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

ISBN-13: 9783110666540 / Angielski / Twarda / 2021 / 169 str.

Polina Bardaeva

Spis treści

Part 1. The changing role of ALM

• The need for emersion of ALM as a banking function

• Definition of ALM
• Factors impacting the balance sheet

• Historical ALM concepts
• Current ALM concept and its instruments

Part 2. Strengths and weaknesses of ALM

• ALM view on bank's scope of tasks
• ALM areas of responsibility
• ALM added value in bank's strategic tasks
• Conflicts of interest around ALM

Part 3. Threats and opportunities for ALM

• Regulatory requirements updates and their impact on bank's activities
• Wider role of ALM in response to new challenges

• Increasing role of interrelation of all banking areas

O autorze

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