Chapter III
MACRO-PRUDENTIAL SUPERVISION PROCEDURES
Section 1: COLLECTION, CONSOLIDATION AND PROCESSING OF DOCUMENTS, INFORMATION AND DATA
Article 14: Collection, consolidation and processing of documents, information and data
1. A macro-prudential supervision unit shall collect documents, information and data provided by the following sources of a banking supervised entity:
a) Sources specified in Clause 1 Article 7 of this Circular;
b) The reports on micro-prudential supervision and the dossier of sanctions in the micro-prudential supervision (except for the People's Credit Funds);
c) Based on requests for banking supervision, the macro-prudential supervision unit shall request or appeal to a competent authority to request the banking supervised entity to provide documents, information and data other than those prescribed in points a and b clause 1 of this Article.
2. The macro-prudential supervision unit shall consolidate and process documents, information and data provided by the sources prescribed in clause 1 of this Article and set up databases serving the macro-prudential supervision.
3. When detecting inadequate, failed or inappropriate documents, information and data at the request of a micro-prudential supervisor, the macro-prudential supervision unit shall cooperate with the micro-prudential supervision unit in requesting the supervised entity to provide reports and explanation.
Section 2. MACRO-PRUDENTIAL SUPERVISION
Article 15. Contents of macro-prudential supervision of a system of credit institutions and foreign bank branches
The macro-prudential supervision unit shall carry out risk supervision via one or some or all of the following contents:
1. Analysis and consideration of financial soundness indicators for the purpose of detecting risks threatening the safety system shall be classified as follows:
a) Analysis and consideration of equity, capital adequacy ratios, capital mobilization and use;
b) Analysis and consideration of the liquidity;
c) Analysis and consideration of bad debts and asset quality;
d) Analysis and consideration of interbank activities;
dd) Analysis and consideration of business results; accrued interests.
The macro-prudential supervised entity shall use change thresholds suitable for characteristics of the macro-prudential supervised entity for assessing risks threatening the safety system. Chief Inspectors and bank supervisors shall decide change thresholds of the above-mentioned items.
2. Analysis and consideration of macro-economic developments, impacts of other fields in the economy are likely to threaten the stability of the system of credit institutions and foreign bank branches.
3. An annual or ad hoc endurance test at the request of the Governor of the State Bank, including the following contents:
a) Take the endurance test on credit risks via analysis and forecast of the bad debt developments according to macro-economic scenarios, impact of suppositions about transferring debt groups and suppositions about big customers insolvent;
b) Take the endurance test on market risks via analysis of impact according to volatility scenarios of exchange rates and interest rates on the safety and soundness indicators of the system, group of credit institutions, foreign bank branches;
c) Take the endurance test on interbank contagion risks;
d) Take the endurance test on liquidity risks via analysis of the liquidity in case of bank run.
4. When necessary or at the request of the Governor of the State Bank of Vietnam, the macro-prudential supervision unit shall analyze and consider the potential for causing a systemic banking crisis and response measures.
5. For the group of systematically important credit institutions and foreign bank branches, the macro-prudential supervision unit shall supervise at least the contents prescribed in clause 1 of this Article and take the 6-month or ad hoc endurance test upon arising consideration for systemic risks at the request of the Governor of the State Bank of Vietnam.
The macro-prudential supervision unit shall, based on criteria on scale, inter-linkage and interchangeability, make a list of systematically important credit institutions and foreign bank branches and appeal to the Governor of the State Bank of Vietnam to promulgate before March 31 every year.
6. For the group of the people's credit funds and micro-financial organizations, the macro-prudential supervision unit shall at least follow contents prescribed in clause 1 of this Article.
7. The macro-prudential supervision unit shall decide or appeal to the competent authority to decide other supervision contents suitable for needs and sources of the unit.
Section 3. PREPARATION OF REPORTS AND SUPERVISORY DOSSIERS AND PROPOSAL AND IMPOSITION OF SANCTIONS
Article 16. Preparation of reports on the micro-prudential supervision and proposal and imposition of sanctions therefor
1. On the basis of results of the risk supervision as prescribed in Section 2 of this Chapter and based on regulations of current laws, the macro-prudential supervision unit shall:
a) make an ad hoc or periodic report on the macro-prudential supervision as prescribed in clauses 2 and 3 of this Article according to Appendix IV issued together with this Circular;
b) request the micro-prudential supervision unit to research and consider the imposition of sanctions prescribed in Chapter V of this Circular for the banking supervised entity (if necessary).
2. Rules for preparation and submission of the ad hoc report on the macro-prudential supervision:
a) The ad hoc report on micro-prudential supervision must be made when the macro-prudential supervision unit detects risks that threaten the safety or cause banking crisis of the system, group of credit institutions and foreign bank branches or at the request of the Governor of the State Bank of Vietnam;
b) The ad hoc report on the macro-prudential supervision shall be approved and sent to the competent authority according to the following rules:
(i) The ad hoc report on macro-prudential supervision must be approved by the leader of the macro-prudential supervision unit;
(ii) The ad hoc report on macro-prudential supervision made at the request of the Governor of the State Bank of Vietnam must be submitted to that Governor for consideration and handling;
(iii) Based on petitions in the ad hoc report on macro-prudential supervision and competence in solving the petitions according to regulations of laws, the ad hoc report on macro-prudential supervision must be submitted to the competent authority for consideration and decision.
3. Rules for preparation and submission of the periodic report on the macro-prudential supervision:
a) A report on macro-prudential supervision for the first 6 month of a year must be completed before August 31 of the year. An annual report on macro-prudential supervision must be completed before April 15 of the next year;
b) The periodic report on the macro-prudential supervision shall be approved and sent to the competent authority according to the following rules:
(i) The report on macro-prudential supervision must be approved by the leader of the micro-prudential supervision unit and must be sent to the leader of the Banking Inspection and Supervision Agency and the Steering Committee of the State Bank of Vietnam;
(ii) In case the report on macro-prudential supervision including the petition for imposing sanctions on a competent authority as prescribed by laws, the report on macro-prudential supervision must be submitted to such competent authority for consideration and decision.
Article 17. Macro-prudential supervision dossiers
A macro-prudential supervision dossier shall include ad hoc and periodic reports on the macro-prudential supervision, a dossier of sanctions in the macro-prudential supervision.
Tìm kiếm
Thông tư 08/2022/TT-NHNN trình tự thủ tục giám sát ngân hàng (Bản Word)