АНАЛІЗ РОЗРИВІВ ЛІКВІДНОСТІ ЯК МЕТОД ЗБАЛАНСОВАНОГО УПРАВЛІННЯ АКТИВАМИ ТА ПАСИВАМИ (НА ПРИКЛАДІ АТ «КБ «ПРИВАТБАНК»)

This study aims to examine the effect of asset and liability management on dividend policy and Firm value of listed banking companies in the Indonesia Stock Exchange. This study used panel data from banking statistics reports and annual IDX statistics. This research used Structural Equation Model as the data analysis. The results of the study found that, asset management has a positive and significant effect on dividend policy and firm value. Meanwhile, liability management has a negative and insignificant effect on dividend policy. and company value.

Asset and liability management is the financial risk management practiced at financial institutions. The goal of asset and liability management is to maximize the risk-adjusted returns to shareholders over the long run. Credit risk is a very important risk category in banking because bankers usually manage credit risk on daily basis. How credit administration and asset and liability management should be coordinated to insure proper returns to shareholders is a critical issue to examine. This issue involves both the loan origination process and loan portfolio diversification. The loan origination process establishes policies and procedures to guide lenders within a banking atmosphere. These policies and procedures outline the type of loans and borrowers a bank wants to attract and those loans and borrowers a bank wants to avoid. Also among these guidelines are checks and balances to ensure compliance and accuracy. Loan portfolio diversification is important for the financial welfare of banks and for stability purposes. The goal of this paper is to identify how poor loan origination processes and poorly managed loan portfolios can negatively affect bank performance. The impact of such negative implications can result in configurations that stray from the norm, or peer group average. This paper also looks at one bank that recognized their difficulties and the actions they took to turn their company around.

Chapter 13 - Stochastic programming models for strategic and tactical asset allocation—A study from Norwegian life insurance

The COVID-19 pandemic is global and affects all countries in the world. The difference in the financial impact assessment of its outbreak concerns, inter alia, the state of preparation of the public sector in the previous period. The article assumes that countries which coordinated the structure of sovereign assets and liabilities before 2020 were less exposed to the negative effects of financial risks resulting from the COVID-19 pandemic. The study uses data and methodology of the International Monetary Fund and the authors’ measures dedicated to the public sector to assess the sovereign asset and liability management (SALM). As part of the results, the negative value of net worth and the national net welfare index for the studied countries, including Poland in the period before the pandemic crisis, were indicated. In addition, the level of the loans mismatch on the public balance sheet and the scale of the increase in financial risk in the first year of COVID-19 are presented. Conclusions of research make it possible to assess the impact of COVID-19 on Sovereign Asset and Liability Management.

This paper presents a model for optimal bank asset and liability management with financial futures. This model is a multiperiod linear programming model based on Markowitz portfolio theory. Given the bank's initial position, its economic forecasts, and the constraints under which it operates, the model can help a bank's senior executives determine the current and expected future balance sheet composition and financial futures position which will minimize the bank's operating risks and which will meet the bank's expected profits goal with the minimum possible profits risk. By parametrically varying the expected profits goal, the model will generate the set of risk‐return efficient decisions. Bankers need then examine only the set of efficient decisions to choose their optimal solution.A simplified example is used to illustrate the application of our model and to demonstrate that banks that use financial futures in asset and liability management can obtain better results than banks that do not use financial futures.

The public and private sectors have been managing their assets in some form for many years. Recently, however, the concept of asset management has been formulated to draw more explicitly on the principles of business, technology, economics, and other disciplines in a systematic and integrated way. This strategy offers cost-effective and responsive advantages in managing the public’s assets. Other management systems, particularly pavement management, have preceded the current interest in asset management by several decades. Accordingly, it is useful to assess whether there are common elements between asset management and pavement management and, if so, whether the experience gained from pavement management implementation and operation can be of benefit. In a generic sense, asset management has extensive commonalities with its component systems such as pavement management. However, asset management has some issues to resolve in progressing from a framework to an operational reality. A number of ways or areas in which asset management system development and implementation can benefit from pavement management operational experience are presented. Finally, some technical, economic/technical, and institution and user opportunities for innovations and advancements in asset management systems are identified.

Commercial Banking (MIC: 8.1 SIC: 6022 NAIC:522110)Bank of Hawaii, with assets of $9.46 billion as of Dec 31 2003, is a bank holding company. Co. operates in Hawaii, the West Pacific, and American Samoa. The Retail banking segment offers loan, lease and deposit products to consumers and small businesses. The Commercial banking segment provides corporate banking and commercial real estate loans, lease financing, auto dealer financing, deposit and cash management products to mid‐to‐large sized companies. The Investment Services group includes private banking, trust services, asset management, institutional investment advice and retail brokerage. The Treasury and Other Corporate segment provides corporate asset and liability management.

Part I: Finance Overview. 1. Advanced Applications in Finance: An Overview of Problems and Solution Techniques D. Ho. II: Issues in Financial Management for Financial Institutions. 2. Principles for the Control of Asset Liability Management Strategies in Banks and Insurance Companies G. Bergendahl, J. Janssen. 3. Asset and Liability Management: Regulatory Guidelines on Interest Rate Risk Control and Their Impacts on Financial Institutions E. Gualandri. 4. OTC Derivatives and the 'Competitive Payments System' Debate: The Lessons from History and Implications for a Supervisory Framework G. Martin. III: Issues in Asset Management. 5. A Unified Approach to Performance Attribution T. Philips. 6. An Introduction to Volatility R. Heynen, H.M. Kat. 7. Diversifying Earnings Forecast Errors via Composites of Market-Based, Analyst and Time-Series Predictions P. Elgers, et al. IV: Issues in International Investment. 8. The Valuation of Cross-Currency Interest-Sensitive Claims, with Application to 'Diff' Swaps S.H. Babbs. 9. Unraveling the Close-End Country Fund Discount Puzzle G. Johnson, et al.

