Market Risk Management in Military Commercial Joint Stock Bank

Abstract

Market risk is one of the basic risks in banking and has a huge impact on the income, equity and the position of a bank. However, the management capability of this type of risk in Vietnam’s commercial banks is weak. As one of Vietnam’s high-ranking commercial banks, Military commercial joint stock bank (MB) in the past few years strives to perfect the risk management in general and market risk management in particular, but for many reasons, the market risk management of MB has not achieved as expected. The paper focuses on generalized reality of the market risk management of MB and propose some solutions to improve MB’s management capability of market risk.