| Abstract [eng] |
In over four years two commercial banks in country were bankrupted: joint – stock company Snoras Bank and joint – company Ukio Bank. The latter commercial bank is associated with an unprecedented event in the national level - a merger of two commercial banks. Mentioned event particularly touched joint – stock company Siauliai Bank prudential requirements performance. Prudential requirements leads to the adoption of international best practices together seeks to transform commercial banks to the risk of absorbing, thus creating commercial banking sector resistant for stress conditions. Master thesis performed detail joint – stock company Siauliai Bank prudential requirements analysis based on the retrospective and dynamic structural analysis, stress testing, focusing on basic normative - liquidity and capital adequacy normative. The research showed that the liquidity after rehabilitation process has drastically increased, while capital adequacy fell. Required reserves rate regression analysis of deposit and the base rate showed that the reserves rate is positively correlated with the basic interest rate, while the dynamic changes in the volume of deposits caused a negative relationship. Liquidity and capital adequacy normative modeling based on the Basel III directives showed that excess liquidity and the favorable aspects of the directive capital adequacy normative. Master's thesis research results was presented inthe Siauliai University, Faculty of Social sciences Young researchers international scientific conference \"Economic and Management Issues\" in 2014 and won first place prize and Vytauto Didziojo University, Faculty of Economics and Management, 17 - th Republican postgraduate and doctoral students in the conference \"The European Union's economic performance and trends”. The results was summarized in four scientific articles. |
