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Фінансовий менеджмент банку - Primostka L.O.

ROZDIL 6. MANAGEMENT OF ASSETS I PASIVA

6.1. STRATEGY MANAGEMENT IN ASSETS AND ITS PASIVES

In the course of banking, the practice of managing assets and passives (UAP) is adopted by the increase in the number of notes before the management of the bank's balance sheet, which appears to be equal to the amount of money that is collected from the privatized pributkiv pributkiv for the pristine river.

The essence of managing assets and passive fields is in the form of strategy and implementation of the operations, which should lead the structure to the bank's balance sheet to be reconsidered to the reverse policy. For a given bank, banks can sightsee their portfolio of assets, zobov'azan ta kapitalu in nerozrivnіy єдності як сукупний портфель, спрямований на досягнення спільної метими. Such a way of managing the price of obvruntovany, oskilki in real diznostі vsі bankіvskі portfolio, and in vzaimopov'yana і znachennuyu mirovu vplyivayut one on one.

Management of assets and liabilities to the bank is important to management, it is possible to manage the risk of visas and bets that are risky in the course of coordination, and in order to reduce the risk of bankruptcies. At the time of the future, the instability of financial institutions and the management of assets and assets management of assets and passives are seen as the most effective pidhod to the management of a commercial bank.

Ale take rozuminnya vzajmozv'yuku activeiv і pasivіv not zavzhdi bulo is characteristic for bankiriv. З I will look at the historical rozvitok method in managing the commercial bank to distribute three basic principles before the problem is solved:

• Asset management strategy;
• Strategizing the management of the passive;
• Strategy of asset management and asset management (UAP).

STRATEGY MANAGEMENT ASSETS

Tsja strategija has passed in міжнародній банівськійі practice up to 60-х ростовв нашого століття. For such a transfer, bankers sprinkled the dzherela form of the resource - zobov'yanya і kapital - yak soi, but do not lie in the bank's dyality, but viznachayutsya, in the main, mozhnostyami that demanded klієntіv і акціонерів bank.

Pripuskalosya, scho rozmіr, see that structure zobov'azan, yakі mіg zaluchiti bank, humming to populated areas. Останнє ніби self viznachal kіlkіsne spіvvіdishennya mіzh deposits, deposits and streaming rahunkami, yakі little nayіr vіdkrti to the bank. Klyuchova sphere priinyattya rіshen kerіvnitsvvom bank of the bula is not tied to the zaluchennyam kostyv, and z rozmischennyam active. Managed rіshennya zdebіlshogo, stosuvalis the one who nadavati obmezheni oаvаy nayavnih credit resources і yakimi mаyut bouti umovi poziks.

Потреби ліквідності за such підходу задовольнялися за рахунок підтримання значної частини активів у високоліквідній формаі, придбання достатньої кількості державних цінних паперів, and takozh zavdyaki rozumnomu upravlennuyu loans. Більшість банківських позик at such times as mute bouti short-rowed on the lines, which meet the seasonal requirements of klієntіv, with the redundant extensions of the extension of the уоого ділового cycle. Al to the practical banking asset number one - the poses - do not zavzhdi vidpovidayi cym vimogam, especially if the economy is overstayed in the course of the fall. For the cichosis of minds, the restructuring of active loans is necessary (for example, prolongation), and ozhe, potrebnyi poshuki noviks dzherel koshtiv for pidtrimannya tsih credit.

Perevagi strategii igovilinnya podlagayut v idnostniy prostotivnost zastosuvannya, oskilki rіshennya priymayutsya lishe schodo one aspect of bankivskoi diyalnosti - rozmіschennya activeiv, and for management lіkvіdnistyu zastosovuyut nayprostіші method, yakі not demand the most valuable resource-based vitrates. The bank does not need to use the personnel, the employees, who are going to spend a lot of time on the preparation, the payment of the money.

Such a pidhid does not maximize the profits of the bank. Ajer, from one side, the bank is supervised to manage the irradiated cottons, and the annealing, and vplyvu on їх ватість. On the side of the side, the part of the bank's assets is valued in the form of a visa for a pidtryman who has enough money to pay the rent.

