Financial Analytics: Science and Experience

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Liquidity imbalance of commercial banks: Concept, evaluation methods

Vol. 11, Iss. 4, DECEMBER 2018

Received: 26 March 2018

Received in revised form: 26 April 2018

Accepted: 7 May 2018

Available online: 29 November 2018


JEL Classification: G21

Pages: 443–453

Bibikova E.A. Ivanovo State University, Ivanovo, Ivanovo Oblast, Russian Federation

Valinurova A.A. Ivanovo State University, Ivanovo, Ivanovo Oblast, Russian Federation

Sergeeva N.A. Ivanovo State University, Ivanovo, Ivanovo Oblast, Russian Federation

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


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