Strategic Management of Profitability in Banking from an Asset - Liability View Macroprudential, Microprudential, Stress Testing

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Strategic Management of Profitability in Banking from an Asset - Liability View Macroprudential, Microprudential, Stress Testing | 4.18 MB

Title: Strategic Management of Profitability in Banking from an Asset - Liability View Macroprudential, Microprudential, Stress Testing
Author: Antonio Mota Pizarro
Category: Finance, Financial, Sales & Selling, Accounting, Banks & Banking, Management, Planning & Forecasting, Business & Finance, Business Reference, Sustainable Development
Language: English | 318 str. Pages | ISBN: 9781040661987​

Description:​

Can a bank be both profitable and fragile at the same time? The uncomfortable answer is yes.
Banks do not fail simply because they take risks. They fail when those risks are mispriced, under-compensated, and allowed to accumulate over time.
This book introduces Pricing Gap as a new analytical framework that moves beyond the traditional accounting view of banking. It argues that asset and liability management (ALM) should not be a passive control function, but a proactive engine at the heart of balance-sheet strategy. With a common methodology linking supervision, stress testing and strategic planning, Pricing Gap offers a powerful new lens through which to understand the resilience of banks.
Through its discussion of fund transfer pricing, the book reveals the hidden gap between the prices embedded in a bank's balance sheet and the risk-based prices required to sustain its business model over time. From this gap emerge two decisive concepts for modern...

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