Relevant bibliographies by topics / Asset management of the bank

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Academic literature on the topic 'Asset management of the bank'

Author: Grafiati
Published: 28 May 2022
Last updated: 29 May 2022

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Journal articles on the topic "Asset management of the bank"

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U. Zh. Kurmankozhoeva. "COMMERCIAL BANK ASSET MANAGEMENT IN THE KYRGYZ REPUBLIC." Herald of KSUCTA n a N Isanov, no. 4 (December 16, 2019): 693–97. http://dx.doi.org/10.35803/1694-5298.2019.4.693-697.

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This article discusses the main indicators characterizing the quality of the assets of a commercial bank, analyzes these indicators using the banks of the Kyrgyz Republic as an example. The methods of bank asset management are described. Based on the data of the National Bank, a study is made of the asset structure of commercial banks of the Kyrgyz Republic. A list of regulatory acts governing the management of bank assets is provided.
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Abd. Majid, M. Shabri, Said Musnadi, and Indra Yadi Putra. "A Comparative Analysis of the Quality of Islamic and Conventional Banks’ Asset Management in Indonesia." Gadjah Mada International Journal of Business 16, no. 2 (2014): 185. http://dx.doi.org/10.22146/gamaijb.5463.

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This research empirically and comparatively examines the quality of conventional and Islamic banks’ asset management in Indonesia during the period 2009-2011. Four general conventional banks [i.e., Bank Mandiri Indonesia (BMI), Bank Rakyat Indonesia (BRI), Bank Central Asia (BCA), and Bank Nasional Indonesia (BNI)] and four Islamic banks (Bank Muamalat, Bank Syariah Mandiri, Bank Syariah Mega Indonesia, and Bank Syariah BRI) were, respectively, explored. Specifically, the purpose of this study is to compare the quality of the Islamic and conventional banks’ asset management with the CAMEL (capital, asset, management, earning, and liquidity) method. It also attempts to analyse the influences of the ROA (Return on Asset), TLTA (Total Loan to Total Assets), and OITL (Operating Income to Total Liabilities) on the quality of the banks’ asset management. The CAMEL method was used to evaluate the quality level of the banks’ asset management, while the multiple regression analysis was then adopted to explore the determinants of the quality of the banks’ asset management. The study documented that Bank Syariah BRI was the best performing bank, with the highest CAMEL score of 50.33, while Bank Mandiri Indonesia was the worst performer with the lowest CAMEL score of 26.33. As a group, the Islamic banks were found to have better rankings, i.e., positions 1, 2, 3, and 6, while the conventional banks were found in 4, 5, 7, and 8, respectively. The study proved that the Islamic banks have a better asset management quality compared to their conventional counterparts. The Islamic banks were also proved to be better able to withstand the risks, particularly the financing risk.
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Tanwar, Jyoti, Arun Kumar Vaish, and N. V. M. Rao. "MATHEMATICAL MODELING OF ASSET LIABILITY MANAGEMENT IN BANKS USING GOAL PROGRAMMING AND AHP." Indian Journal of Finance and Banking 4, no. 4 (2020): 1–19. http://dx.doi.org/10.46281/ijfb.v4i4.899.

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Asset Liability Management has gained popularity in the banking sector. Earlier banks focused on asset allocation, but now the management of assets and liabilities is equally essential. Asset liability management targets the optimum distribution of funds in assets and managing liabilities so that banks can earn higher profits and minimize risk. In this paper, the optimization of assets and liabilities of Indian banks has been concentrated using mathematical models. Combining the Analytical Hierarchy Process (AHP) and Goal Programming (GP) model has been used to solve the optimization problem. AHP is a multi-criteria decision-making approach for deriving priority weights. Goal Programming is a linear programming model to solve complex issues having multiple objectives. In this paper, the primary data gathered from Bank senior managers have been analyzed using the AHP approach to derive weights for criteria. These weights are assigned to goals in goal programming to prioritize the goals. Secondary data on OBC bank is used in goal programming from 2010-2019 collected from OBC bank's annual reports and RBI websites. The findings show that OBC bank has the scope of improving its assets and liabilities position to increase its profit and minimize the risk. The model generates an optimum balance sheet that achieves the set goals and satisfies all the statutory and planning constraints. The same model can be useful for scheduled commercial banks in India with modifications concerning banks' targets and controls. The model developed in this paper is helpful for bank managers in planning and forecasting. AHP and GP's combined approach is unique in this paper, which uses experts' knowledge and applies it in the model. The model is created on the bank's realistic goals and constraints after carefully considering the issues faced by bank officials. The paper is limited to the Indian Banking system as other countries have different balance sheet structures and constraints.
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Ahmed Mareai Senan, Nabil, Fozi Ali Belhaj, Ebrahim Mohammed Al-Matari, Mamdouh Abdulaziz Saleh Al-Faryan, and Eissa A. Al-Homaidi. "Capital adequacy determinants of Indian banks listed on the Bombay Stock Exchange." Investment Management and Financial Innovations 19, no. 2 (2022): 167–79. http://dx.doi.org/10.21511/imfi.19(2).2022.14.

