Makaleler

THE IMPORTANCE OF ASSET& LİABİLİTY MANAGEMENT PRİORİTY OF THE BANKİNG SYSTEM

SUMMARY

Assets& liability management; Principles of banking risk and liquidity on the basis of maximum profitability and balance sheet reference the original, stable growth of the Bank within the framework of the vision of minimum risk to effectively to organise, managing, editing, toll and scheduling of capacity.
Turkey's economy since the 1990, especially in the financial markets, the rapid change-development and increased competition have been serious crises, as aresult, asset-liability management as a whole need to address approaches in accordance with the road map, especially the regard, reputation, along with safety and liquidity protection principle of optimal profitability by work. 

 

I-ASSETS & LIABILITIES MANAGEMENT DEFINITION

Assets& liabilities management briefly; Banking risk and liquidity balancing profitability and maximum based on the reference to the principles of minimum risk targeting within the framework of the vision of steady growth, by actively regulating the bank balance sheets, is organizing, managing and planning.

II-THE AIM AND THE IMPORTANCE of ASSETS& LIABILITIES MANAGEMENT

BaselCommittee of Banking Supervision, banking supervision and control to ensure that international peration in the G-10 countries Central Governors in December 1974, by the "banking regulation and audit Practices cmmittee" (Committee on Banking Regulations and Supervisory Practices) was created with the name. BIS (Bank for International Settlements) by February, published in 1989, while in our country/2001 to be implemented in the Basel I standards, insufficient risk measurement, June/2004 final text of Basel
II banking risk management developed with standards promulgated by creating. However, with the global crisis that emerged in 2008, resulting in a serious financial risks, Basel II adequacy to be questioned. For this reason, Basel III criteria came up and the necessity of this decision in relation to the draft prepared by the Basel Committee on Banking Supervision, primarily, the heads of the Central Bank and is in control, 12.09.2010 Authority was accepted at a meeting of the heads of the final application decisions has been published. Basel III decisions, for the purpose of Basel II is not completely eliminating the global crisis emerged in 2008, Basel II implementation in relation to the deficiencies are arranged in order to be eliminated. Basel III is one of the major changes made to the scope of the banks ' capital adequacy is not changed the definition of capital used in the calculations. So the scope of the decisions the Basel III bank capital increase of the risky operations must be parallel. This is according to Basel II capital will bring with it more exaggeration. Especially the last financial crisis remains weak liquidity of Basel II implementation in the adequacy and non-risk-based leverage ratio with Basel III risk points in the new arrangements have been made. Along with this arrangement; Banking-finance system, the financial and economic shock resistance to increase the development of risk management practices, corporate governance of banks in
an open and transparent way, enabling public understanding is intended to improve their properties.

Assets& liabilities management of the importance of living in the past,especially close to the banking crisis and the global crisis much better understood and during the BDDK( Turkish Banking instution Of Audit) should be disciplined after the period of the sector by establishing the Turkish Banking System, protected from the risk of possible and stable way by registering growth as of May/2014 1, 789.828 Mio TL asset size, 1.015.546 mio TL deposits and has reached the size of loan $ 1.089.644 mio. Assets& liabilities management in Banking supervision and control principles are very important. The Turkish Banking System from July 2012 credit risk based on the standard method of measurement of begins to apply ratings, have become fully implemented Basel II. However, in the Official Gazette dated 5 September 2013, banking regulation and supervision Agency (BDDK) by Regulation "and" Equity Capital "The Banks Capital Of measuring and Study related to the Regulation Amending Regulation" shall be published within the framework of the Basel III draft regulation has been prepared, the mailer in 2014 have been reported to the application. Assets& liabilities Management important principles and goals as follows.

*Active Management arrangement, cash values, securities, stocks and bonds, fixed assets and are well placed to provide powerful degree of loans with rates being made taking into consideration. In this sense, analyzing the possible risks is very good, the risk weight of the proportional type of risk which pen and as
(operational, liquidity, market, etc.) is very important to clarify that.

