The International Institute for Science, Technology and Education (IISTE)
Abstract
This paper is conducted for examining the framework for risk management in the Basel II accord, the Basel II risk management model at the Military Commercial Joint Stock Bank. Data were collected from annual reports for the period from 2015 to 2017 of the Military Commercial Joint Stock Bank. The results show that the implementation of risk management under Basel II at Military Bank still faces many difficulties in the pressure of capital increase, database system, human resource quality, and cost of implementation. The study suggests some solutions for Military Bank to implement successfully Basel II, emphasizing the role of human resource quality, modernizing the data system and the specific mechanism for raising capital. The results of this research is a reference for Vietnamese commercial banks in identifying, controlling and responding various risks in banking activities in the context of Vietnam in particular and in emerging countries in general. Keywords: Basel II, Risk management, Military Ban