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This study examines the influence of corporate-specific factors and external factors on capital adequacy of Indian banks listed on the Bombay Stock Exchange (BSE). This study used a GMM estimation (pooled, fixed, and random) for the period 2009–2018 to study thirty-seven Indian listed commercial banks. Banks’ capital adequacy (CAAD) is used as a dependent variable measured by equity to total assets. While corporate specifics factors include bank size, asset quality, liquidity ratio, deposit ratio, asset management, operating efficiency, return on assets, net interest margin, and non-interest income, external factors are economic activity, exchange rate, and interest rate. The results of this paper found that the deposit ratio, asset management, bank size, and operating efficiency are the main factors influencing banks’ CAAD of Indian listed firms during the period of the study. The outcomes revealed that the deposits ratio, asset management, and bank size have a negative and significant influence on banks’ CAAD, while operating efficiency has a positive and significant impact on CAAD. In terms of external indicators, the results revealed that gross domestic product and interest rate have a negative and significant effect on CAAD of Indian listed banks, except that the exchange rate has a positive and significant influence on CAAD. AcknowledgmentThe authors would like to thank the Arab Open University, Kingdom of Saudi Arabia, for supporting this research paper.
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Phuanerys, Eliza Christabella, and Yanuar Yanuar. "Faktor-Faktor yang Memengaruhi Profitabilitas Bank Umum Syariah di Indonesia." Jurnal Manajemen Bisnis dan Kewirausahaan 4, no. 3 (2020): 06. http://dx.doi.org/10.24912/jmbk.v4i3.7908.

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This study was conducted to analyze the effect of the Capital Adequacy, Asset Quality, Management Efficiency and Liquidity Management ratios on profitability proxied by bank Return On Assets (ROA), by analyzing the annual financial statements that have been published in 2013-2017. The variables used in analyzing the financial statements of Sharia Commercial Banks that are sampled are Asset Quality which is proxied by Non Performing Financing (NPF), Liquidity Management which is proxied by Financing to Debt Ratio (FDR), Management Efficiency proxied by Net Operating Margin (NOM), and Capital Adequacy proxied by Capital Adequacy Ratio (CAR). The sample in this study was 11 Islamic commercial banks for 5 years, namely 2013-2017. The results showed that Capital Adequacy, Asset Quality, and Liquidity Management significantly influenced the profitability of Islamic commercial banks. Whereas Management Efficiency does not affect the profitability of Islamic commercial banks. Based on these results, Sharia Commercial Banks in Indonesia must increase capital, reduce problematic financing by improving internal processes, and increase bank liquidity by increasing fundraising.
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Usman, Bahtiar, and Henny Setyo Lestari. "Determinants of Bank Performance in Indonesia." Jurnal Minds: Manajemen Ide dan Inspirasi 6, no. 2 (2019): 193. http://dx.doi.org/10.24252/minds.v6i2.11282.

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This study aims to examine the determinants of commercial banks’ performances in Indonesia in the period 2008-2017 by their return on assets. Capital adequacy, asset quality, management efficiency and liquidity, and gross domestic product functioned as the predictors. The sample of this study was 25 conventional banks meeting the criteria of the purposive sampling method. The panel data with Eviews shows that asset quality has a negative effect and management efficiency has a positive impact on bank performance. Capital adequacy, liquidity, and gross domestic product growth rate do not affect the bank's performance. Managers need to tighten lending, carry out credit restructuring and manage the balance between assets and liabilities and, supervise credit.
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Nugrohowati, Rindang Nuri Isnaini. "PERBANDINGAN TINGKAT PROFITABILITAS DAN LIKUIDITAS DARI ASSET-LIABILITIES MANAGEMENT PADA BANK SYARIAH DAN BANK KONVENSIONAL." JESI (Jurnal Ekonomi Syariah Indonesia) 5, no. 1 (2016): 1. http://dx.doi.org/10.21927/jesi.2015.5(1).1-11.

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Abstract The banking sector has a very important position for the economic systemof a country. The banking system, which is part of the financial system willaffect the course of the economic system as a whole. If the banking system isweak then the system will also be weak economy. Banking is an intermediaryinstitution is the institution that channel funds from surplus funds (surplusunits) to the sectors that lack of funds (defi cit units). With the banking economic actors in need of funds can be met so that the economy can continue to run. In this study will specifi cally analyze the comparison of the level of profi tability of the asset-liability management in Islamic banks and conventional banks are seen from the return on assets and return on equity rises. It also will be studied comparative level of liquidity in Islamic banks and conventional banks are seen from the loan to deposit ratio and Capital Adequacy Ratio. By Hyphothesis is as follows : Ha1: there are differences in the level of profitability of the asset-liabilitymanagement in Islamic banks and conventional banks are seen from the return on assets and return on equity Ha2: there are differences in the level of liquidity in Islamic banks andconventional banks are seen from the loan to deposit ratio and Capital Adequacy Ratio Data analysis has been done obtained the following conclusions, based onmeans testing compare with test Independent-Samples t-test showed that the level of tability seen from ROA and ROE between Islamic Bank and Bank Konvensiona show any signifi cant difference. This is demonstrated by tests of signifi cance 0.02 0.05 for FDR, while for the signifi cance test CAR of 0.38> 0.05. Keyword: Profi tabilitas, Likuiditas, Asset Liabilities Management, Bank Syariah
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Ali, Peter, Peter N. O. N. O. Njoku, John N. N. Ugoani, O. C. Nwaorgu, and Okanta S. Ukeje. "Cash Management and Bank’s Financial Performance: Evidence from selected Deposit Money Banks in Nigeria." AFRE (Accounting and Financial Review) 3, no. 2 (2021): 180–89. http://dx.doi.org/10.26905/afr.v3i2.5450.

