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ALM practices, multiple uncertainties and monopolistic behavior: A microeconomic study of banking decisions

  • Antonio Ruiz-Porras


    (Universidad de Guadalajara)

Estudiamos las decisiones tomadas por un banco monopolico para alcanzar objetivos de administracion de riesgos y de rentabilidad. El banco enfrenta riesgos de liquidez y solvencia porque los prestamos pueden no ser pagados y porque pueden ocurrir inesperados retiros de depositos. El modelo bancario de administracion de activos y pasivos (ALM) muestra que las soluciones de compromiso son necesarias para manejar los dilemas entre la administracion de la liquidez y la rentabilidad. Tambien muestra que las practicas de administracion de activos pueden incrementar las ganancias. Mas aun, muestra que las practicas de administracion de pasivos y el poder de mercado sustentan la rentabilidad. Finalmente, el modelo confirma que los bancos deben asumir inversiones riesgosas de largo plazo cuando los depositantes confian en la viabilidad del proceso de transformacion de activos.

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Article provided by Universidad de Guadalajara, Centro Universitario de Ciencias Economico Administrativas, Departamento de Metodos Cuantitativos y Maestria en Economia. in its journal EconoQuantum, Revista de Economia y Negocios.

Volume (Year): 8 (2011)
Issue (Month): 2 (Julio-Diciembre)
Pages: 163-181

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Handle: RePEc:qua:journl:v:8:y:2011:i:2:p:163-181
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