The strategy of managing assets is its own logic and in active vipadkas, for example, in the instincts of the zhorstkogo regulyuvannya vidiv of deposit ones, those non-depository dzherel kostyiv and visokotkivyh rates for them, tsilkom vypravdana. In the Ukrainian part of the bank, there are a number of reasons for the management of the private sector, but there are a number of reasons for this. Up to the objective reasons, it is possible to bring in those who come to know the part of the population of Ukraine. It is lower than the port of Baghdama in the most remote areas. Tse does not resent zaoschadzhennyu groschen, and otzhe, zvozhu mozlovisti bankov shchodo zaluchchennia koshtiv. Banks zmusheni pratsyuvati in the vestiges of the obsolete oath of credit resources і, yak nalidok, keruwati bank through rozmіschennya active. For багадох банків такий підхід є forgive, зрозумілим і звичним, and not a low рівень кваліфікації банівських менеджерів не дозволяє застосовувати на практиці підходи до управління складніші, ніж manage assets.

At the time of the future, the dedalis more than in the banks of the banks reach the level of development, for the sake of the concept of the UAP, one of the most important problems of management.

STRATEGY MANAGEMENT BY PASSIONS

Strategy management pasivami nabula rozvitku in the international banking period in the course of the 60th-70th centuries in our table. At the end of the period, banks were encroached upon by the sheer growth of the rate of interest, that intensive competition in the spheres of landed koshtiv. Bankers were rushing to pay respect to the poshkam noviks dzherel fіnansuvannya, and such control over the structure of deposit and non-deposit zobov, as well as to the form of strategic management by the bank through the management of the passive.

Ішлося, по суті, about vstanovlennya control over the jerseys коштів bank for the analogue before the control of assets. By this method, banks have begun to restructure the passivi at the peak of the mineralization for the irradiated cows, and has given the zobil zbisliti pributok і kapital. Vibir optimalnyh spivvidnoshen mizh rozmіrami rіznikh vidіv depository dzherel ta kapitalom, yakі zabezpechuvali bazhany rіven stabilnostі fondіv, allowing the banks nadavati dovgostrokovi lending, yakі є vysokokhodіdnimi, ail bіlsh risizkimi і zapresbyut догогострокових інвестицій. For zaubezpechennya bazhany otsyagu, structurally the same as the vitrage for the passives, the banks zastosovuval yak tsinovi, and netsіnovi methods of managing the irradiated cottons.

The strategy of managing the passive banks does not include the parallel management of assets, or the problem of the marginalized in the autonomous zastosuvanni kozhnyi kozhny iz tsikh pidhodiv. In such a case, the structural bank shall be liable for the bank, for the collection of funds, for the organization of loans and advisories, and for information about the resources of the resource.

The head nedolik strategii igivelinnya pasivami є te, scho zdebylshogo vona zastosovuyutsya for the principle of "chim bishe, tim krashche", prichomu koshti zaluchayutsya without uryahvannya efektivnih naprimkiv їх розміщення. At the end of economical publications, if one takes a drink on the credit resources of the resource, such a podhid can be justified and corsnim. Alya pіd hour of recessions, if you drink on credit, obezheny, imbalances pіdhіd up to asset management і а passive bank can be called up to the meaningful speed of arrival and navigate zvdati zbitkіv. Perevagoyu pidhodu up to ubivlynyna bank є mozhnivist zbilshiti pributki, kontrolyuchi operatsiyni vitrati that accurately predict the consumption of the bank in the liquid sanatoriums.

In Ukraine, the strategy of managing banks through pasivi is widely stuck, the deposit of rates is betrayed to the regulars, and there is a certain amount of money consumed by the bank in its resources.

Practice of robotics of active Ukrainian banks in the form of the world in the form of indebtedness of the autonomous pass to the management of assets and liabilities, if the deed is more complicated than the problems of the situation with the resources of the credit unions. Behind the brains of a significant decline, the vibrobitvita drank on the credit resources to change, and the banks, having borrowed koshti, stick to the problem of the effec- tive rozmischennya.

In the strategic management of the management of the pasivs in the international banking practice, it passed unsuccesfully (in the course of 10-15 rockies), the prototype stimulated the development of technology and management methods by irradiating the cows, becoming a step-by-step campaign until the effective management of asset management in the bank.

STRATEGY OF THE ZBALANCED MANAGEMENT OF ASSETS AND PASIVS

The head of the singularity of the international financial rinks in 80-ti rock became the rate of interest rates, and the annuity, increase in the risk of banking. Yaksho sooner the head of the bank, the bank loan, then the beginning of the 80th rock with the number one risk in the banking sphere becoming the risk of a change in the rate of interest. It encompassed the development of a balance-sheet transfer to a one-hour asset management and a passive, a kind of transfer of money in the banking business.