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This study empirically examined the effects and implications of cash management of DMBs in Nigeria. The variables studied were Cash to total asset, Operating cash to total asset, Investing cash to total asset, Financing cash to total asset, Bank size, Bank age, proxied for cash management and Return on Asset used to represent financial performance. Data used for this study were from secondary sources and were generated from the annual reports and accounts of the selected DMBs for the period 2014–2018. The results show that while operating cash to total asset of bank, investing cash to total asset and bank size have no significant effect on financial performance of DMBs, financing cash to total asset and bank age have a significant and positive effect on financial performance of deposit money bank (DMBs). However, cash to total asset has a significant negative effect on financial perfor-mance of banks. The study concludes that cash positions, which can lead to liquidity risk has to be managed because it has tendency to compound other risks. It further highlighted that adequate attention should be paid on the use and reserves of cash among banks in Nigeria. This study recommends that banks should adopt optimum cash management model for efficiency and effectiveness. Stringent regulatory policies in this regard must be reviewed in such a way that they can be relaxed, to encourage effective liquidity manage-ment measures.
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Hollingsworth, Danny P., and John T. Rose. "Tax Reform And Bank Asset Quality: Did 1986 Tax Law Changes Contribute To Banks Loan Problems?" Journal of Applied Business Research (JABR) 11, no. 4 (2011): 15. http://dx.doi.org/10.19030/jabr.v11i4.5843.

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The escalation of bank loan losses in the mid/late 1980s, attended by a marked decrease in banking industry profits and an increase in bank failures, has raised numerous questions about the factor contributing to these events. The present study continues this inquiry by examining the effects of the Tax Reform Act of 1986 (TRA86) on the quality of banks assets in the late 1980s. Specifically, the study seeks to attribute changes in bank asset quality following enactment of TRA86 to 1) the two major provisions of the law targeted at banks, namely, interest expense allocable to tax-exempt obligations and the tax reserve for bad debts, particularly bad debts of large banks, along with 2) the pre-TRA86 level of real estate loans that were devalued by other provisions of the statute. Using alternative measures of asset quality, a single-equation regression analysis was applied to a sample of 205 large commercial banks. Empirical results indicate some linkage between TRA86 and changes in bank asset quality during the late 1980s, though not in all areas examined.
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Ben Said, Houda, and Zouari-Hadiji Rim. "Tunisian bank asset-liability management: A canonical correlation analysis." Corporate Ownership and Control 15, no. 3-1 (2018): 230–38. http://dx.doi.org/10.22495/cocv15i3c1p7.

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The aim of this paper is to analyze asset-liability management behaviour in Tunisian banks between 2000 and 2014. The liberalization process in the Tunisian economy coupled with global developments exposed banks for various kinds of risks (interest rate risk, liquidity risk, exchange risk, operational risk etc...) which have a direct impact on their profitability and efficiency. Then asset liability management is one of a most important tool for decision making that sets out to maximize stakeholder value and an instrument to measure the sustainability of the financial sector in a country. A sample consisting of public, private, and foreign banks operating in the Tunisian territory was considered and the multivariate statistical technique, canonical correlation analysis has been used to capture the nature and strength of the relationship between the assets and liabilities in these banks. Assets analyzed were subdivided into fixed assets, liquid assets, short-term loans, long-term loans, short-term securities and long-term securities; and liabilities into net worth, borrowings, short-term deposits and long-term deposits. From the analysis, different degrees of the association have been found among various constituents of assets and liabilities and among banks. In most cases, there has been a poor and judicious matching of assets and liabilities in terms of their explicit cost and revenue as well as their maturity and liquidity. It is further observed that most Tunisian banks were asset-managed: these banks were actively managing assets and liabilities and were dependent on how well the assets are managed.
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Dissertations / Theses on the topic "Asset management of the bank"

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Hennig, Jochen. "Kooperative Wertschöpfungsmodelle in der asset management und wealth management Industrie : Implikation /." Bern : Haupt, 2007. http://aleph.unisg.ch/hsgscan/hm00201069.pdf.

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Belouafi, Ahmed. "Asset and liability management of an interest free Islamic bank." Thesis, University of Sheffield, 1993. http://etheses.whiterose.ac.uk/4221/.

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The last two decades or so have witnessed the emergence of a new type of financial intermediaries. That is the establishment of interest free Islamic financial institutions (IFIs). As a result the literature that deals with aspects related to these institutions has grown rapidly. Three main areas have received considerable attention from economists, bankers, jurists of Islamic Jurisprudence and other academics. These are descriptive analysis of how such a system operates, theoretical framework of such a system utilizing modern tools of economic analysis and empirical studies of evaluating certain experiments. As far as the application of quantitative tools to certain problems of these intermediaries is concerned little progress has been made. This study is an addition to the work carried out in that area by discussing the Asset and Liability Management (ALM) problem of Islamic Banks (IBs) and then developing linear optimization models that help managers to decide the structure of assets, liabilities and capital accounts of their intermediaries. In addition, this study also aims to examine thoroughly the way these institutions operate so as the managerial problems of these practices are identified and taken into account in the modelling process. Similarly, the main characteristics that distinguish these intermediaries from interest based banks are identified. The application of the developed models to the data of two practising lBs reveals that the adoption of quantitative approaches to managerial problems of these firms is quite encouraging. In the sense that these techniques have captured some policies pursued by the management of the selected institutions. Moreover, these methods help managers to identify, and concentrate clearly on, the problem to be considered. However, the main requirement which deserves particular attention in the implementation process of these models is to have comprehensive, detailed and properly recorded and prepared input data.
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Nitti, Alessandro. "The Italian Asset Management market from an Asset Servicer’s perspective." Thesis, KTH, Fastigheter och byggande, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-195837.

