h gia cc bin qua phn nh cht lng tn dng v
cc yu tnh hng n cht lng tn dng t pha KH.
M hnh im s Z do Altman khi to v thng thng c s dng xp
hng tn nhim i vi cc doanh nghip. M hnh ny dng o xc sut vnca
khch hng thng qua cc c im cbn ca KH. i lng Z l thc o tng hp
phn loi ri ro i vi ngi vay v ph thuc vo cc yu t ti chnh ca ngi
vay (Xj ). T m hnh ny tnh c xc sut vnca ngi vay trn css liu
trong qu kh. Altman xy dng m hnh cho im nh sau:
Z=1,2X1 +1,4X2 +3,3X3 +0,6X4+1,0X5
Trong:
X1 =t s Vn lu ng rng/Tng ti sn
X2= T s Li nhun gi li/Tng ti sn
X3 = T s Li nhun trc thu v tin li/ Tng ti sn
X4 =T s Th gi c phiu/ gi tr ghi s ca ndi hn.
X5 = T s Doanh thu/ tng ti sn
Nh vy, vi s Z cng cao th ngi vay c xc sut vncng thp v ngc
li. iu ny l mt cn c khch quan qua xp hng cc khch hng theo mc
nguy c vn. im s Z l thc o kh tng hp v xc xut vn ca khch
hng. Theo tnh ton v thc t cho thy:
Nu Z> 2,99: Doanh nghip nm trong vng an ton, cha c nguy cph snNu 1,81< Z
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Nu Z< 1,81: Doanh nghip nm trong vng nguy him, nguy cph sn cao.
Vi m hnh ny, ngn hng v khch hng c tho lng v so snh c th
im Z cho tng khon vay. Ngoi ra, s bin ng ca im s Z d bo kh
nng chuyn i hng tn nhim ca khch hng.
Pht trin m hnh ny Altman xy dng cc hm phn bit Z v Z (c
tham kho cch xp hng ca S&P) ph hp hn cho hu ht cc ngnh. c th l:
Z =6,56 X1 + 3,26 X2 +6,72 X3 +1,05 X4
Vi cng thc ny, theo tnh ton v thc t cho thy:
Nu Z>2,6 DN nm trong vng an ton, cha c nguy cph sn.
Nu 1,2< Z
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n,1 ) th xc sut bin ph thuc nhn gi tr
bng 1 c cho bi cng thc sau:
)exp(1
)exp(
1 21
2
1
i
i
X
X
X
X
e
ep k
i
kk
k
i
kk
+=
+
=
=
=
+
+
(1)
Trong : Xj l cc bin m t cc nhn t (nh lng v nh tnh) c trng
cho cc c trng khc nhau ca khch hng. l cc h s cha bit, cn
c lng. Khi c lng c cc gi tr th sc lng c xc sut p( ). M hnh kinh t lng tng ng l:
n ,....,, 10
),1(
nii =p
(**)uXXXp
pkk +++++=
....
1ln 33221
S dng m hnh ny xp hng tn dng cc bin c th xc nh nh sau:
Y l bin m t tnh trng nxu ( khng c kh nng hon tr:0; hoc c kh
nng hon tr:1). P l xc sut Y =1.
Cc bin Xj
l cc yu t tc ng n xc sut Y =1.
Vi m hnh ny cc h sj s cho php tnh c kh nng Y =1 i vi tng
khon vay v khi yu t Xj thay i mt n v th xc sut Y =1 thay i bao nhiu.
y l mt m hnh ton hc nn m hnh Logistic cng c nhiu u im nh
m hnh Altman, ngoi ra m hnh ny cho php ngn hng tnh ton c c kh
nng vni vi tng khon cho vay.