*Passive Management is the goal of the liquidity needs of the Bank's funding sources and the subscribed Active passive is to do the editing. Deposits and CENTRAL BANK accounts, loans from abroad, national and international money and capital markets with capital funds obtained from passive sources located between.

*Assets and liabilities of the bank balance sheets pen not pen are independent of each other. Therefore, the objective; mutual interactions of the active and passive, are located in market conditions by evaluating, with the Bank's vision is to plan the most appropriate assets & liabilities management. This planning also created its own Banks in assets & liabilities carried out by the committees.

*Reducing the tax burden is among the assets & liabilities management purposes.

* The adequacy of Liquidity of banks, in terms of their reputation in the public protection assets & liabilities management is a very important component.

* The total deposits of the deposits of up to 3 months Overdue 85% of the Turkish banking system balance sheet created the crucial feature of short term sources of passive, active is the formation of the entities in the long term. In this sense, asset-liability management of risks of liquidity and maturity, the
importance of the risk is too large.

*Active Passive one of other important principles of the management of active and passive items temp, adapt to changing conditions, the ability is managed in the best way. Various economic, fiscal, the balance sheets prepared for the political risks, opportunities like spent better, due to the adverse conditions
they won't get hurt too much.

*Deposit and credit spreads in the banking sector in the best way of managing the assets & liabilities management is one of the objectives of the Foundation.

*Contraction of real interest rates, non-interest income increases even more the importance of the banking non-interest income of buyers ' good management without losing the assets & liabilities management is possible with effective planning. Also one of the purposes of the management of assets & liabilities non-interest expense is to minimize business costs in particular.

*Within the framework of the Bank's vision and strategy, registering steady growth also is one of the important goals. The Bank's ultimate purpose within a market economy operating in a functioning economy institution; transparency, reputation, trust, safety, risk and liquidity to increase profitability within
the framework should be a healthy way. Profitability in a healthy way, as key obstacles to the activities of banks, because of their exposure to risks, the main operational risk, credit risk, country and transfer risk, interest rate risk, market risk, liquidity risk, maturity risk, currency risk, reputation risk, legal risk and T (technology) is at risk. In fact, in a close relationship with each other, this description of the types of risk are given below.

1. Operationalrisk: Defined by BDDK(Turkish Banking instution Of Audit) Operational risk; Asa result of intra-bank controls will hitch errors and irregularities from the overlooked, the Bank's management and staff by time and act according to the conditions because the Bank management not be mistakes, errors and disruptions in information technology systems, earthquake, fire, flood, as with the disaster that might be missing or is defined as the probability of damage suffered. The oldest and densest emerging risks in banking, which is a type of operational risk prevention in relation to the scope of corrective and
preventive activities in banks internal control, internal audit and Risk Management units were created.

2. Ccredit risk: A bank's credit terms of the agreement, the contract or customers in accordance with their obligations is likely to comply. The purpose of credit risk management of the Bank may be exposed by managing the risks of the Bank is to maximize the return on risk adjusted. Banks credit risks in the portfolio (individual/corporate credit and process risks relating to) manage, are meant to ensure the optimal management of credit risk.

3.Country and transfer risk: in short, foreign service providers and electronic money or electronic banking services, and programs that participated in the foreign participants, economic, social or political reasons, cannot fulfill the obligations of State and the risk of exposure is transferred.

4. Marketing risk: İnterest rates, prices, currency, stock and commodity prices is due to the unpredictable changes.

5. İnterest rate risk: interest rate risk management the purpose of the range of potential changes in interest rates, the Bank is exposed to interest rate risk is the Elimination of the impact.

6. Liquidity risk: liquidity, a bank's funds necessary to meet their obligations. Repayment of the money in the Bank or in the case of a sudden increase in demand for the redemption of liquidity is the emergence of the problem. in 2001, the main source of the banking crisis that arise on forming a liquidity bottleneck, it's
about experiences in the system up to date can be given as an example.

7.Term risk: The Bank's assets and liabilities in the case of the maturity structure between to not be able to compensate for the type of risk that may arise. Turkish banking sector balance sheet short-term liabilities in the sources, because of the active long-term receivables in terms of riskmanagement the healthy growth of the sector assets and liabilities management with great importance.

