Features of Assessing Bank Liquidity on the Basis of Mandatory Standards

Abstract

Effective liquidity management is one of the key tasks of any credit institution. It is worth noting that in this area the Russian banking system has a great deal of specificity. The peculiarity is that about 70 % of the total number of credit organizations are small and medium-sized commercial banks. High dependence on external factors, high level of the resource base volatility makes this group of credit institutions a sector of high risk. In large credit institutions, liquidity management is often associated with the need of solving the problem of excess liquidity. Thus, any credit institution, depending on the specific conditions and the activity features, solves every day the task of effective management of the unbalanced liquidity risk. It is proposed to consider the features of assessing the liquidity of banks using the coefficient method (based on mandatory liquidity ratios) and assess the impact of adjustments used in calculating liquidity adjustment ratios.