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Financial management bank - Primostka LO

5. ROZDІL UPRAVLІNNYA LІKVІDNІSTYU TA OBOV'YAZKOVIMI bank reserves

5.1. Method UPRAVLІNNYA LІKVІDNІSTYU BANK

Bankіvska lіkvіdnіst vіdіgraє zhittєvo vazhlivu yak role in dіyalnostі bankіv themselves, so i have fіnansovіy sistemі Kraina. Schodenna robot s pіdtrimki dostatnogo rіvnya lіkvіdnostі Je neodmіnnoyu minds samozberezhennya that vizhivannya bank. Without lіkvіdnostі bank does not Mauger vikonuvati svoї funktsії i provoditi operatsії s obslugovuvannya klієntіv, to virіshennya problems lіkvіdnostі guilty mother nayvischy prіoritet in robotі kerіvnitstva bank. Factuality bankіvska dіyalnіst zasnovana on dovіrі, i Yakscho pіdrivaєtsya Dovira to the bank, all Lots Other ruynuєtsya duzhe Shvydko.

In mіzhnarodnіy bankіvskіy praktitsі pid lіkvіdnіstyu bank rozumіyut yogo zdatnіst Shvydko i in Povny obsyazі zadovolnyati nevіdkladnі require in Costa penny. Naybіlshy popit on lіkvіdnі zasobi vinikaє in bankіv s dvoh main reasons: through znyattya klієntami koshtіv Zi svoїh rahunkіv that have zv'yazku s nadhodzhennyam loan applications, bank SSMSC virіshuє zadovolniti. Require at Penny Costa pіdvischuєtsya takozh in razі nastannya strokіv repayment zaborgovanostі for pozikami bank termіnіv platezhіv to budget abo viplati divіdendіv aktsіoneram.

Otzhe, problems lіkvіdnostі mozhut viniknuti yak at zdіysnennі Passive operatsіy Bank (znyattya koshtіv s klієntskih rahunkіv, repayment zaborgovanostі bank toscho), so i vnaslіdok pursuing active operatsіy (vidacha chi prolongatsіya kreditіv) Yakscho rіshennya about rozmіschennya koshtіv priymaєtsya ranіshe, nіzh znaydeno vіdpovіdnі dzherela fіnansuvannya.

Lіkvіdnіst tіsno pov'yazana (a іnodі zmіshuєtsya i) s ponyattyam platospromozhnostі, yak yak Tlumach zdatnіst svoєchasno bank i in Povny obsyazі vіdpovіdati for svoїmi zobov'yazannyami. Lіkvіdnіst Bank digit mіroyu viznachaє platospromozhnіst Yogo, yak deposits i od row іnshih chinnikіv such yak rozmіr kapіtalu, spetsіalіzatsіya that diversifіkatsіya bankіvskih poslug, zagalny rіven rizikovostі dіyalnostі, spіvvіdnoshennya Vlasnyi i zaluchenih koshtіv.

Sutnіst problemi lіkvіdnostі polyagaє in the fact scho on popit lіkvіdnі zasobi rіdko dorіvnyuє їh Offers to whether yaky time of one hour, to the bank postіyno Got the right abo h defіtsitom lіkvіdnih koshtіv, abo s їh nadlishkom. Defіtsit lіkvіdnih zasobіv generally produces torn down to normative vimog Central bankіv, PUNITIVE sanktsіy i - scho naynebezpechnіshe for bank - to vtrati depozitіv.

Nadmіrna lіkvіdnіst porodzhuє dilemu "lіkvіdnіst - pributkovіst" Aje naybіlsh lіkvіdnі assets not generuyut dohodіv. Yakscho factuality lіkvіdnіst uniquely perevischuє neobhіdny rіven abo vstanovlenі standards, the bank dіyalnіst negatively otsіnyuєtsya aktsіonerami s Look no povnіstyu vikoristanih mozhlivostey for otrimannya pributku.

