INDICATORS TO ASSESS BANK’S LIQUIDITY
Journal Title: Вісник соціально-економічних досліджень - Year 2016, Vol 1, Issue 60
Abstract
The article analyses the problems of liquidity assessment of an individual commercial bank. Shortcomings in assessing the liquidity of the bank on the basis of the regulatory approach of the National Bank of Ukraine are reflected; methods of assessing the liquidity of individual commercial banks on the basis of the method of coefficients are developed. The proposed method of calculation of public and private bank liquidity ratios is so universal, that the practice of emergency funds on correspondent accounts with the NBU and the individual bank’s assessment of currency risk (calculation of absolute and relative values of foreign currency positions in each type of currency and bank metals) are redundant. The practical management of the bank received an approach that not only assesses the bank's liquidity risk as the possibility of adverse events, but also the possibility of assessment of excess liquidity, which affects the loss of future income.
Authors and Affiliations
Oleksandr Syrchyn
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