Bank Asset Liability Management Best Practice: Yesterday, Today and Tomorrow

Polina Bardaeva

Published by De Gruyter 2021

Bank Asset Liability Management Best Practice

Yesterday, Today and Tomorrow

Polina Bardaeva

In the series The Moorad Choudhry Global Banking Series

https://doi.org/10.1515/9783110669763

Overview
Contents

About this book

As bankers incorporate more and more complicated and precise calculations and models, a solely mathematical approach will fail to confirm the viability of their business. This book explains how to combine ALM concepts with the emotional intelligence of managers in order to maintain the financial health of a bank, and quickly react to external environment challenges and banks’ microclimate changes.

ALM embraces not only balance sheet targets setting, instruments and methodologies to achieve the targets, but also the correct and holistic understanding of processes that should be set up in a bank to prove its prudency and compliance with internal and external constraints, requirements and limitations and the ongoing continuity of its operations. Bank Asset Liability Management Best Practice delves into the philosophy of ALM, discusses the interrelation of processes inside the bank, and argues that every little change in one aspect of the bank processes has an impact on its other parts. The author discusses the changing role of ALM and its historical and current concepts, its strengths and weaknesses, and future threats and opportunities.

Author / Editor information

Polina Bardaeva, FRM, Head of Group Capital Management, Sberbank Europe AG, Austria

Topics

Frontmatter Publicly Available Download PDF	I
Acknowledgments Publicly Available Download PDF	VII
Foreword Publicly Available Download PDF	IX
Contents Publicly Available Download PDF	XI
Preface Publicly Available Download PDF	XIII
Part 1: Historical Asset and Liability Management Concepts
Introduction Requires Authentication Unlicensed Licensed Download PDF	1
Chapter 1. Before the ALM Era Requires Authentication Unlicensed Licensed Download PDF	5
Chapter 2. Financial Turbulence Requires Authentication Unlicensed Licensed Download PDF	7
Chapter 3. Emergence of Derivatives Requires Authentication Unlicensed Licensed Download PDF	12
Chapter 4. Regulators in Place Requires Authentication Unlicensed Licensed Download PDF	20
Chapter 5. Preservation of Basel III Capital Requires Authentication Unlicensed Licensed Download PDF	28
Chapter 6. Complete Interrelation Requires Authentication Unlicensed Licensed Download PDF	38
Chapter 7. ALM Evolution Summary Requires Authentication Unlicensed Licensed Download PDF	42
Conclusions Requires Authentication Unlicensed Licensed Download PDF	50
Part 2: Place of Asset and Liability Management in a Bank
Introduction Requires Authentication Unlicensed Licensed Download PDF	53
Chapter 8. Prerequisites for ALM Requires Authentication Unlicensed Licensed Download PDF	55
Chapter 9. ALM Responsibilities (Full Scope) Requires Authentication Unlicensed Licensed Download PDF	57
Chapter 10. ALM Operating Model Requires Authentication Unlicensed Licensed Download PDF	75
Chapter 11. ALM Inside a Risk Management Triangle Requires Authentication Unlicensed Licensed Download PDF	79
Chapter 12. From a Standalone ALM Desk to a Group Treasury Requires Authentication Unlicensed Licensed Download PDF	87
Conclusions Requires Authentication Unlicensed Licensed Download PDF	100
Part 3: New Trends in Banking and Challenges for ALM
Introduction Requires Authentication Unlicensed Licensed Download PDF	103
Chapter 13. ALM Role in SREP Requires Authentication Unlicensed Licensed Download PDF	105
Chapter 14. Scope of ALM Involvement for Different Banks Requires Authentication Unlicensed Licensed Download PDF	112
Chapter 15. ALM Role in Crisis Requires Authentication Unlicensed Licensed Download PDF	121
Chapter 16. After-Crisis ALM Requires Authentication Unlicensed Licensed Download PDF	126
Selected Bibliography Requires Authentication Unlicensed Licensed Download PDF	141
List of Figures Requires Authentication Unlicensed Licensed Download PDF	145
List of Tables Requires Authentication Unlicensed Licensed Download PDF	147
List of Abbreviations Requires Authentication Unlicensed Licensed Download PDF	149
About the Author Requires Authentication Unlicensed Licensed Download PDF	151
Index Requires Authentication Unlicensed Licensed Download PDF	153

(Deutsch)

Language: English
Publisher: De Gruyter
Audience: Bank executives, decision makers; Financial risk managers; Capital managers; Bank professionals involved with ALM
Pages
- Front matter: 14
- Main content: 155
Illustrations
- Illustrations: 21
- Tables: 20
Keywords: ALM; Strategy; Capital; Interest rate; Conflict of interest

eBook

Published: April 19, 2021
ISBN: 9783110669763

Hardcover

Published: April 19, 2021
ISBN: 9783110666540