Іmovіrnіst nastannya situatsії nevіdpovіdnostі mіzh popitom i propozitsієyu lіkvіdnih koshtіv nazivayut rizikom nezbalansovanoї lіkvіdnostі. Obviously, scho mayzhe rizik lіkvіdnostі zavzhdi suprovodzhuє bankіvsku dіyalnіst.

Doslіdzhennya showed scho nedostatnіy rіven lіkvіdnostі often staє Perche Find our nayavnostі in bank seryoznih fіnansovih trudnoschіv. In takіy situatsії, yak usually pochinaєtsya vіdpliv klієntіv i zakrittya rahunkіv, scho, in its Cherga, generally produces up pіdvischennya required in lіkvіdnih zasobah i pogliblennya Creasy lіkvіdnostі. Banks zmushenі shukati dzherela popovnennya penny koshtіv through sales naybіlsh lіkvіdnih aktivіv that zapozichennya on market analysis. For such obstavin Venue of podіbnih operatsіy uskladnyuєtsya, Aje creditors duzhe neohoche nadayut poziki bank, KOTRA is staying on mezhі bankrutstva, vimagayuchi dodatkovogo zabezpechennya i pіdvischennya vіdsotkovih rates and sales aktivіv Mauger zdіysnyuvatisya for nespriyatlivih rinkovih minds. Tse generally produces up skorochennya dohodіv, dodatkovih vitrat i Shvidky knots in fіnansovih trudnoschіv.

W look around to vinyatkovo vazhlivu role in lіkvіdnostі zhittєdіyalnostі bank that pіdtrimtsі rіvnovagi bankіvskoї system in tsіlomu in bagatoh kraїnah authorities bankіvskogo enough about that zakonodavstvom peredbacheno vstanovlennya lіkvіdnostі standards. Banks zobov'yazanі pіdtrimuvati pokazniki lіkvіdnostі not nizhchimi od Pevnyi rіvnya (normalized), scho s viznachaєtsya urahuvannyam nagromadzhenogo dosvіdu that specific ekonomіchnih minds have kraїnі.

Taqiy method spryamovany nasampered on zdіysnennya kontrolyuyuchoї funktsії for pitched lіkvіdnostі komertsіynih bankіv, ale іnodі sponukaє kerіvnitstvo bankіv to loosen up uwagi to danoї problemi i spriynyattya її not yak vlasnoї and takoї scho Mauger Buti virіshena through vtruchannya central bank i nadannya stabіlіzatsіynih kreditіv. Yak pokazuє zarubіzhny i ​​vіtchiznyany dosvіd, such pozitsіya Je gliboko pomilkovoyu i generally produces zdebіlshogo to tragіchnih naslіdkіv, if the bank perestaє іsnuvati. Pіslya vtrati lіkvіdnostі vіdnoviti reputatsіyu bank that dovіru to Demba s side klієntіv mayzhe nemozhlivo.

Tsentralіzovany pіdhіd to regulyuvannya bankіvskoї lіkvіdnostі vikoristovuєtsya i Natsіonalnim Bank of Ukraine through vstanovlennya obov'yazkovih normativіv (Dod. 10). NBU paying Way postupovoї detsentralіzatsії processes upravlіnnya lіkvіdnіstyu bankіv. Yakscho on etapі formuvannya bankіvskoї Sistemi regulyuvannya zdіysnyuvalos through vstanovlennya number ekonomіchnih normativіv lіkvіdnostі, yakimi viznachalis yak sumi, so i line zaluchennya that rozmіschennya koshtіv (up to one mіsyatsya to troh months at), in Danian hour vіdpovіdnіst strokіv regulyuєtsya banks samostіyno and Quantity wallpaper and continuing 'yazkov normativіv lіkvіdnostі skoroti to troh.

In deyakih kraїnah, napriklad the US, not іsnuє obov'yazkovih normativіv lіkvіdnostі, i banks samostіyno virіshuyut dan problem. Ale organic bankіvskogo lucid postіyno zdіysnyuyut control pitched lіkvіdnostі i otsіnyuyut yakіst upravlіnnya her in hodі perevіrok on mіstsyah for rating system «CAMEL», de lіkvіdnіst rozglyadaєtsya one yak s nayvazhlivіshih pokaznikіv dіyalnostі.

