Share:


Liquidity risk and its management in Lithuanian banking system

Abstract

Banks are the main part of financial sector in each economy and strength of banking system becomes vital for ensuringfavourable economic stability and growth. Recent failure of two commercial banks in Lithuania showed that managershaven’t evaluated liquidity risk or haven’t dealt with it properly. The tasks of the paper are to investigate Lithuanian banksposition towards liquidity risk, analyse what kind of management tools banks use for ensuring favourable position towardsliquidity and to explore the liquidity influence to profitability in Lithuanian banking sector. The article examines liquidity andits management processes in Lithuanian banking sector. Description of liquidity importance is presented. Liquidity risk and itsmeasurement as well as the ways of managing the above mentioned risk is analysed in the article. In order to analyse the relationshipbetween liquidity risk and profitability of banks, analysis of scientific literature, research synthesis and generalizationshave been made.


Article in English.


Llikvidumo rizika ir jos valdymas Lietuvos bankų sistemoje


Santrauka. Išanalizuota likvidumo svarba ir jo įtaka Lietuvos bankų veiklai.Išnagrinėti ir pateikti likvidumo vadybos bei valdymo Lietuvosbankininkystės sektoriuje principai. Likvidumo svarbos analizėpateikta ir apibendrintai, remiantis istoriniais įvykiais bei mokslinėsliteratūros apžvalga. Išnagrinėtos skirtinguose šaltiniuosevartojamos likvidumo sąvokos. Pateikta likvidumo rizikos irjos valdymo būdų apžvalga, aprašyti likvidumo vertinimo komponentai.Iškeltos ir aprašytos hipotezės ryšiui tarp likvidumoir pelningumo nustatyti bei pateikta siūlymų tolesniam tyrimui.


Reikšminiai žodžiai: likvidumas, likvidumo rizika, bankų likvidumo valdymas, likvidumo koeficientai, Lietuvos bankų sistema.

Keyword : liquidity, liquidity risk, bank’s liquidity management, liquidity ratios, Lithuanian banking system

How to Cite
Bareikaitė, E., & Martinkutė-Kaulienė, R. (2014). Liquidity risk and its management in Lithuanian banking system . Mokslas – Lietuvos Ateitis / Science – Future of Lithuania, 6(1), 64-71. https://doi.org/10.3846/mla.2014.09
Published in Issue
Feb 20, 2014
Abstract Views
458
PDF Downloads
906
Creative Commons License

This work is licensed under a Creative Commons Attribution 4.0 International License.