Japan's multinational enterprises: M.Y. Yoshino, (Harvard University Press, Cambridge, Mass. and London, 1976) pp. xv + 191

The railway as a complete system is a collection of assets working collectively to deliver the desired functionality. Asset Management is primarily concerned with ensuring optimum performance of the railway system by lifecycle management of the assets. While the concept of asset management is fairly well understood, the diversity and age of assets types on the UK railways create significant challenges to engineers responsible for the management of the railway system. Signalling and control systems have a significant safety and performance impact on the operation of the railway; therefore it is essential for a business led railway that the management of signalling assets is a core activity. In practice the railway industry and signalling engineers have been carrying out asset management activities and processes without the term necessarily being applied to the tasks being undertaken. Asset management is therefore not a new idea but a term to recognize good management process of which engineering is a major element. This paper is intended to give an overview of asset management of the signalling and control systems as presently undertaken by Network Rail.

The objective of the work is to present the concepts of Asset Management for the Subsea area and a possible path on how to implement it in its processes, in accordance with the requirements of the ISO 55000 standard. This is an international standard published in 2011 and which covers requirements on how extract more value from an organization's physical assets by managing performance, cost and risk. According to IAM (Institute of Asset Management) and GFMAN (Global Forum for Asset Management), organizations have been increasing recognition of Asset Management as a discipline that has great relevance and significant potential for increasing the performance of the management system, increasing the guarantee of achieving organizational objectives. The introduction of this work will address the origin of the Asset Management topic and how it has been growing in organizations. A brief history of the evolution of the Subsea area in Integrity Management and similarities of this topic in Asset Management will also be presented. Next, the main concepts of Asset Management will be described, going through the ISO 55000 standards. Finally, a possible path for implementing asset management in the subsea area will be described, through a model for preparing a SAMP (Strategic Asset Management Plan), this being one of the main requirements of ISO 55000.

Insurance companies must ensure a balance between the profits generated from their investment and the liabilities they owe to policyholders. This is widely known as asset and liability management (ALM). One important element of ALM involves forecasting the long-term financial status of the company. Therefore, a discrete time dynamical system is developed to illustrate the fluctuations in the financial components of an insurance company. Subsequently, simulations are conducted based on the constructed model for cases both with and without mortality. The model takes into account varying premium amounts and durations, a stochastic capital market, a dynamic management strategy, as well as mechanisms for establishing reserves. The financial components arising in the model are calculated recursively, allowing for easier and more efficient simulations.

This paper develops a dynamic general equilibrium model on the interaction of bankers’ asset and liability management with liquidity concerns. Bankers screen real production projects and issue deposit contracts. Liquidity concerns stem from endogenized early withdrawals of deposits. To fulfill early withdrawals, bankers sell assets in a secondary market. The paper argues that ex post asymmetric information in the secondary market distorts bankers’ incentive to screen ex ante, as bad assets are easier to sell and generate liquidity benefits. Moreover, the general equilibrium feature of the model implies that exogenous aggregate productivity shocks are amplified and that booms may lead to busts.

Asset management is a broad term and a relatively new paradigm to the water industry. This paper is intended to present an overview of the asset management approach that emerges as a managerial and technical framework for a water utility to effectively manage above and below ground assets. Based upon the lessons learned from some limited practices in the developed countries including UK, USA, Australia and New Zealand, the article is focused on elaborating the new concept of asset management and technological requirements to implement it for a water or wastewater organization. Following the brief overview, the elements of asset management are addressed along with the classified essential technology that enables water asset management and the potential cost savings resulting from an effective program. It concludes by looking into the challenges and barriers for adopting this innovative approach.

This article examines the peculiarities of the management of assets and liabilities of Ukrainian banks in the conditions of significant structural transformations of the resource base during the period of martial law. The analysis is carried out at the level of homogeneous structural and functional groups of banks (SFGBs), which are formed using published reporting data and the application of Kohonen's self-organizing map (SOM). Accumulation of statistical data has been carried out for 5 years, special attention is paid to structural changes in the resource base and directions of placement of bank assets over the past two years.Over the past two years, the bank has been under the influence of shock factors affecting assets and liabilities. At the beginning of 2022, there was an outflow of funds from bank accounts, which was gradually compensated by the inflow of current funds from corporations and the population of individuals. In 2023, the National Bank of Ukraine actively stimulated the development of the term resource base, the basis for ensuring the growth of credit operations. Transactions with state securities continue to grow in the structure of bank assets. The priority task of the banking system remains the financial support of business, but in the conditions of a full-scale war, such development of credit operations is limited. It is expedient to study the strategy of banks by combining the structure of assets and liabilities according to similar characteristics and analyzing the dynamics of groups. Observation of homogeneous groups confirms their stable nature, features of strategy, risk profile and development priorities. It has been proven that banks within homogeneous SFGBs demonstrate similar behaviour in the formation of management strategies and reactions to internal and external shocks. At the macro level, the SOM structure allows you to quantitatively assess the main processes taking place in the banking system, conduct comparisons with maps, and identify problems and priorities in the management of bank assets and liabilities. The SFGB method allows you to evaluate the trajectory of individual banks on the map and develop recommendations for improving the strategy of managing assets and liabilities.