W bankіvskoyu lіkvіdnіstyu pov'yazane wider colo power, SSMSC not shaping can Buti deprivation virіshenі vstanovlennyam mіnіmalnih vimog to rіvnya lіkvіdnih koshtіv. Doderzhannya normativіv Je neobhіdnoyu, ale not dostatnoyu minds efektivnostі processes upravlіnnya lіkvіdnіstyu. Efektivnosti system upravlіnnya Got postіyno zabezpechuvati dostatnіy rіven lіkvіdnostі at mіnіmalnih vitratah, to vazhlive values ​​toil methodological upravlіnnya lіkvіdnіstyu, methods otsіnyuvannya require in Costa lіkvіdnih that dostupnіst Jerel їh popovnennya to the skin bank. Vibіr naypriynyatnіshih pіdhodіv to upravlіnnya lіkvіdnіstyu zalishaєtsya kerіvnitstva prerogative of bank deposits i od row vnutrіshnіh that zovnіshnіh chinnikіv.

In protsesі upravlіnnya for the management of cutaneous particular bank postayut zavdannya glibokogo rozumіnnya sutnostі problems lіkvіdnostі, Poshuk optimally metodіv upravlіnnya, organіzatsії an adequate system of control is the demand from otsіnyuvannya lіkvіdnih zasobah, zabezpechennya Available Jerel їh popovnennya, stvorennya Vlasnyi systems upravlіnnya lіkvіdnіstyu.

Virіshuyuchi zaznachenі zavdannya, neobhіdno vrahovuvati not deprivation mozhlivostі bank that require klієnturi and second takі chinniki, yak polіtichna that Ekonomichna situatsіya in kraїnі, camp trumpery market analysis, nayavnіst that doskonalіst zakonodavstva, nadіynіst klієntіv that partnerіv, rіven rizikovostі bankіvskih operatsіy, rozvitok Rinku tsіnnih paperіv , kompetentnіst fahіvtsіv toscho. For vіtchiznyanih bankіv processes stvorennya efektivnosti systems upravlіnnya lіkvіdnіstyu uskladnyuєtsya krizovoe yavischami in ekonomіtsі, nedostatnіm rіvnem kvalіfіkatsії that dosvіdu bankіvskih kadrіv.

Dwellers zapobіgti nadmіrnomu pіdvischennyu riziku lіkvіdnostі, bank Got management keruvatisya in svoїy dіyalnostі such principles:

n prіoritetnіst lіkvіdnostі have to chislі th at viborі napryamkіv rozmіschennya koshtіv;

n postіynіst analіzu required by the Bank in lіkvіdnih zasobah s metoyu uniknuti їh nadlishku yak, so i defіtsitu;

n planuvannya that prognozuvannya Act reasonably Bank in razі viniknennya nezbalansovanoї lіkvіdnostі that krizovoe situatsіy;

n vzaєmozv'yazok riziku lіkvіdnostі s іnshimi dіyalnostі areas such yak zaluchennya that rozmіschennya koshtіv and takozh upravlіnnya rizikom vіdsotkovih rates.

Stan lіkvіdnostі komertsіynogo bank zdebіlshogo viznachaєtsya such yakіsnimi chinnikami, yak structure that stabіlnіst resursnoї Bazi i structure that yakіst aktivіv portfolio.

Hoca rizik lіkvіdnostі Mauger viniknuti vnaslіdok pursuing active operatsіy, ale bіlsha Chastina problems lіkvіdnostі vinikaє mezhami for bank i pov'yazana s yogo klієntami. Rizik lіkvіdnostі klієntіv transformuєtsya in rizik lіkvіdnostі bank.

Perche Etap processes upravlіnnya lіkvіdnіstyu Got Booty postіyny analіz resursnoї bazi s Look stabіlnostі that ymovіrnostі znyattya klієntami koshtіv Zi svoїh rahunkіv. For stage stabіlnostі zobov'yazannya bank podіlyayutsya on the group.