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The asset management industry constitutes a vital part of the economy thanks to its financing role. The sector has profoundly changed since its establishment and, nowadays, changes in organization, investors’ behaviour and regulatory framework are deeply reshaping the industry. In this context, also the Italian market, which has traditionally been characterised by some distinguishing features, is being influenced by a series of modifications at both European and national level. The purpose of this paper is to analyse the Italian Asset Management industry’s structure and organisation, understand how it is evolving and grasp the factors that can affect its market to then draw implications influencing the business and operations of an asset servicer. This work divides the Italian Asset Management market into two parts, the Asset Managers segment, including collective management and discretionary mandates, and the Pension Schemes segment. These two composing parts are analysed from an Asset Servicer’s perspective, presenting data over the financial instruments they contain. The paper follows the Case Study approach employing mainly secondary quantitative data. In Italy, the distribution of Asset Management products as well as trading activities remain based on banking networks. In recent years, among collective management products, foreign-law mutual funds are the ones that grew the most. This, along with the fact that the asset servicers’ market is dominate by few specialized players operating on a global scale, puts the spotlight on asset servicers’ cross-border level of integration. Even tough discretionary mandates are struggling to recover and have grown at a slower pace, due to “MiFID II” upcoming rules, financial intermediaries will be encouraged to place these products on the market. Lastly, the Italian pension system is underdeveloped if compared to other European countries and few players own the majority of the complementary pension schemes market. The paper highlights how technology innovations, policies of the ruling governments, interest rates levels and national and communitarian regulation are the factors driving the asset management industry.
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Афанасьєва, Ольга Борисівна, Ольга Борисовна Афанасьева, and Olha Borysivna Afanasieva. "Establishment of bad- and bridge-banks as an effective way of bank non-performing asset management in Ukraine." Thesis, Українська академія банківської справи Національного банку України, 2012. http://essuir.sumdu.edu.ua/handle/123456789/63819.

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Ezz, Lama. "Asset securitisation and EU bank credit risk behaviour : a stakeholder theory perspective." Thesis, Brunel University, 2016. http://bura.brunel.ac.uk/handle/2438/14593.

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This study aims to investigate the effectiveness of using asset securitisation as risk management technique in banks. This study examines the direct impacts of asset securitisation on the riskiness of banks’ loan portfolios as well as the indirect impacts on the subsequent financial stability. This study also tests the changes in banks’ equity capital and liquidity as a result of using asset securitisation in order to understand their potential contributions to the examined bank risk behaviour. Furthermore, this study tests the impacts of adopting the Basel capital requirements on banks’ exposure to asset securitisation and the related bank risk behaviour. The study is informed by stakeholder theory. The use of stakeholder theory in the current study helps in addressing the causal connections between banks’ risk management practices and the achievement of banks’ performance objectives. Using stakeholder theory also helps understand the role of external regulatory structures in supporting risk management practices in banks. The empirical study is conducted by using a sample of 44 bank holding companies selected from 13 European countries during the period 2004-2014. The choice of the sample banks is based on the availability of securitisation data as well as the condition that all European banks should have placed at least one securitisation transaction during the period of the study. Moreover, seven linear regression models were developed to examine the study relationships and were estimated by using Fixed Effects panel data analysis. The use of panel data analysis in this study aims to capture the dynamics of bank risk behaviour and other bank-specific conditions that are associated with asset securitisation during the period of the study. The results found in the empirical analysis confirm that incorporating the use of asset securitisation with higher capital requirements is more likely to reduce originators’ credit risk-taking that arise from their lending activities. The findings reported in this study, however, do not support the regulatory capital arbitrage hypothesis of the securitisation products. Furthermore, this study confirms that European securitising banks continued to view asset securitisation as cost-efficient funding source, despite the decreasing number of transactions since the crisis. The findings in this study also show that European securitising banks did not effectively operate their securitisation proceeds in profitable investments during the period of the study. Based on the results found in the current study, we can suggest that introducing more risk-sensitive capital requirements is a key factor in the future development of the asset securitisation markets. This study contributes to the existing literature by emphasising the direct connections between asset securitisation and the riskiness of banks’ loan portfolios. This study also is one of the first studies to test asset securitisation effects on the absolute level of bank capital in order to provide a better understanding of the regulatory capital arbitrage hypothesis. The current study further extends the existing literature to test the role of the Basel capital requirements in controlling the use of asset securitisation in banks, taking into account the former regulatory frameworks and the full implementation years of the Basel (II) framework. Unlike previous studies, the employment of stakeholder theory in the current study has helped in expanding the perception of risk management in banks, from purely controlling device to a broad approach that aims to support bank’s existence and prosperity. Furthermore, this study is one of the first studies that had a broader look at the European securitisation market, during the years before and after the crisis and compared the empirical results of both sub-samples to validate the robustness of the study findings in terms of the financial crisis.
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Sheng, Li. "Der Einsatz von Asset Management Corporations zur Lösung des Problems der notleidenden Kredite im chinesischen Bankensystem /." Freiburg i. Br. : Rombach, 2006. http://deposit.ddb.de/cgi-bin/dokserv?id=2791933&prov=M&dok_var=1&dok_ext=htm.

