| Abstract [eng] |
Under the conditions of complex global economic situation and the uncertainty of reliability of financial institutions liquidity risk assessment and management is becoming an urgent problem. Commercial bank liquidity risk management methodology owns to combine risk management into a single process and comprise the principles of security, liquidity and profitability. Master's work summarizes the liquidity risk assessment and management principles and techniques, structures Lithuanian and foreign authors' theoretical risk assessment and management aspects in commercial banks. A detailed DnB NORD bank liquidity risk assessment and analysis, based on the liquidity indices system, normative values, established by the Bank of Lithuania, and stress testing method, has been accomplished and the improvement opportunities of bank's liquidity risk measurement and management techniques have been established. Research methods: comparative analysis, the analytical group data, descriptive statistical methods, induction, deduction, analogy and association methods. Carrying the theoretical and practical analysis the relevant scientific and statistical literature has been evaluated, quantitative assessment of the obtained results has been performed and illustrated by tables and images. |
