IDEAS home Printed from https://ideas.repec.org/h/spr/prbchp/978-3-319-54885-2_17.html
   My bibliography  Save this book chapter

Balance Sheet Shaping Through Decision Model and the Role of the Funds Transfer Pricing Process

In: Contemporary Trends and Challenges in Finance

Author

Listed:
  • Beata Lubinska

    (Wroclaw University of Economics)

Abstract

The banking industry is currently facing a number of challenges driven by the regulatory requirements, low or even negative interest rates and margin compression. As a result active and conscious balance sheet management has increased in importance and banks are required to optimize and allocate resources very precisely to their businesses. This article lunches the hypotheses that the application of the optimization technique improves the management of the banking book in terms of quantifiable impact on a bank’s P&L and that the Funds Transfer Pricing process could be used as a mean to achieve the target position of a bank. It proposes two steps approach to prove the above hypotheses, i.e. the application of the decision model and the FTP process. In addition, the article provides the reader with the main concepts of the FTP framework and details regarding the Balance Sheet shaping.

Suggested Citation

  • Beata Lubinska, 2017. "Balance Sheet Shaping Through Decision Model and the Role of the Funds Transfer Pricing Process," Springer Proceedings in Business and Economics, in: Krzysztof Jajuga & Lucjan T. Orlowski & Karsten Staehr (ed.), Contemporary Trends and Challenges in Finance, pages 183-193, Springer.
    • Handle: RePEc:spr:prbchp:978-3-319-54885-2_17
    DOI: 10.1007/978-3-319-54885-2_17
    as

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:prbchp:978-3-319-54885-2_17. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.