Quản trị rủi ro lãi suất trên sổ ngân hàng của Ngân hàng thương mại cổ phần Lộc Phát Việt Nam

Interest rate risk management in the banking book (IRRBB) is an essential part of the overall risk management system in commercial banks, particularly amidst the backdrop of escalating interest rate fluctuations. This paper focuses on analyzing the current situation of IRRBB management at Fortune Vietnam Joint Stock Commercial Bank (LPBank). The analysis is based on professional theoretical foundations, Basel risk management principles—especially Basel III—and uses quantitative methods such as gap analysis (GAP), changes in net interest income (ΔNII), and economic value of equity (ΔEVE). The results show that LPBank maintains a positive GAP and is gradually improving its risk management system. However, some limitations still exist in terms of technology, data quality, and staff capacity. The paper proposes several solutions to enhance risk measurement, monitoring, and response, in order to strengthen financial stability and the bank’s ability to adapt to interest rate shocks. Keywords: Interest Rate Risk Management, Banking Book, Basel III.