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Sheng, Li. "Der Einsatz von asset management corporations zur Lösung des Problems der notleidenden Kredite im chinesischen Bankensystem." Freiburg i. Br. Berlin Rombach, 2005. http://deposit.ddb.de/cgi-bin/dokserv?id=2791933&prov=M&dok_var=1&dok_ext=htm.

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Obaleye, Olabanjo Johnson. "Relationship Between Liquidity, Asset Quality, and Profitability of Mortgage Banks in Nigeria." ScholarWorks, 2018. https://scholarworks.waldenu.edu/dissertations/6254.

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Liquidity (LQ) and asset quality (AQ) management present significant challenges to mortgage bankers in their efforts to improve profitability (PR). When liquidity increases, there is no positive impact on mortgage asset growth; however, this trend indicates that asset management and liquidity positions are not well managed. To run a viable mortgage business, mortgage bankers need to have a good grasp of the association between LQ, AQ, and PR. Anchored in the profit theory paradigm, the purpose of this multiple regression study was to examine the relationship between LQ, AQ, and PR of mortgage banks (MBs) in Nigeria. Archival financial data of 16 randomly sampled MBs covering a period of 8 years from 2009 to 2016 were used. Data were analyzed using multiple panel regression incorporating two PR models, net interest margin (NIM) and return on asset (ROA). The regression result indicated that LQ and AQ constructs significantly predicted PR as measured by NIM because F (8, 80) = 2.061, p = 0.014, p < 0.05, and effect size given by R2 = 0.458, signifying 46% variation in NIM. The model of PR as measured by ROA also indicated that LQ and AQ constructs were significant because F (8, 80) = 4.043, p = 0.000, p < 0.05, with effect size measured by R2 = 0.624, indicating 62% variation in ROA. The findings emphasized the need for optimization of LQ and AQ to maximize PR. The implications for positive social change include the potential to provide the business leaders in the mortgage industry with knowledge about optimization of LQ and AQ as drivers of PR. In addition, when business owners achieve increase profitability, they may provide more employment opportunities, better working conditions, better compensation plans, and more access to mortgage finance options.
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Van, Rensburg John Singleton Janse. "The integration of performance measurement and asset-and-liability management / John Singleton Janse van Rensburg." Thesis, North-West University, 2008. http://hdl.handle.net/10394/2602.

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The financial intermediation function that a bank performs dictates the existence of a risk-reward trade-off embedded within a bank's balance sheet. The process of risk management focuses on achieving the broader organisational objectives relating to this risk-reward trade-off. Measuring the contribution of risk to profitability is pivotal in assessing the optimality of a bank's risk-reward trade-off. Conventional accounting-based performance measures such as return on assets and return on equity do not incorporate the risk effects as part of the performance assessment. Risk-adjusted performance measurement assessments, such as risk-adjusted return on capital, acknowledge the impact of risk in measuring the profitability of a bank. Interest rate risk is an important source of bank profitability. The Asset-and-Liability Management function of a bank is tasked with the management of interest rate risk in the 'banking book' of its balance sheet. Managing interest rate risk demands that the sources of interest rate risk for example, reprice risk, yield curve risk, option risk and basis risk are clearly identified and measured. The impact of interest rate risk can be assessed from two perspectives namely, the earnings perspective and the economic value perspective. Measuring the impact of interest rate risk conventionally involves a number of techniques, each of which has inherent strengths and weaknesses. Simulation modelling techniques deploying earnings-at-risk and economic value of equity analyses respectively, most accurately quantifies the earnings and economic value perspectives to the effects of interest rate risk. The methods of repricing gap analyses and duration analyses present efficiency constraints in measuring interest rate risk although complimentary to developing a complete interest rate risk metrics framework. Matched-Term Funds Transfer Pricing is an important component in measuring the risk-adjusted net interest margin for the risk-adjusted performance measurement process. Matched-Term Funds Transfer Pricing system isolates the business units from the effects of interest rate risk by transferring the interest rate risk or mismatch spread (profit or loss) to the Central Funding Unit or Asset-and-Liability Management unit. Business units are therefore allocated the net interest margin components relating to the controllable risk elements for which management responsibility is assumed. Business units use the risk-adjusted performance measurement results to develop balance sheet and pricing strategies that are sensitised to asset and liability management and interest rate risk management objectives through the Matched-Term Funds Transfer Pricing mechanism. These business strategies should be included in the measurement of interest rate risk by the asset-and-liability management simulation model. The asset-and-liability management process can therefore optimise the interest rate risk management process. The integration of the Matched-Term Funds Transfer Pricing, Asset-and-Liability Management and banking book interest rate risk management processes institutes a risk-optimisation approach to risk management compared against the conventional risk-control perspective to the function of risk management.<br>Thesis (M.Com. (Economics))--North-West University, Vaal Triangle Campus, 2009.
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Kaminskaitė, Dalia. "Banko aktyvų ir pasyvų valdymas." Master's thesis, Lithuanian Academic Libraries Network (LABT), 2014. http://vddb.library.lt/obj/LT-eLABa-0001:E.02~2006~D_20140702_185958-90728.