8. Foreign exchange risk: The Bank's assets, due to inability to meet their obligations inthe currency devaluation is the status. Especially in the 1990s, at the expense of achieving high returns from hot money Setup has experienced serious damage from the risk.

9. Reputational risk; Been recorded introduction to the information destruction, corruption of funds and similar defects, non-malicious and permission for entry to the systems within banks, other institutions and
organizations of customers electronic banking products and electronic systems, by looking at the problems and impediments that can arise and the Bank in these areas and in the services of reputation risk approach with suspicion, revealing can be counted as situations but perhaps most importantly in the late 1990s due
to the recent banking crisis (especially Bank owners group companies/the form of resource transfer to their accounts) the resulting loss of reputation, brought about mistrust in the system.

10. Legal risk: existing laws and regulations have the uncertainties or gaps, internal and external auditing procedure applicability of legislation moderated/under the intent and clear understanding of the content, without the full or faulty interpretation of the provisions of laws and other legislation for reasons of
proper motion reveals customers ' records must meet rules, rules for prevent of money obligated, the signature rules for transportation of uncertainty principles or appliedthe failure of the secret, international customers, resulting in difficulties at the level of the trial can be expressed in the
form of.

11. Technology risk; banks, technology-intensive, appropriate and responsive to the client's needs, reduce operational overhead and turned products, internet banking, ATM, mobile banking, fast convenient
alternative to banking shares, etc. digital channels are used as active cases, some risks are emerging. Credit card fraud, ATM and internet banking has emerged serious risks due to scams, but nevertheless needed by the scope of Informatics and technology in banking;

* The privacy of customer information and track records,

*Suitable for İnternet and mobile banking authentication techniques, password complexity, at least 2-component fails the authentication, access controls, information system against attacks and known software measures the obligation, certified access, tracking of suspicious activity,

* ATM security camera, obligation to be placed on the device to an ATM preventive measures,

* The privacy of customer information and track records,

* SIM card change in either the customer's consent,

*Holistic approach to periodic seepage tests (at least once a year)

issues Policies made arrangements in the header of the Notification technology taken measures against the risk. It also Banks on-premises IT Risk management and control units, creating technology is necessary measures against the risk

III-CONCLUSION:

Turkey's economy in the last 30 years, especially in the financial markets experienced rapid change-development and increased competition, many risk was found, serious crises took place, consequently the Banking System in a healthy way by taking some measures in the direction of growth, development of the most effective management methods have become mandatory. With the increasing competition in the sector, especially in the last 10 years, information technology had been used extensively in the process of integration with the global market according to information technology products developed for the branch banking, digital banking serious advancements. This innovation and development of banks, along with active and passive side were set-up lay-out and the banking system, asset-liability management as a whole need to approach will address mainly the protection of the reputation, safety and liquidity, with the
principle of optimal profitability by work with renewed.

In this context, especially the 2001 Banking after the crisis in the Turkish banking system is to be disciplined and healthy growth of the BDDK decisions taken according to the road map and applications is very important. This roadmap and institutionalized in the Bank on the basis of active/passive as a result of the active implementation of the management of sectoral performance-improving the productivity level and the paradox of objectives in order to eliminate the aforementioned functions, the banks ' financial reach their goals in terms of different risk during checking of regulation is provided in an efficient manner. In its current form, although in the short term, to be funded with resources from long-term loans emerging maturity risk, The current account deficit decreased proportionally and profitability compared to previous years due to the challenging process of passing, capital adequacy ratio of 16% of the level of internal control and risk management the independent inspection functions are, increased trust and reputation system,modern risk management, IT risk management, made significant investments and techniques in addition to profitability-oriented risk appetite, risk-oriented strategic planning of, Basel II is implemented in the full sense of the process and the arrangements necessary for the criteria of Basel III is made in every aspect of the Turkish Banking Sector supports a powerful image inspiring a strong impetus to the sustainable development of the real economy, will gain values are acceptable.

13.06.2014

Gökhan TAŞPINAR

Denizbank
Branch Manager

 

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