Bank asset liability management best practice : yesterday, today and tomorrow / Polina Bardaeva.

Format:

Book

Author/Creator:

Bardaeva, Polina, author.

Series:

The Moorad Choudhry Global Banking

The Moorad Choudhry Global Banking Series

Language:

English

Subjects (All):

Asset-liability management.

Physical Description:

1 online resource (XIV, 155 p.)

Place of Publication:

Berlin ; Boston, MA : Walter de Gruyter GmbH, [2021]

Language Note:

In English.

Summary:

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.

Contents:

Frontmatter

Acknowledgments

Foreword

Contents

Preface

Part 1: Historical Asset and Liability Management Concepts

Introduction

Chapter 1. Before the ALM Era

Chapter 2. Financial Turbulence

Chapter 3. Emergence of Derivatives

Chapter 4. Regulators in Place

Chapter 5. Preservation of Basel III Capital

Chapter 6. Complete Interrelation

Chapter 7. ALM Evolution Summary

Conclusions

Part 2: Place of Asset and Liability Management in a Bank

Chapter 8. Prerequisites for ALM

Chapter 9. ALM Responsibilities (Full Scope)

Chapter 10. ALM Operating Model

Chapter 11. ALM Inside a Risk Management Triangle

Chapter 12. From a Standalone ALM Desk to a Group Treasury

Part 3: New Trends in Banking and Challenges for ALM

Chapter 13. ALM Role in SREP

Chapter 14. Scope of ALM Involvement for Different Banks

Chapter 15. ALM Role in Crisis

Chapter 16. After-Crisis ALM

Selected Bibliography

List of Figures

List of Tables

List of Abbreviations

About the Author

Index

Notes:

Description based on print version record.

ISBN:

9783110669763

3110669765

9783110666601

311066660X

OCLC:

1248760125