Principles for determining risk coefficients at securities trading organizations

No.

Asset

Market risk coefficient (%)

I

MONEY

1

Cash (VND)

0

2

Cash equivalents

0

3

Valuable papers, transferable instruments on the money market, certificates of deposit

0

II

DEBT SECURITIES

Government bonds

4

Government bonds with no interest

0

5

Government bonds with coupon interest: Government bonds (including previously issued bonds and construction bonds); Government bonds of OECD countries or guaranteed by the Government or Central Bank of countries in this bloc; Bonds issued by international organizations IBRD, ADB, IADB, AFDB, EIB and EBRD; Local government bonds.

3

6

Bonds of credit institutions

Credit institution bonds with a remaining maturity of less than 1 year, including convertible bonds

3

Credit institution bonds with a remaining maturity of 1 year to less than 3 years, including convertible bonds

8

Credit institution bonds with a remaining maturity of 3 years to less than 5 years, including convertible bonds

10

Credit institution bonds have a remaining maturity of 5 years or more, including convertible bonds

15

7

Listed corporate bonds

Listed bonds have a remaining maturity of less than 1 year, including convertible bonds

8

Listed bonds have a remaining maturity of 1 to less than 3 years, including convertible bonds

10

Listed bonds have a remaining maturity of 3 years to less than 5 years, including convertible bonds

15

Listed bonds have a remaining maturity of 5 years or more, including convertible bonds

20

8

Unlisted corporate bonds

Unlisted bonds issued by listed enterprises with a remaining maturity of less than 1 year, including convertible bonds

15

Unlisted bonds issued by listed enterprises with a remaining maturity of 1 year to less than 3 years, including convertible bonds

20

Unlisted bonds issued by listed enterprises have a remaining maturity of 3 to less than 5 years, including convertible bonds

25

Unlisted bonds issued by listed enterprises with a remaining maturity of 5 years or more, including convertible bonds

30

Unlisted bonds issued by other enterprises with a remaining maturity of less than 1 year, including convertible bonds

25

Unlisted bonds issued by other enterprises with a remaining maturity of 1 year to less than 3 years, including convertible bonds

30

Unlisted bonds issued by other enterprises with a remaining maturity of 3 to less than 5 years, including convertible bonds

35

Unlisted bonds issued by other enterprises with a remaining maturity of 5 years or more, including convertible bonds

40

III

SHARE

9

Common stocks and preferred stocks of organizations listed on the Ho Chi Minh City Stock Exchange; open fund certificates

10

10

Common stocks and preferred stocks of organizations listed on the Hanoi Stock Exchange

15

11

Common stocks and preferred stocks of unlisted public companies, registered for trading through the UpCom system

20

12

Common stocks and preferred stocks of public companies that have been registered for depository but have not yet been listed or registered for trading; shares in an initial public offering (IPO)

30

13

Shares of other public companies

50

IV

SECURITIES INVESTMENT FUND CERTIFICATE

14

Public funds, including public securities investment companies

10

15

Member funds and individual securities investment companies

30

V

SECURITIES RESTRICTED TO TRADING

16

Unlisted public company securities that are warned due to a delay in disclosing audited/reviewed financial statement information according to regulations.

30

17

Listed securities that are warned

20

18

Listed securities that are controlled

25

19

Securities suspended and restricted in trading

40

20

Securities delisted and canceled in trading

80

VI

DERIVATIVE SECURITIES

21

Stock index futures contracts

8

22

Government bond futures contracts

3

VII

OTHER SECURITIES

23

Shares listed on foreign markets belong to the indexes listed in Appendix VIII

25

24

Stocks listed on foreign markets that are not included in the indexes listed in Appendix VIII

100

25

Covered warrants listed on the Ho Chi Minh City Stock Exchange

8

26

Covered warrants that are listed on the Hanoi Stock Exchange

10

27

Arbitrage trading

2

28

Shares or bonds of the company not yet publicly issued that do not have the most recent audited financial statements up to the reporting date or have audited financial statements with contrasting opinions, refusal to give an opinion, or partially disapproved opinions.

100

29

Shares, capital contributions, and other types of securities

80