ACB hoàn thành & Áp dụng quy trình đánh giá nội bộ về mức đủ vốn (ICAAP) trước thời hạn quy định của NHNN

(HCMC) – Recently, a representative of ACB said that it is officially implementing ICAAP (Internal Assessment Process of Capital Eligibility) into the bank's operations. With the application of ICAAP - the second pillar of Basel II from October 2020, ACB has completed all three pillars of Basel II Basel II early in accordance with Circular 41/2016/TT-NHNN, and Circular 13/2018/TT - The State Bank of the State Bank.

ACB's ICAAP process was consulted and reviewed by KPMG based on the regulations of the State Bank, recommendations of the Basel Committee, as well as drawn from the experience of major banks in the region and the world. After 3 times of comprehensive evaluation with stress test models (stress test, with closing data on December 31, 2019, June 30, 2020, and December 31, 2020), the results show that ACB fully comply with the requirements of capital adequacy assessment, have a high level of capital adequacy, ensure the completion of the business plan in the next 5 years, comply with ACB's risk appetite and regulations of the Bank. SBV. The detailed performance results show that ACB's individual risky assets (RWA) in the most stressful scenario is estimated to increase by 26%, while the capital adequacy ratio in the stressful scenario is accordingly reduced to 9.2% compared to that in the most stressful scenario. 11.6% in the normal operating scenario by the end of 2021.

ACB has applied ICAAP to the bank's operations by establishing performance indicators associated with risks, orienting the Bank's business portfolio in the optimal direction throughout the system.

In addition to completing and applying ICAAP ahead of time, ACB has been promoting its governance capacity through proactively implementing Basel II according to the Foundation Internal Rating Based method. – FIRB), focusing on building and perfecting the models PD (probability of default), LGD (loss after default), EAD (balance at the time of default).

Completing all three Pillars of Basel II helps ACB improve risk management capabilities, proactively and ready to respond even in the most stressful situations of the market, helping investors and customers completely peace of mind when dealing with the Bank.