Bank liquidity risk: analysis and estimates

Autor: Gražina Krivkienė, Filomena Jasevičienė, Jonas Martinavicius, Meilutė Jasienė
Jazyk: Abkhazian
Rok vydání: 2012
Předmět:
Obligatory
Organizational Behavior and Human Resource Management
lcsh:Management. Industrial management
obligatory reserves
Economics
Econometrics and Finance (miscellaneous)
Pinigai. Valiuta / Money. Currency
Financial system
Reserves
liquidity risk
liquidity risk mamagement
commercial banks
lcsh:Business
Education
Banko rizika
Lietuva (Lithuania)
Liquidity ratios
Business and International Management
Komerciniai bankai
Privalomos atsargos
Liquidity risk
Bank risks
Commercial banks
Obligatory reserves
Liquidity risk mamagement
Finance
business.industry
Financial risk management
Liquidity crisis
Liquidity premium
Market liquidity
Statutory liquidity ratio
Liquidity risk management
lcsh:HD28-70
Open market operation
liquidity ratios
Bankų rizika
bank risks
lcsh:HF5001-6182
business
Accounting liquidity
Zdroj: Business, management and education = Verslas vadyba ir studijos, Vilnius : Technika, 2012, vol. 10, no 2, p. 186-204
Business, management and education 2012, Vol. 10, no. 2, p. 186-204.
Business, Management and Education; Vol 10 No 2 (2012); 186-204
Business, Management and Education, Vol 10, Iss 2 (2012)
Business, Management and Economics Engineering; Vol 10 No 2 (2012); 186-204
ISSN: 2029-7491
2029-6169
2669-249X
2669-2481
Popis: In today’s banking business, liquidity risk and its management are some of the most critical elements that underlie the stability and security of the bank’s operations, profit-making and clients confidence as well as many of the decisions that the bank makes. Managing liquidity risk in a commercial bank is not something new, yet scientific literature has not focused enough on different approaches to liquidity risk management and assessment. Furthermore, models, methodologies or policies of managing liquidity risk in a commercial bank have never been examined in detail either. The goal of this article is to analyse the liquidity risk of commercial banks as well as the possibilities of managing it and to build a liquidity risk management model for a commercial bank. The development, assessment and application of the commercial bank liquidity risk management was based on an analysis of scientific resources, a comparative analysis and mathematical calculations.
Databáze: OpenAIRE
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