In recent years, commercial banks have suffered from low profitability, mainly driven by a combination of low interest rates, margin compressions and tighter regulatory constraints, which have increased capital and liquidity requirements, making it difficult to preserve the pre-crisis profitability levels.
In this scenario, it is crucial for banks to understand and quantify how additional value can be generated across the various business units, identifying the underlying financial and non-financial drivers for a P&L optimization.
Treasury can play a key role in enhancing the Bank’s net interest income through a proper Asset Liability Management. However, traditional ALM tools have been focused on simulation and forecasting more on the daily measurement of realized P&L.
Only a platform that integrates forward-looking and backward-looking analysis can really support the active management of NII and transform ALM into a value-generation engine.
This webinar provides a comprehensive overview of margin analysis for the ALM portfolios, contents and benefits, leveraging on the experience of Intesa Sanpaolo, a leading international bank that is deeply transforming its existing methodologies, towards an improved measurement of the bank’s profitability drivers.
Head of Corporate Center P&C
Head of ALM Financial Control