1. Zobov'yazannya for "garjachego groshima" abo "letyuchі" contribution - Costa, SSMSC shaping can Buti znyatі s rahunkіv without Poperedjennia i chutlivo reaguyut on zmіni vіdsotkovih rates on market analysis. Before danoї groupies nalezhat mіzhbankіvskі poziki s nefіksovanim of-line repayment of credits "overnight" toscho.

2. Mіnlivі zobov'yazannya - tse Costa, Chastina-valued yakih Mauger Buti viluchena s bank to whether yaky hour ale Pevnyi scrip zalishkіv is staying on rahunkah. Tse potochnі, rozrahunkovі that byudzhetnі rahunki klієntіv, korrahunki іnshih bankіv, rahunki fіzichnih osіb, chekovі rahunki, lenders toscho.

3. Stabіlnі zobov'yazannya, abo osnovnі Contributions - dzherela koshtіv for yakimi ymovіrnіst dostrokovogo vіdplivu mіnіmalna pennies. Before danoї groupies nalezhat oschadnі rahunki, depozitnі sertifіkati, strokovі contribution nedepozitnі dzherela koshtіv s fіksovanimi strings maturity Costa od sale tsіnnih paperіv.

Structure resursnoї bazi bank analіzuєtsya in dinamіtsі, viznachaєtsya Pete Wagga mainly vkladіv in zagalnіy sumі zobov'yazan.

For otsіnyuvannya rіvnya stabіlnostі resursnoї bazi for cutaneous views zobov'yazan rozrahovuєtsya pokaznik serednoї trivalostі zberіgannya koshtіv W, dnіv:

Rіven osіdannya penny koshtіv for okremimi views rahunkіv obchislyuєtsya yak vіdnoshennya rіznitsі mіzh zalishkami koshtіv on rahunkah on kіnets that on the cob perіodu to sumi nadhodzhen for rahunkami for that samy perіod.

Result analіzu structure dinamіki that rіvnya stabіlnostі depozitnoї bazi shaping can Buti ekstrapolovanі on the Future i vikoristanі at otsіnyuvannі required in lіkvіdnih assets SSMSC Bank Got pіdtrimuvati, dwellers zniziti rizik lіkvіdnostі.

W metoyu otsіnyuvannya lіkvіdnih koshtіv bank's assets grupuyutsya by step їh lіkvіdnostі, tobto shvidkostі peretvorennya in penny shape.

1. Absolutely lіkvіdnі assets - gotіvkovі in Costa kasі that zalishki on korrahunkah in іnshih banks (mіzhnarodna practice). For vіtchiznyanih bankіv to rozrahunku priymayut deprivation Kasu that zalishki korrahunku at the NBU. Tse pervinnі reserve lіkvіdnih zasobіv, SSMSC does not bear dohodіv.

2. Visokolіkvіdnі assets - tse takі assets SSMSC mozhna Shvydko realіzuvati on market analysis i SSMSC toil Visokiy rіven oborotnostі. In zagalnomu vipadku to їh warehouse vklyuchayutsya derzhavnі tsіnnі Papero, bankіvskі acceptance vekselі that tsіnnі Paper the pershoklasnih emіtentіv. Tse vtorinnі reserve lіkvіdnih zasobіv, SSMSC Bringer bank Pevnyi dohіd.

3. Lіkvіdnі assets - tse takі, SSMSC shaping can Buti peretvorenі penny in the form protyagom Pevnyi perіodu hour (napriklad 30 dnіv). Before tsієї groupies vіdnosyat platezhі on korist bank s termіnami vikonannya in zaznacheny perіod, takі yak loans, in addition chislі i mіzhbankіvskі, strokovі toscho bank deposits. Prior warehouse lіkvіdnih aktivіv vklyuchayut takozh INSHI tsіnnі Paper the (krіm visokolіkvіdnih) SSMSC obertayutsya on market analysis.