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Aktyvų ir pasyvų valdymo (APV) klausimas aktualus dar nuo tada, kai susikūrė pirmieji bankai, kadangi tai iš pačios bankininkystės specifikos kylant problema. Spartėjantys globalizacijos procesai šią problemą dar labiau aštrina ir tai skatina bankus ieškoti efektyvesnių būdų jų aktyvų ir pasyvų portfelių valdymui. Šio magistrinio darbo tikslas yra išanalizuoti APV problemą komerciniame banke ir įvertinti APV efektyvumo vertinimą trijuose Lietuvos bankuose. Siekiant išanalizuoti APV problemą, pirmiausia buvo apžvelgtos įvairių autorių siūlomos APV koncepcijos, buvo pabrėžta APV svarba, žvelgiant tiek iš centrinio, tiek iš komercinio banko pozicijų, taip pat apžvelgta APV koncepcijos istorinė raida. Buvo išnagrinėti trys populiariausi APV modeliai: GAP analizė, trukmės analizė, VaR bei Monte Carlo metodikos. Tuomet buvo įvertintas APV efektyvumo vertinimas trijuose Lietuvos bankuose, palyginimui pasirenkant didelį, vidutinį ir mažą bankus. Siekiant įvertinti APV efektyvumo vertinimą pasirinktuose bankuose buvo atlikta GAP analizė, įvertintas privalomųjų centrinio banko normatyvų vykdymas ir apskaičiuoti pelningumo ir likvidumo rodikliai. Atlikta analizė parodė, jog yra akivaizdus ryšis tarp banko dydžio ir APV efektyvumo. Tendencijos tokios, jog mažesni bankai laiko didesnes likvidžių aktyvų atsargas, kadangi jie turi menkesnes skolinimosi galimybes, mažesni tokių bankų paskolų portfeliai, taigi jų efektyvumas transformuojant priimtus depozitus į paskolas yra mažesnis. Visi šie... [toliau žr. visą tekstą]<br>The problem of asset – liability management (ALM) has been topical since the origin of banking. The processes of globalization and internationalization in financial markets in the twenty first century made this problem sharper than ever before, that make banks search more efficient ways of management of their asset and liabilities portfolios. The aim of this master work is to analyse the problem of ALM in commercial bank and evaluate the performance ALM in three Lithuanian banks. In order to analyse ALM problem different scientists approaches to ALM were analysed in this research in order to define the ALM conception. Also the importance of ALM was underlined from the point of view both of central bank and commercial bank and the development of ALM was viewed. The most popular models of ALM were analysed – GAP analysis, Duration GAP, VaR and Monte Carlo. Then the effectiveness of performance of ALM was evaluated in three Lithuanian banks, choosing the big one, the medium one and the small one. In order to analyse the effectiveness of performance of ALM in the chosen banks the GAP analysis was made, the execution of central bank’s compulsory normative rates was evaluated and the rates of liquidity and profitability were counted and analysed. The analysis pointed out, that there is an obvious relation between the size of the bank and the way it’s ALM is performed. The tendencies are these: smaller banks keep bigger amounts of liquid assets, because that they have lower... [to full text]
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Books on the topic "Asset management of the bank"

1

Ireland. Office of the Comptroller and Auditor General. National Asset Management Agency: Acquisition of bank assets. Stationery Office, 2010.

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The Hong Kong Institute of Bankers. Bank Asset and Liability Management. John Wiley & Sons Singapore Pte. Ltd., 2018. http://dx.doi.org/10.1002/9781119444497.

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American Bankers Association. Education Policy and Development Group., ed. Bank investments & funds management. 2nd ed. Education Policy & Development, American Bankers Association, 1991.

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Deutsch, Gary M. Bank treasurer's manual. Sheshunoff Information Services Inc., 1989.

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Ma, Guonan. China's asset management corporations. Bank for International Settlements, Monetary and Economic Dept., 2002.

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Hooks, Linda M. Capital, asset risk and bank failure. Group of Thirty, 1994.

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Ingves, Stefan. Issues in the establishment of asset management companies. International Monetary Fund, 2004.

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Markovich, Denise E. Effective asset/liability management for the community bank. Bankers Publishing, Bank Administration Institute, 1988.

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Bank asset/liability management: The impact, issues, and trends. Probus Pub. Co., 1994.

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Bill, Williams. Asset/liability measurement techniques / by Bill Williams. Bank Administration Institute, 1987.

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Book chapters on the topic "Asset management of the bank"

1

Choudhry, Moorad. "Bank Asset-Liability and Liquidity Risk Management." In Asset and Liability Management Handbook. Palgrave Macmillan UK, 2011. http://dx.doi.org/10.1057/9780230307230_2.

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Beeching, Archie, Anna Georgieva, and Justin Sloggett. "Responsible Investment and Central Bank Asset Management." In Asset Management at Central Banks and Monetary Authorities. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-43457-1_26.

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He, Dong, Stefan Ingves, and Steven A. Seelig. "Issues in the Establishment of Asset Management Companies." In Bank Restructuring and Resolution. Palgrave Macmillan UK, 2006. http://dx.doi.org/10.1057/9780230289147_9.

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Wang, Yumo, and Qinghua Zhang. "Brief Introduction of Network Security Asset Management for Banks." In Communications in Computer and Information Science. Springer Singapore, 2020. http://dx.doi.org/10.1007/978-981-33-4922-3_16.

