Market risk management at vietnam joint stock commercial bank for industry and trade

<p> Vietinbank should build this policy in writing and shall specify as follows: The objective of the policy is defining the content clearly to limit and control the market risk. Establishing uniform customs of market risk management for identifying , measuring , controling, supervising to reporting thoroughly. Specifying the departments and individuals who are responsible for the market risk management decision. Vietinbank Board of Directors should determine the acceptable extent of market risk . Identifying the market risk limits. Stress testing of market risk policy. Back testing. Defining the establishment and the use of market risk reports . Calculating minimum capital requirements for market risk under the Basel 2 </p>

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