On rіven bankіvskoї lіkvіdnostі digit vpliv spravlyaє yakіst aktivіv i, zokrema, the Bank's loan portfolio. Nadіynіst pozichalnikіv Pevnyi mіroyu viznachaє required in lіkvіdnih Costa. Loans, SSMSC vchasno not povertayutsya i vimagayut restrukturizatsії, pogіrshuyut lіkvіdnu pozitsіyu bank. Yakscho Pete Wagga stitched, prolongovanih i beznadіynih kreditіv dosit-valued, then the viznachennі potreb lіkvіdnostі neobhіdno borrow up uwagi not deprivation line Povernennya koshtіv, ale th іmovіrnіst such nadhodzhen.

Efektivnіst processes upravlіnnya bankіvskoyu lіkvіdnіstyu otsіnyuєtsya for EYAD Highlights: shvidkіstyu peretvorennya aktivіv in penny shape i zadovolennya required in gotіvkovih Costa (time component) that vartіstyu pіdtrimki Pevnyi rіvnya lіkvіdnostі (vartіsny component). Aje naybіlsh stabіlnі dzherela koshtіv potrebuyut nayvischih vitrat and naybіlsh lіkvіdnі assets - nepratsyuyuchі that nizkodohіdnі.

Before the bank's management postaє zavdannya Poshuk optimal spіvvіdnoshennya mіzh asset i zobov'yazannyami yak s Look zabezpechennya potreb lіkvіdnostі so i schodo їh dohіdnostі that vartostі.

In praktichnіy dіyalnostі bankіv virobleno kіlka zagalnih pіdhodіv (strategіy) to upravlіnnya lіkvіdnіstyu and the Same:

n strategіya transformatsії aktivіv (upravlіnnya lіkvіdnіstyu by assets);

n strategіya zapozichennya lіkvіdnih zasobіv (upravlіnnya lіkvіdnіstyu through pasiv);

n strategіya zbalansovanogo upravlіnnya lіkvіdnіstyu (i pasiv by assets).

Cutaneous Zi strategіy Got svoї perevagi i nedolіki and Ekonomichna dotsіlnіst їh zastosuvannya viznachaєtsya characteristics bankіvskogo portfolio pitched fіnansovih rinkіv, Especially zovnіshnogo seredovischa.

STRATEGІYA TRANSFORMATSІЇ AKTIVІV

Sutnіst tsogo pіdhodu polyagaє in nagromadzhennі visokolіkvіdnih aktivіv, SSMSC povnіstyu zabezpechuyut require lіkvіdnostі bank. In razі viniknennya popitu on lіkvіdnі zasobi assets prodayutsya Doty, the docks will not be required in zadovolenі penny Costa. Otzhe, vіdbuvaєtsya peretvorennya (transformatsіya) aktivіv in penny shape.

For this pіdhodu lіkvіdnіst harakterizuєtsya yak stock. When tsomu assets povinnі mother Taku vlastivіst, yak stabіlnіst tsіn (tobto mozhlivіst sale znachnoї їh kіlkostі without suttєvogo znizhennya tsіni) and takozh mother lіkvіdny vtorinny rinok for Shvidky peretvorennya on groshі.

Upravlіnnya lіkvіdnіstyu through upravlіnnya assets Yea i traditsіynim nayprostіshim pіdhodom. Zdebіlshogo such strategіya vikoristovuєtsya are small banks, SSMSC not toil wide mozhlivostey zapozichennya koshtіv that access to markets Agricultural Art groshovі.

Strategіya transformatsії aktivіv otsіnyuєtsya Mensch yak rizikova porіvnyano s іnshimi, ale i odnochasno dosit road s Look vartostі. Sales aktivіv suprovodzhuєtsya Pevnyi vitratami (komіsіynі, brokerskі, bіrzhovі vneski toscho) and takozh generally produces up pogіrshennya will balance, oskіlki prodayutsya nizkorizikovі assets. Krіm The bank vtrachaє maybutnі income SSMSC could b Booty zgenerovanі such assets. Іnodі Bank zmusheny prodavatsya assets for znizhenimi rinkovimi tsіnami, Yakscho vinikaє nagalna require in Costa penny. Pіdtrimka digit stock lіkvіdnih koshtіv in tsіlomu znizhuє pokazniki pributkovostі bank.