The essence of the balanced strategy of managing the field is that banks look through their portfolio of assets and liabilities as іdеne cіle, the role of the succubus portfolio in the well-established high-level pributku for the priinyatnogo рівня ризику. Спільне управління активами і пасивами дає банку інструментарій for formulating the optimal structure of the balance sheet that secures the wickedness of the riches, sprinkineni meaningful kolivannami parameterіv fіnansovikh rinkiv.

Headquarter management - coordinatie rishennya schodo active and pasivіv oserediny dermal naremogo bank, abi dosyagti nayvushchih result, maximum control of the otchagi, structure, get that vitrati yak for active, and for the passive operations to the bank. Control kerivnitsva bank over assets moe koordinovatisya in control of the passive, lishe oskilki in such a way that you can not expose the internal wealth of the zvyadyu tsyomu maximizivaty riznitsu mizh incomes and vitrates.

The head of the balanced strategy of the field is in the rozumnin of that, and then go to the top of the bank balance. At ts'omu tsina kozhnoi operatsiі chi, the services of Moe perekriti vitrati to the bank zeyї nadannya. Znizhennya vitrat bank zavdyaki manages pasivami, so itself dopomagayot dosyagti tsil'ovogo rivnya pributku, yak і nadokhodzhennya vіd active operations. Otzhe, the traditional look, zgіdno z yakim uves' dohіd banku generuyut activa - lenti інвестиції, received by the world of one-hour coordinated asset management and passivs.

Perevagoi strategist UAP макси maximization of the pributku for umov priinyatnogo rivnya vidsotkovogo riziku, and takozh mozhnivist bilsh zvazhenogo pіdhodu up to the problems of management lіkvіdnistyu zavdyaki accurate viznachennu consumers in lukividnih zasolah. This strategy will require a boggling of the folding methods, and the pricing of the high-riches of the kvalіfіkіsі bankіvskih managersів, іо often pereskodzhaє її впровадженню у роботи українських банковів.

Neophidnoyu I explain the efektivnogo zastosuvannya tsієї strategii with the method of retaining the maximal affluence œ it is possible to finish accurately perebachati that prognozuvati zmіni strains, the magnitude of that schwidkost rush vyssotkovyh rates. At the edges of the high level of inflation, the unstable political and economical situation predicting the rates of Mayge is inconceivable, and through the goal of the implementation of effective methods of managing assets and liabilities, it is problematic.

In addition to the methodology for managing assets and liabilities to a bank, it is important to keep in mind the secrecy of a special committee with a director, who is called a comet of assets and liabilities management (ALCO ALCO).

The com- mittee of managing assets is the passive - a new organizational form of management, yak shvidko is rooted out. To the warehouse of such a Comittee enter representatives of the management of financial operations to the bank, credit and investment plans, economic analysis, forecasting, head accountant, head economist, kerivniki great fіlіy. A comet is not on a post-main basis, but rather is used for the coordination of the process of management in the areas of the bank. This practice allows you to create a robot body, which is so well-suited for realizing the changes in this function.

The main functions of ALCO :

1) viznachennya rivnya and between the permissible risk;

2) viznachennya need in leeces;

3) оцінювання розмірів та affordability capitals;

4) the forecasting of the analiz kolіvіn відсоткових rates;

5) прийняття рішень about хеджування ризиків;

6) otsinyuvannya zmin income and vitrates;

7) viznachennya priinyatnoy structure of that anchor credit and investment portfolios;

8) calculating the value of bank deposits;

9) додаткові питання з управління акти та та пасивами.

Прийняті Комітетом управлінські рішення виконуться працівниками казначейства to the bank of the інших строних підрозділів з відповідних напрямків діяльності.

Manage assets and passive, nasampered, zorієntovane on a short-term perspective and in the country with the management of the bank balance. At ts'omu aspektu golovnymi otpaznikami efektivnosti zastosuvannya UAP є percentage pributok, net interest margin nekotok on acce. In the current warehouse processes, control is exercised by the management of financial risks, overcoming the risk of counter-rates and the risk of unbalanced losses.

