Liquidity risk and its management in Lithuanian banking system

LTIšanalizuota likvidumo svarba ir jo įtaka Lietuvos bankų veiklai. Išnagrinėti ir pateikti likvidumo vadybos bei valdymo Lietuvos bankininkystės sektoriuje principai. Likvidumo svarbos analizė pateikta ir apibendrintai, remiantis istoriniais įvykiais bei mokslinės literatūros apžvalga. Išnagrinėtos skirtinguose šaltiniuose vartojamos likvidumo sąvokos. Pateikta likvidumo rizikos ir jos valdymo būdų apžvalga, aprašyti likvidumo vertinimo komponentai. Iškeltos ir aprašytos hipotezės ryšiui tarp likvidumo ir pelningumo nustatyti bei pateikta siūlymų tolesniam tyrimui. [Iš leidinio]Reikšminiai žodžiai: Bankų likvidumo valdymas; Lietuvos bankų sistema; Likvidumas; Likvidumo koeficientai; Likvidumo rizika; Bank liquidity management; Banks liquidity management; Liquidity; Liquidity ratios; Liquidity risk; Lithuanian banking system.

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