Banking system responsiveness to frequent fluctuations of national economy gives rise to many difficulties for most commercial banks in the Russian Federation. This leads to financial instability and, ultimately, to the bankruptcy. Therefore, the credit organizations should enhance the socio-economic responsibility, which means ensuring their own financial stability and solvency. So, the issues of effective risks management are of particular relevance under unstable economy conditions. Foreign experience shows that the timely assessment of liquidity risks is of top priority for banking risk management. The article provides a retrospective analysis of Russian credit organizations structure and the analysis of commercial banks financial results dynamics over a period of several years. The example of 11 largest banks of the Russian Federation has been taken to analyze their liquidity coverage ratios and liquidity risk management systems. The main risk indicators, allowing liquidity monitoring, the timely identification and response to negative factors have been formulated. The methods of assessing liquidity risk have been analyzed. Particular attention has been paid to determining the most effective methods of managing liquidity risk with regard to its sources.
Volume 11 | 08-Special Issue
Pages: 1929-1937