Integrated Liquidity Management System in Banks
Journal Title: Бізнес Інформ - Year 2014, Vol 4, Issue 0
Abstract
The goal of this scientific article is justification of the concept of integrated approach to construction of the liquidity management system in banks. The article considers main stages of construction of a relevant system, identifies its elements and formulates key principles. In the result of the study the article holds that the integrated system of bank liquidity management consists of the organisational, methodical, information-analytical and software support and also the internal control system. The article justifies the necessity of attraction of all, without an exception, bank employees to the process of liquidity management and assignment of one of the key roles in this process to employees of corporate and retail businesses. The article identifies the role of the system of transfer price formation in the system of liquidity management. The prospects of further studies in this direction are formalisation of the model of assessment of bank vulnerability under impact of liquidity risk with the help of VaR indicator with consideration of currency and interest components and also providing recommendations with respect to improvement of the mechanism of liquidity management with the help of the transfer price formation. Introduction of the integrated system would help banks to achieve a qualitatively new level of liquidity management, which would allow maximisation of efficiency and reliability of their functioning.
Authors and Affiliations
Ihor Ivasiv, Oleksandr Fuksman
Keywords
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