Management of liquidity of a bank in condition of the transition to the new standards of Basel III.

Abstract

The article proves that providing liquidity is a priority for any bank, from its condition depends on its solvency, financial performance, stability, reliability and the level of confidence of economic entities to the institutions of the country's banking system. According to the results of the research, is specified definition of the concept of "liquidity of the bank"; the estimate of condition liquidity of Ukrainian banks over the past six years; the factors of influence on the state of liquidity of banks have been singled out and systematized by individual features and characterized its manifestation in the banking system of the country; realized comparative characteristics of NBU liquidity standards and liquidity standards in accordance with Basel III; it is proved that the standards of liquidity of banks envisaged by Basel III are more directed to ensuring the financial stability of each individual bank and the banking system of the country as a whole than in Ukraine; using the statistical package EViews selected the most influential factors on the liquidity of the bank, built an economic-mathematical model and determined how selected factors affect the overall level of liquidity; It is proved that the model can be used for further analysis and forecast.