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Abstract During the digital development process, enterprises have accumulated a lot of network asset including hardware, software and websites. Effective management of network asset can reduce the internet risk. Network asset is the primary object of information security. Therefore, the essential content of enterprise information security operation is ensuring the security of network assets sufficiently. This paper has investigated researches about detection, management and applications of network assets. The difficulty and current solutions have been summarized by the review. Moreover, this paper puts forward a solution of network asset management according to the bank situation.
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Wieandt, Axel, and Björn Blank. "Responses to structural changes in the financial services industry — the case of Deutsche Bank." In Handbuch Institutionelles Asset Management. Gabler Verlag, 2003. http://dx.doi.org/10.1007/978-3-663-01551-2_5.

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Bascom, Wilbert O. "Managing Asset and Liability Risks." In Bank Management and Supervision in Developing Financial Markets. Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1057/9780230372399_8.

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Kosmidou, K., and C. Zopounidis. "A Multiobjective Methodology for Bank Asset Liability Management." In Financial Engineering, E-commerce and Supply Chain. Springer US, 2002. http://dx.doi.org/10.1007/978-1-4757-5226-7_9.

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Bascom, Wilbert O. "Control Systems and Asset Quality Evaluation." In Bank Management and Supervision in Developing Financial Markets. Palgrave Macmillan UK, 1997. http://dx.doi.org/10.1057/9780230372399_12.

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Nugée, John. "Modern Central Bank Reserves Management: Introduction and Overview." In Asset Management at Central Banks and Monetary Authorities. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-43457-1_23.

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Ramaswamy, Srichander, and Philip Turner. "Expansion and Contraction of Central Bank Balance Sheets: Implications for Commercial Banks." In Asset Management at Central Banks and Monetary Authorities. Springer International Publishing, 2020. http://dx.doi.org/10.1007/978-3-030-43457-1_9.

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Conference papers on the topic "Asset management of the bank"

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Baiz, P. M., K. Kong, and C. Beedie. "Improving Work Bank prioritisation using Analytical Hierarchical Processing." In Asset Management Conference 2015. Institution of Engineering and Technology, 2015. http://dx.doi.org/10.1049/cp.2015.1745.

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Lončar, Iris, and Tonći Svilokos. "The influence of assets structure on financial performance in Croatian banking system." In Contemporary Issues in Business, Management and Economics Engineering. Vilnius Gediminas Technical University, 2019. http://dx.doi.org/10.3846/cibmee.2019.024.

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Purpose – as the largest share of national money assets is concentrated in banks, their profitability is important not only for shareholder but also for the whole economy. The aim of this paper is to analyse the influence of the structure of total assets and its liquidity on overall success in the Croatian banking industry. Research methodology – in order to achieve the main purpose the cross-section regression models will be estimated which will include standard profitability indicators and various liquidity and assets indices. Findings – the results of the analysis show that the level and the structure of total assets, as well as the level of its liquidity, significantly influence its profitability. Research limitations – the analysis in this paper is limited to the influence of the asset side of the bank balance sheet in cross-section conditions. Therefore this research could be considered as a preliminary one and should be expanded by introducing the other indicators from liability in wider time horizons. Practical implications – the results outlined in this paper could be practical guidelines for successful asset management which is prerequisite for achieving an adequate financial performance in the banking business. Originality/Value – according to our knowledge, research of this phenomenon is very rare, so this is one of the first papers considering the impact of asset structure on bank performance for the Croatian banking system.
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Titko, Jelena. "Bank Soundness in the Latvian Banking Market." In Contemporary Issues in Business, Management and Education. VGTU Technika, 2015. http://dx.doi.org/10.3846/cibme.2015.07.

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Bank soundness is crucially important for the stability of the whole financial system. The goal of the paper is to reveal the contributing factors to bank soundness in the Latvian banking market. Multifactor regression analysis was applied as a core research method. Bank soundness was proxied by Risk index calculated for Latvian banks. Profitability, liquidity and asset quality ratios of individual banks extracted from BankScope data warehouse were used as explanatory variables. Research period covers 2007–2014. The regression model was created, based on financials of Latvian banks as for 2013. The reliability of the model was tested, using the financials from 2014 reports.
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Zhang, Keqi. "Effect of Asset - Liability Structure on Bank Performance." In 2017 7th International Conference on Education, Management, Computer and Society (EMCS 2017). Atlantis Press, 2017. http://dx.doi.org/10.2991/emcs-17.2017.5.

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Artekin, Ayşe Özge, and Haldun Soydal. "Asset Management Companies and the Place in the Turkish Economy." In International Conference on Eurasian Economies. Eurasian Economists Association, 2019. http://dx.doi.org/10.36880/c11.02304.