Інструментарій management of assets that include information, system planning, analisys and scenes of scenarios, sistemi prognozuvanannya, fіnansovі oglyady ta spetsіalnі zvіti. Tom, krim operational component, the process of asset management і and the passive іstitі and і planіvy component, ykі confessions іn thе bank іn thе straight line οf thе date οf thе date. In the view of a strategic plan for a dovgostrokov managing assets and passives, compete with a competitive ripening of the return on activation (ROA), that surplus on the capital (ROE).

The strategy of managing assets and passives is balanced by the practical application of special provisions for structural balancing and management of risk factors. The most common method for managing them is the management (hep-management) method, the middle-line method of extinguishing (duracies) and operating with the help of financial tools, which are carried out on the string market using the hedge-hanger method.

STRATEGY MANAGEMENT STRUCTURE OF ACTIVITIES OF TAXES

Incidentally, in addition to that, to the management of assets, the bankruptcy of the bank, the management is inevitably important to the management: what is the magnitude of the structure of the zobov?

The traditional pіdhіd up to rozv'yаznya with the problems of polygas in the general djerel фінансування. Zgіdno in this way, the management structure of zobov'yazan does not vplyivaye on vibri straktkіv rozmіschennya activeiv, usi koshti rozglyadayutsya yak єdiniy resursny potentzіal bank without urohuvannya osoblivostei riznikh vidiv zobov'azan '. Zavdannya kerivnitvva bank - viznachiti priorytechni naprymki rozmіschennya activeiv, scho rozglyadayutsya yak nezalezhna value.

I pass over to the method of obedinnya dzherel fіnansuvannya є simplicity and accessibility yogic practical zastosuvannya, and head nedolіkom - vikinnennya problems in the face of lykvіdnіstyu. Ризик ліквідності зростає, якщо зв'язки між by assets та зобов'язаннями не враховуться. Namakayuchis vibes naiibilsh pributkovi naprimenki vozduzhdenia resursiv, bank mozhe vidati dovgostrokovi krediti, yakі fіnansuvatimutsja rahunok korotkostrokovyh deposits. Taka transformatsіya z velikomu ynovrnistyu prizvodit up to pіvіschennya рівня ризику ліквідності.

Yakshto management bank virishit zasstrahuvatisya vіd pіvіschennіya рівня ризику ліквідності і з цією using the method роздглядатиме високоліквідні activator як prооритетний напрямок розміщення коштів, then you can get to the highest possible level for the bank.

Alternative підхід до управлінняructure activіу та та зобов'язань банку базоється на поділі джерел фінансування. The essence of the method of polygraphy in the established manner of the specific types of such dzherel is the strains of the resource resource potential. Part of the resource, yak is molded for a rajunok minivig dzherel, such yak deposits before feeding, bays on rozraunkovyh rahunkah klієntіv, are protected by overnight posi- tions, and can be deposited in short-term loans in tinny paperi. Кошти, одержані з відносно стабільних джерел, якіу lines of deposit, deposit, mozhut бути спрямовані на разчу довгострокових кредиів і приббання облігацій.

Zastosovoychi method podilu dzherel fіnansuvannya, management of the bank mе rezno stozhiti for rozmіrami suma rіznih vidіv zobov'azan і bring about the structure of activity in them. I will look at the need to postyyno balansuvati mezh structure pasivіv that active cognition method stely velodomistkim, and otzhe, zagladnuyutsya practice yogo zastosuvannya. Іншим недоліком є ​​можливе зменшення доходів банку, спричинене відмовою від прибткового депозитняня коштів, якщо не існує відповідного джерела фінансування. Perevaga rozglyaduvannogo the method of polygas in the exposed risk of unbalanced lіkvіdnostі, oskіlki demand in lykvіdnih zasolah at be-what an hour mozhe bouti pogobachena.

Метод поділу джерел фінансування набув значного практичного поширення в період керування банками через пасиви. Установлення контролю над структурою та стабільністю зобов'язань дозволяє формувати депозитну базу згідно з потребами щодо проведення активних операцій. З розвитком фінансових ринків головна перевага методу поділу джерел, яка полягає в зниженні ризику ліквідності, втратила своє значення. Банки дістали можливість у будь-який час залучати ліквідні кошти на міжбанківському ринку.

Останніми десятиріччями в міжнародній банківській практиці застосовується інтегральний метод управління, який включає методи об'єднання та поділу джерел фінансування і забезпечує більшу гнучкість при управлінні активами та зобов'язаннями банку.