ISSUES OF IMPROVING THE STRATEGY FOR MANAGING ASSETS AND LIABILITIES IN COMMERCIAL BANKS
Keywords:
commercial bank, assets, liabilities, asset-liability management, ALM, liquidity risk, interest rate risk, strategic management, ALCO, bank profitability.Abstract
This article examines the theoretical and practical aspects of improving the strategy for managing assets and liabilities in commercial banks. It highlights the importance of the asset-liability management system in ensuring a balance between liquidity, profitability, and risk in banking operations. During the study, strategic approaches aimed at coordinating the structure of assets and liabilities, reducing interest rate risk, liquidity risk, and maturity mismatch were developed. In addition, proposals were formulated to strengthen the role of the Asset-Liability Committee (ALCO), introduce stress testing, apply funds transfer pricing mechanisms, and improve digital monitoring systems in asset and liability management. The findings of the study contribute to enhancing the efficiency of asset and liability management in commercial banks.
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