STRATEGІYA ZAPOZICHENNYA LІKVІDNIH ZASOBІV

Zmіst danogo pіdhodu polyagaє in zapozichennі penny koshtіv in kіlkostі, dostatnіy for Povny pokrittya require of lіkvіdnih zasobah. Poziki zdіysnyuyut deprivation pіslya viniknennya popitu on groshovі Costa, dwellers uniknuti nagromadzhennya visokolіkvіdnih aktivіv, SSMSC Bringer nizkі income. Yakscho popit pіdvischuєtsya, the Bank of Costa zapozichuє vischoyu rates, docks povnіstyu not zadovolnit needful in lіkvіdnih zasobah. For this pіdhodu to upravlіnnya lіkvіdnіst harakterizuєtsya potіk yak, yak instead of stock.

Neobhіdnoyu minds zastosuvannya strategії zapozichennya lіkvіdnostі Je dosit Visokiy stupіn rozvitku fіnansovih rinkіv, SSMSC give zmogu to whether yaky hour in i whether yakih kіlkostyah pozichati lіkvіdnі Costa. In mіzhnarodnіy praktitsі Tsey pіdhіd zastosovuєtsya s 60th rokіv. Same on Tsey perіod leaning burhlivy rozvitok mіzhnarodnih rinkіv pennies that mіzhbankіvskih rinkіv.

Main Jerel zapozichennya lіkvіdnih koshtіv for bankіv Je mіzhbankіvskі poziki, please repurchase depozitnі sertifіkati, poziki in єvrovalyutі that mehanіzm Refinancing Loans operatsіy komertsіynogo bank of central banks. On vibіr dzherela vplivayut takі characteristics yak dostupnіst, vіdnosna vartіst koshtіv, termіnovіst that require trivalіst in lіkvіdnih zasobah, regulyuvannya rules obmezhennya.

Velikі mіzhnarodnі banks naychastіshe vikoristovuyut rozglyaduvanu strategіyu in protsesі upravlіnnya lіkvіdnіstyu, іnodі povnіstyu zadovolnyayuchi needful in lіkvіdnih zasobah sama manner.

Upravlіnnya lіkvіdnіstyu through upravlіnnya pasiv otsіnyuєtsya yak naybіlsh rizikova strategіya, oskіlki suprovodzhuєtsya pіdvischennyam riziku zmіni vіdsotkovih rates that riziku dostupnostі zapozichenih koshtіv. Oznachaє Tse, scho vartіst pіdtrimki lіkvіdnostі manner Mauger Buti yak nizhchoyu, nіzh in razі zastosuvannya іnshih metodіv so i uniquely vischoyu. Often banks zmushenі ROBIT poziki for nevigіdnoyu tsіnoyu abo in perіod, if zrobiti tse easy. Krіm of bankovі, yaky Got problemi s lіkvіdnіstyu, vazhche lender know and vartіst poziki vіdchutno zrostaє.

STRATEGІYA ZBALANSOVANOGO UPRAVLІNNYA LІKVІDNІSTYU

Zgіdno Zi zbalansovanim pіdhodom to upravlіnnya lіkvіdnіstyu Chastina popitu on lіkvіdnі zasobi zadovolnyaєtsya for rakhunok nagromadzhennya visokolіkvіdnih aktivіv and Rasht - Relief for Venue of operatsіy zapozichennya koshtіv.

З метою зниження ризиковості банки часто укладають попередні угоди про відкриття кредитних ліній з ймовірними кредиторами, що допомагає вчасно забезпечити непередбачені потреби в грошових коштах. Через високу вартість стратегії трансформації активів і значну ризиковість стратегії запозичення більшість банків зупиняють свій вибір на компромісному варіанті управління ліквідністю — стратегії збалансованого (одночасного) управління і активами, і пасивами.

Перевагою даної стратегії є гнучкість, яка дозволяє менеджменту вибирати найбільш вигідне поєднання різних джерел поповнення ліквідних коштів в залежності від економічних умов та змін в ринкових цінах.