Komercbanku likviditātes riska analīze
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Latvijas Universitāte
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Tatjanas Lukšas maģistra darba tēma ir „Komercbanku likviditātes riska analīze”.
2007.—2010. gada globāla finanšu krīze parādīja, ka racionālai komercbanku
likviditātes riska pārvaldīšanai ir svarīga loma finanšu sistēmas stabilitātes nodrošināšanā.
Pētījuma mērķis ir, balstoties uz ekonomikas literatūras atziņām un Latvijas
komercbanku finanšu rādītāju analīzi, identificēt svarīgākās ar likviditāti saistītas problēmas
un izstrādāt priekšlikumus Latvijas komercbanku likviditātes riska mazināšanai.
Galvenie uzdevumi ir izpētīt likviditātes riska jēdzienu, to novērtēšanas teorētiskos
aspektus, kā arī Bāzeles III prasības attiecībā uz komercbanku likviditātes riska pārvaldīšanu;
izanalizēt Latvijas komercbanku finanšu rādītājus, salīdzināt tos ar Lietuvas komercbanku
finanšu rādītājiem; izvērtēt komercbanku likviditātes un ienesīguma rādītāju cēloņsakarības;
veikt Swedbank Latvija un Swedbank Lietuva likviditātes koeficientu analīzi un GAP analīzi.
Pētījuma rezultātā tika izstrādāti priekšlikumi Latvijas komercbanku darbības
stabilizēšanai.
Maģistra darba apjoms ir 89 lappuses, tas sastāv no 3 nodaļām. Darbā ir iekļauta
21 tabula, 34 attēli un 4 pielikumi.
Atslēgvārdi: likviditātes risks, Bāzele III, GAP analīze, koeficientu analīze,
termiņstruktūra, pieprasījuma noguldījumi.
The Master’s Thesis of Tatjana Luksa is „The analysis of liquidity risk of commercial banks”. The financial crisis has shown that prudent liquidity risk management in banks is very important for financial system stability. The purpose of thesis is to determine the most important liquidity problems and work out proposals to reduce liquidity risk on the basis of economic theories and banks financial ratios analysis. The main objectives are: to explore the concept of liquidity risk, theoretical aspects of risk assessment as well as Basel III requirements for liquidity risk management; to analyse financial performance of commercial banks of Latvia, compare them with financial performance of commercial banks of Lithuania; to find out the relationship between the liquidity and profitability of banks; to analyse financial performance as well as GAP of Swedbank Latvia and Swedbank Lithuania. As a result of the thesis work, proposals to reduce liquidity risk have been developed. The volume of the Master’s Thesis is comprised of 89 pages, it consists of 3 sections. The thesis includes 21 tables, 34 figures and 4 appendices. Keywords: liquidity risk, Basel III, Gap Analysis, ratio analysis, maturity, demand deposits.
The Master’s Thesis of Tatjana Luksa is „The analysis of liquidity risk of commercial banks”. The financial crisis has shown that prudent liquidity risk management in banks is very important for financial system stability. The purpose of thesis is to determine the most important liquidity problems and work out proposals to reduce liquidity risk on the basis of economic theories and banks financial ratios analysis. The main objectives are: to explore the concept of liquidity risk, theoretical aspects of risk assessment as well as Basel III requirements for liquidity risk management; to analyse financial performance of commercial banks of Latvia, compare them with financial performance of commercial banks of Lithuania; to find out the relationship between the liquidity and profitability of banks; to analyse financial performance as well as GAP of Swedbank Latvia and Swedbank Lithuania. As a result of the thesis work, proposals to reduce liquidity risk have been developed. The volume of the Master’s Thesis is comprised of 89 pages, it consists of 3 sections. The thesis includes 21 tables, 34 figures and 4 appendices. Keywords: liquidity risk, Basel III, Gap Analysis, ratio analysis, maturity, demand deposits.