Subject The paper considers the deterioration in the economic situation of Russia and commercial banks' liquidity with violation of the assets and liabilities balance. Objectives The purpose of this work is to define a concept characterizing the position of the bank related to the liquidity loss and implementation of the most effective methods for assessing liquidity. Methods The paper uses the methods of comparison, tabular data reflection, the method of coefficients, grouping method, and the methods of observation, express analysis, and horizontal and vertical analysis. Results We developed a concept that allows us to describe the status of a credit institution related to liquidity loss. We define evaluation methods assessing the liquidity of commercial banks. We also prove the need to identify cases of deviation from the equilibrium liquidity state. Conclusions Evaluation of liquidity surplus is as significant as the analysis of liquidity shortage. It helps identify whether banks need to take any measures to strengthen financial sustainability.
Keywords: liquidity, bank, surplus, assessment, risk
Larionova I.V. Risk-menedzhment v kommercheskom banke: monografiya [Risk-management in a commercial bank: a monograph]. Moscow, KnoRus Publ., 2014, 456 p.
Gerasimenko K.V., Tumanova T.G. [The liquidity of the banking sector in the Russian background of macroeconomic instability]. Fundamental'nye issledovaniya = Fundamental Research, 2015, no. 11-2, pp. 356–360. URL: Link (In Russ.)
Zhuravleva T.L., Leonov M.A. [Russian banking system in recent years: General and regional perspectives]. Nauchno-issledovatel'skii finansovyi institut. Finansovyi zhurnal = Financial Journal, 2015, no. 6, pp. 47–58. URL: Link (In Russ.)
Polonskii A.E. [Banking sector liquidity management in the conditions of transition to structural surplus]. Den'gi i kredit = Money and Credit, 2016, no. 10, pp. 3–7. URL: Link (In Russ.)
Shvandar D.V., Kontsevich O.V. [Management of structural liquidity surplus of the banking system]. Nauchno-issledovatel'skii finansovyi institut. Finansovyi zhurnal = Financial Journal, 2017, no. 3, pp. 57–70. URL: Link (In Russ.)
Valinurova A.A., Stepanova N.V., Valinurov T.R. [The methods of commercial bank express analysis]. Sovremennye naukoemkie tekhnologii. Regional'noe prilozhenie = Regional Supplement to Journal Modern Science-Incentive Technologies, 2011, no. 4, pp. 18–25. URL: Link (In Russ.)
Rykova I.N., Fisenko N.V. [Integrated assessment of regional banking systems]. Bankovskoe delo, 2012, no. 4, pp. 24–30. URL: Link (In Russ.)
Ryabichenko D. A. [Methods of analysis of the bank's liquidity in the current economic conditions]. Molodoi uchenyi = Young Scientist, 2014, vol. 1, iss. 12, pp. 179–184. URL: Link (In Russ.)
Kholopenkova T.Ya., Ginzburg R.F. [An analysis of methods of estimation of risk of unbalanced liquidity of the commercial bank]. Finansy i kredit = Finance and Credit, 2012, vol. 18, iss. 42, pp. 49–55. URL: Link (In Russ.)
Chetverikova E.A., Bibikova E.A., Valinurova A.A. [A methodology to assess the financial soundness of regional banking system]. Finansy i kredit = Finance and Credit, 2017, vol. 23, iss. 20, pp. 1154–1172. (In Russ.) URL: Link
Fungacova Z., Turk R., Weill L. High Liquidity Creation and Bank Failures. IMF Working Paper, WP/15/103, рр. 1–33. URL: Link
Bisultanova A.A. [Regional banks under modern conditions of the Russian economy]. Finansy i kredit = Finance and Credit, 2016, vol. 22, iss. 24, pp. 17–25. URL: Link (In Russ.)
Mandryka A.Yu. [Regional banking system: essence, elements and functioning problems]. Sovremennye issledovaniya sotsial'nykh problem, 2012, no. 11, p. 13. (In Russ.) URL: Link
Leonov M.V. [Regional banks in the Russian banking system]. Prostranstvennaya ekonomika = Spatial Economics, 2015, no. 2, pp. 116–131. URL: Link