UDC 336.71; JEL G01, G21, G28
Hrudzevych, U. (2018). Problemy i perspektyvy vprovadzhennya vymoh «Bazelyu III» pry vyznachenni likvidnosti bankiv Ukrayiny [Problems and prospects for the implementation of the Basel III requirement for determining liquidity of banks of Ukraine]. In Sotsial'no-ekonomichni problemy suchasnoho periodu Ukrayiny [Socio-Economic Problems of the Modern Period of Ukraine]: Vol. 130 (2) (pp. 57-62). Retrieved from http://ird.gov.ua/sep/doi/sep2018.02.062. [in Ukrainian].
Sources: 15

Authors



Hrudzevych Ulyana Yaroslavivna

Ph.D. of Economics, Associate Professor

Associate Professor of the Department of finance, banking and insurance of the Lviv Institute of the University of Banking

Contacts: -ugrudzevuch@mail.ru, ugrudzevuch@ukr.net

Webpages:

Resume

The requirements of the Basel Committee on Regulation of liquidity of banking institutions using liquidity coverage ratio (LCR), net stable funding ratio (NSFR) and dynamics of their implementation abroad are investigated. Liquidity of the banking system of Ukraine and the largest banks according to the standards of instantaneous, current and short-term liquidity are analyzed. It was discovered that by February 2018 the majority of banking institutions did not point to the annual reporting of liquidity standards. At present, almost all banks adhere to the specified standards, but in a number of banks there are significant deviations in the side of excess, which as a consequence negatively affects the profitability and efficiency of the banks. The implementation of NBU requirements on information disclosure enables banking transparency and allows to implement liquidity coverage ratio (LCR) and net stable funding ratio (NSFR), in the practical activities of Ukrainian banks. The LCR domestic banks will start to determine since June 2018. According to the methods of the developed NBU, this indicator will be determined as the ratio of high-quality liquid assets to the net expected outflow of cash and will cover greater outflow of funds than the Basel III requires. The implementation of the LCR will result in the assessment of the banks‘ liquidity with short-term risks and lead to gradual cancellation of the standards of instantaneous and current liquidity. In the respeciality implementation of the NBU the indicator of net stable funding ratio, which will allow to create incentives for banks to increase the severity of deposits and minimize time imbalances of assets and liabilities of the bank with the terms of fulfillment up to 1 year; and implementation of new standards of risk assessment system that will include requirements for managing liquidity risk including. The influence of the liquidity coverage coefficient on the bank balance structure is determined, in particular, attention is focused on the necessity of growth of the long-term resources of Ukraine, practical opportunities of European bonds inclusion in Of liquid assets, problems of aggravation of competitive struggle of banks for deposits, which in turn will lead to changes in cost of resources and assets of banks.

Keywords:

bank supervision, liquidity of the bank, liquidity risk, liquidity standards, liquidity coverage ratio, the indicator of net stable funding ratio

References


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