Тип публикации: доклад, тезисы доклада, статья из сборника материалов конференций
Конференция: Экспериментальные и теоретические исследования в XXi веке: проблемы и перспективы развития; Ростов-на-Дону; Ростов-на-Дону
Год издания: 2018
Ключевые слова: basel committee, liquidity management, new coefficients
Аннотация: The article deals with liquidity management of banks. Two new coefficients are introduced by the Basel Committee in October 2009, the LCR and the NSFR coefficients. This article shows changes in the bank's balance sheet using the new LCR indicator instead of H3: the main difference is its minimum threshold value, which rose from 50Показать полностью% of the H3 coefficient to 100% of the LCR coefficient. The article shows also the effect on the bank's balance due to the new coefficient NSFR. In both cases are proposed ways to reach the required level of the coefficient, but not without any consequences for profits and funding costs.
Выпуск журнала: Часть 2
Номера страниц: 210-212
Издатель: Южный университет (ИУБиП)