Shvarts O. Asset and Liability Management in Bank

This dissertation summarizes the theoretical and methodological basis and also the developed recommendations to improve the management of assets and liabilities of the bank. Defined system tasks effectively manage the assets and liabilities of the bank. And based on the analysis methods used in Assets and Liabilities Management, ALM tools developed classification. This work offers some approaches to improve the assessment and management of assets and liabilities of the bank. The significant aspects of this work are the consideration of the sensitivity of assets and liabilities, changes in interest rates when using GAP method to manage interest rate risk, the system of coefficients to assess interest rate risk, and the optimization of the structure of a specific type of asset and liability. A research of the practical possibilities of applying these recommendations in banks of Ukraine.