Mechanism of liquidity risk management in bank
Keywords:
liquidity; economic standards; liquidity management; liquidity risk; analysis of liquidity indicators; factors influencing liquidity; banking sectorAbstract
The qualification work defines the essence of the bank's liquidity and describes the types of risks that violate it. The factors influencing the bank's liquidity, which are divided into external and internal, are systematized. The concept of formation of the bank liquidity risk management mechanism has been developed. The analysis of liquidity of the banking system of Ukraine and JSC CB "PrivatBank" and factors of its dynamics is carried out. The liquidity risk assessment of JSC CB "PrivatBank" has been assessed. The efficiency of liquidity risk management practice of JSC CB "PrivatBank" is evaluated, the coefficient method of liquidity management of JSC CB "PrivatBank" is improved. Stress testing as a method of bank liquidity risk management was performed and an organizational model of bank liquidity risk management was proposed.