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With the crisis that started in our country in 2000s, those who owe the bank could not complete their payment obligations, the collection process was damaged and thus the number of problematic loans increased. However, as a result of structural deterioration, bank mergers were experienced, banks' capital was strengthened and many of them were seized by TMSF. This situation has created a distrust of the banking system. In order to change the negative perception, problematic loans which prevent the flow of funds should be solved. At this stage, Asset Management Company has become a need and started to operate in the financial markets of our country. The Asset Management Companies were established in the 1930s to solve the financial problems arising from the global economic crisis. Nowadays, these companies are formed according to the needs and shortcomings and become legal institutions which are effective in eliminating the negative effects of problem loans on banks.&#x0D; In this study; the effects of problem loans, solutions, the process of emergence of companies in the world and in our country, its importance, aims, types, positive and negative aspects of banks and credit customers are examined. As a method of the study, domestic and foreign literature has been utilized and as a result of the study, it has been concluded that this problem has a positive effect on credit customers and banking system upon the transfer of problem loans to asset management companies.
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Sivkova, E. V., and O. R. Kuznecova. "A study of theoretical approaches to commercial asset management bank." In SCIENCE OF RUSSIA: TARGETS AND GOALS. "Science of Russia", 2019. http://dx.doi.org/10.18411/sr-10-08-2019-30.

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Quercioli, Valter. "Advanced Services for Turbomachinery Asset Management." In ASME Turbo Expo 2005: Power for Land, Sea, and Air. ASMEDC, 2005. http://dx.doi.org/10.1115/gt2005-68184.

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Operations have a key role to play in today’s highly competitive environment, as they must provide the utmost effectiveness in asset management practices to boost the Return on Capital Employed (ROCE) back to the asset Owners. Asset Management Effectiveness (AME) can be rooted in a certain number of Operator-controllable leverages, that this paper is aimed to show thru a simple model. The model ties the identified operational leverages to the ROCE, providing guidance for the Operators to communicate properly with the asset Owners for demonstrating the financial benefits of their operational practices. A certain number of advanced services available to the Operators are shown and described, that can support both Operations and asset Owners in their search for the highest financial returns from existing assets.
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Xiu Jin, Yingjie Feng, and Xiaoyuan Huang. "Bank Asset Liability Management Model Based on Multi-period Stochastic Programming." In 2006 6th World Congress on Intelligent Control and Automation. IEEE, 2006. http://dx.doi.org/10.1109/wcica.2006.1712628.

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YING, Yi-rong, Wei-yi ZHANG, Meng-le GU, and Yuya WANG. "Time Variability of Bank Asset Volatility on Deposit Insurance Price." In Proceedings of the 2019 International Conference on Economic Management and Cultural Industry (ICEMCI 2019). Atlantis Press, 2019. http://dx.doi.org/10.2991/aebmr.k.191217.017.

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Sönmezer, Sıtkı. "Effects of Sale of Non-Performing Loans to Asset Management Companies on Stock Performance of Banks." In International Conference on Eurasian Economies. Eurasian Economists Association, 2015. http://dx.doi.org/10.36880/c06.01395.

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Asset management Companies, starting from 2006, have a critical role in the banking sector of Turkey in terms of liquidating Non-performing loans into cash. Sale of bad debts enable banks to transfer receivables to asset management firms at a substantial discount and obtain liquidity so that they have more robust financials and their ability to focus on their core businesses which may increase productivity. The objective of this study is to determine the immediate impact of the announcement of recent sales on stock prices of banks. This study provides evidence that 22 statistically significant positive announcements versus 21 negative announcements out of 69 deals broken down by bank. Results indicate that particular deals are overpriced resulting in stock price increases and some are underpriced resulting in losses in the market. It can be inferred that information regarding with the structure and asset quality of deals are accessible.
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Reports on the topic "Asset management of the bank"

1

Stein, Jeremy. An Adverse Selection Model of Bank Asset and Liability Management with Implications for the Transmission of Monetary Policy. National Bureau of Economic Research, 1995. http://dx.doi.org/10.3386/w5217.

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van Binsbergen, Jules, and Michael Brandt. Optimal Asset Allocation in Asset Liability Management. National Bureau of Economic Research, 2007. http://dx.doi.org/10.3386/w12970.

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Iverson, Aaron, and George Zviagin. Solar Asset Management Software. Office of Scientific and Technical Information (OSTI), 2016. http://dx.doi.org/10.2172/1337521.

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Otero, Pete. Asset Management: Beyond 2020. Office of Scientific and Technical Information (OSTI), 2020. http://dx.doi.org/10.2172/1664648.

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Stone, Michael, Chinedum Irrechukwu, Harry Perper, Devin Wynne, and Leah Kauffman. IT asset management: financial services. National Institute of Standards and Technology, 2018. http://dx.doi.org/10.6028/nist.sp.1800-5.

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Hodgson, Thom J., Johnathon L. Dulin, Kristin Arney, Ben J. Lobo, Curtis M. Mears, and Reha Uzsoy. Global Sensor Management: Military Asset Allocation. Defense Technical Information Center, 2009. http://dx.doi.org/10.21236/ada515353.

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Chambers, David, Elroy Dimson, and Justin Foo. Keynes, King's and Endowment Asset Management. National Bureau of Economic Research, 2014. http://dx.doi.org/10.3386/w20421.

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Buffa, Andrea, Dimitri Vayanos, and Paul Woolley. Asset Management Contracts and Equilibrium Prices. National Bureau of Economic Research, 2014. http://dx.doi.org/10.3386/w20480.

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Bai, Qiang, Samuel Labi, and Zongzhi Li. Trade-off Analysis Methodology for Asset Management. Purdue University, 2008. http://dx.doi.org/10.5703/1288284314305.

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Feinstein, Jonathan, and Chih-Chin Ho. Elderly Asset Management and Health: An Empirical Analysis. National Bureau of Economic Research, 2000. http://dx.doi.org/10.3386/w7814.

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