Learn about Asset & Liability Management in banks, balancing liquidity & safety with profit maximization strategies. Explore new developments, financial statements, and the evolution of banking channels. Instructor: Bülent Şenver. Contact: bsenver@superonline.com
01 / 123Asset & Liability Management in Commercial Banks: Maximizing Profits while Ensuring Liquidity & Safety
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Asset & Liability Management in Commercial Banks: Maximizing Profits while Ensuring Liquidity & Safety
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ASSET & LIABILITY MANAGEMENT (ALM) • DEFINITION • ALM is continuously arranging and rearranging the assets and liabilities of the bank without infringing the liquidity and safety of the bank and with the purpose of maximizing the bank’s profits. ALM bsenver@superonline.com
LIQUIDITY • The ability of a bank to fulfill its obligations, and after doing so having enough cash left to do its normal daily banking business. ALM bsenver@superonline.com
SAFETY • The ability of a bank’s “Share Holder’s Equity” (SHI) to absorb the future possible losses that may arise and after doing so having enough SHI left to run the bank and to comply with the minimum “Capital Requirements”. ALM bsenver@superonline.com
STILL MORE TO CLIMB Internet PersonalTraining Office Automation Computerization Management Reorganization GAAP SC of Accounts Deregulations ALM bsenver@superonline.com
Yesterday Tomorrow Arena Services Organization & Reporting Data ALM bsenver@superonline.com
NEW DEVOPLEPMENTS • 1. Deregulation of Interest Rates • 2. Deregulation of Foreign Exchange Operations • 3. Changes in Laws and Regulations • 4. Increase in Deposit Interest Rates ALM bsenver@superonline.com
NEW DEVELOPMENTS • 5. Increase in Deposit Interest Rates • 6. Change in Deposit Characteristics • Increase in Term-Deposits • Decrease in Demand-Deposits • Increase in Short Terms ALM bsenver@superonline.com
NEW DEVELOPMENTS • 7. Increase in Personnel Expenses • 8. Increase in Operating Expenses • 9. Increase in Technology Investments • 10. Frequent Changes in Interest Rates • 11. Increase in Share Capital Requirements ALM bsenver@superonline.com
NEW DEVELOPMENTS • 12. Change in Asset Structure • Increase in Government Bonds • Increase in Treasury Bills • Increase in Foreign Exch. Loans • Increase in Short Term Loans • Increase in Non-Performing Loans • Increase in Consumer Loans ALM bsenver@superonline.com
NEW DEVELOPMENTS • 13. Decrease in S/H Equity Growth • 14. Increase in Customer Expectations • 15. New Service Points • Small Branches • ATM and POS • Telephone and Internet Banking • 16. 24 Hours 365 Days Banking ALM bsenver@superonline.com
Evolution of Channels in Banking 1950 1970 1980 1990 2000 SALES FORCE RELATIONSHIP MANAGEMENT SPACE SHARING BRANCH IN-STORE BRANCH FRANCHISE BRANCHES CALL CENTER INBOUND CALL CENTER OUTBOUND REMOTE RELATIONSHIP MANAGEMENT DATABASE MARKETING MAIL DIRECT MAIL SMART CARD CREDIT CARD DEBİT CARD VIDEO KIOSK INTERNET ATM ATM KIOSK TELEPHONE BANKING SCREEN PHONES PC BANKING INTERNET BANKING INTERACTIVE TV ALM bsenver@superonline.com Kaynak: A.T.Kearney
FINANCIAL STATEMENTS • 1. BALANCE SHEET • 2. STATEMENT OF INCOME • 3. STATEMENT OF SHAREHOLDER’S EQUITY • 4. SOURCES & USES OF FUNDS STATEMENT ALM bsenver@superonline.com
Balance Sheet Income Statement Interest Income Liabilities Assets Deposits Loans Interest Bearing Liabilities Interest Expences Interest Earning Assests Debt Treasury Bills Net Interest Income Non-Interest Bearing Liabilities Non-Interest Earning Assests Share Holders’ Equity = Total Assets Total Liabilities ALM bsenver@superonline.com
Balance Sheet Income Statement Interest Income Liabilities Assets Loans 36 Deposits 100 120 Interest Rate Assets = %20 Interest Expence Interest Bearing Liabilities Interest Earning Assests Debt Treasury Bills 9 80 60 Interest Rate Liabilities = %5 Net Interest Income Non-Interest Earning Assests Non-Interest Bearing Liabilities 30 27 35 35 Share Holders’ Equity = Total Assets Total Liabilities ALM bsenver@superonline.com
SHAREHOLDER’S EQUITY • Share Capital 100 • Legal Reserves 30 • Retained Earnings 50 • Revaluation Surplus 20 • Share Premiums 10 • Net Income 40 • Total S/H Equity 250 ALM bsenver@superonline.com
BALANCE SHEETDOES NOT SHOW • Interest Rates • Interest Sensitivity • Due Dates • Foreign Currencybreakdown • Collateral ALM bsenver@superonline.com
The results of operations of a bank. For the period between two dates. For the year endedDec. 31 , 1998 STATEMENT OF INCOMESHOWS ALM bsenver@superonline.com
STATEMENT OF INCOME • Interest Income 1000 • Interest Expense (700) • Net I.Income 300 • Non Interest Income 220 • Operating Expenses (450) • Pre-Tax Profit 70 • Tax Provision (30) • Net Income 40 ALM bsenver@superonline.com