Do cng l m hnh ton hc nn m hnh ny c mt s hn ch nh m hnh
Altman, khi s dng m hnh ny do cc bin s tn ti trong cng mt iu kin kinh
t x hi lun bin ng nn c th gp hin tng a cng tuyn. V vy, khcphc nhng hn ch ny, thng thng ngi ta s dng m hnh hi quy Logistic
theo thnh phn chnh. Vic hi quy Logistics theo thnh phn chnh c thc hin
c th nh sau:
Gi s chng ta cn s dng cc bin X1, X2, ...,Xk gii thch cho Y nhm
hnh hi qui tuyn tnh:
(A)0 ij1
k
i j
j
Y X =
= + + iU
Nu X1, X2, ...,Xk ph thuc tng quan tuyn tnh ln nhau, kt quc lng
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hi qui (A) s nhn c cc c lng chch ca cc tham s. Vic phn tch hi qui
khng hiu qu v thm ch gp cc sai lm ng tic. Thc t ngi ta c th tm cch
bi mt s bin m vai tr gii thch cho Y khng ln. Tuy nhin, lm c
vic ny c 2 hn ch: - Vic la chn bin loi khi m hnh khng d dng; - Khng
th loi mt s bin m v mt l thuyt nht thit cc bin ny phi c mt trong m
hnh. ( Chng hn khi c lng hm cu mt mt hng ngi ta khng thb bin gi
cho d bin ny tc ng khng ln n lng cu).
Gii php y l tm r bin c lp l t hp ca k bin ban u v hi qui Y
theo r bin ny. Cc bin chnh l cc thnh phn chnh trong nhn c t kt qu
phn tch thnh phn chnh.
S tng qut ca qu trnh ny l:
X1, X2, ...,Xk
ACP
F1, F2, ...,Frtr c iao
Y
Hi qui Y theo X1, X2,
Hi qui Y theo F1, F2, ...,Fr
Tc ng ca cc bin c lp n bin ph thucMc tiu quan trng nht ca phn tch hi qui chnh l xc nhn v o s tc ng
ca cc bin c lp n bin ph thuc.
Vi m hnh ACP (phn tch thnh phn chnh) chng ta la chn r thnh phn
chnh sao cho t l bo tn phng sai ln (khng ngoi tr r=k). Tng ng vi r
thnh phn chnh chng ta nhn c r nhn t chnh U1, U2, ...,Ur. Mi lin h ca
cc bin ban u vi cc thnh phn chnh c m t qua h sau:
(1)ij1
1,2,.., ; 1,2,...,( )
kj
vi vj
j j
X XF u v r i
S X=
= = n=
trong u trong hi qui( )
(( )
j
vj vj vj j
v
S X)S X
S F = = j0 i
1
k
vi vj
j
F X =
= +
Nh vy (2) trthnh:
(2)ij1
( ) 1,2,.., ; 1,2,...,k
vi vj j
j
F X X v r i=
= = = n
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(3)1
(1 )v vjj
F
X n
=
Vy khi Xj tng 1 n v th Fv thay i 1 lng l: (1-1/n)vj.
Gi hi qui Y theo F1, F2, ...,Frl: (4)0 1
r
v vv
Y F =
= + +Khi Xj tng 1 n v s tc ng n Y thay i mt lng:
1
1(1 ) j=1,2,...,k
r
j v vj
v
d Yn
=
=
Khi n ln c th b qua hng t 1/n v (4) xp x:
(5)1
j=1,2,...,kr
j v vj
v
d Y =
=
Thay cho li kt: C th thy rng y l nhng m hnh xp hng tn dng
khch hang v ang c cc NHTM p dng. Tuy vo c th ca mi ngn hang,
ngn hang t la chn v xy dng cho mnh mt h thng xp hng tn dng khch
hng ph hp. Tuy nhin, d la chn m hnh no, mi NHTM cn xy dng cho
mnh mt h thng thng tin v khch hang p ng yu cu: Khoa hc; y ; Cp
nht v chnh xc v c ly t nhiu ngn thng tin khc nhau (bao gm c nhng
ngun chnh thng v ngun khng chnh thng). Bn cnh nng cao cht lng
phn tch v x l thng tin trn csmt phn mm mnh vi h thng cc tiu
ch y , khch quan v khoa hc c vnh tnh v nh lng, c v gc ti
chnh v gc phi ti chnh. C nh vy, cng tc xp hng tn dng khch hng
mi c th trthnh cng c h trc lc cho cc nh qun tr ngn hng c nhng
quyt nh ng n trc khi cp tn dng v kh cht lng cc khon cho vay
ca ngn hang mi t yu cu v ch khi nxu, nqu hn mi c hn ch v
y li v h thng cc NHTM mi pht trin bn vng.