Upravljanje rizikom likvidnosti banaka u tranzicijskim drzavama

Abstract

Banks are the most important financial institution in transition countries Therefore all other sectors depend on banks safety, stability and its risk management skills. With their function of intermediaries they have strong influence on economic growth. However, they can not fulfil their function of intermediaries if they become illiquid, which additional raises the in confidence in banking sector and possibility of bank crises. Banks like the other firms borrow money and transform it in different forms of assets. Liquidity risk present possibility of negative consequences on bank's liquidity under impact of different events, like withdraws deposits. Goals of liquidity management includes: estimation of all cash outflow liabilities on daily basis, settlement of minimum reserve requirements and avoidance of additional cost of emergency borrowing and forced liquidation of assets. The basic challenge for bank's liquidity management is uncertainty about clients' behavior and inter-dependencies between taking credits and deposit withdrawing. Therefore, banks must create safety zone for liquidity risk and adopt BIS Sound principles for managing liquidity risk in order to improve liquidity management.

Eurozation in Bosnia and Herzegovina - Barries and Opportunities for Integration

“…Specially, central bank in cooperation with the Ministry of finance and public agencies has important role in developing the domestic money market (treasury bill market) and domestic debit market (government securities market). (Živko and Slijepčević, 2006).…”

Liquidity risk

“…Neostvarivanje minimalnog dobitka ili poslovanje sa gubitkom dovodi do smanjenja vlastitog kapitala, a na kraju i do prezaduživanja. Prezaduženost je veoma čest uzrok nelikvidnosti, odnosno prvi na listi uzroka poslovne krize.Iako postoji više definicija likvidnosti jedna od njih je ta da likvidnost banke predstavlja sposobnost banke da udovolji svim predviđenim i nepredviđenim finansijskim zahtjevima svojih klijenata, te da osigura dodatne izvore za pribavljanje potrebnih sredstava banke, odnosno treba biti sposobna da u kratkom roku i bez prevelikih troškova pribavi dodatna sredstva putem povećanja obaveza, sekuritizacijom, prodajom aktive ili na neki drugi način (Živko, Kandžija, 2014). Dakle, likvidna banka u svakom momentu bi trebala biti sposobna da ispuni preuzete obaveze, i tako da bude u stanju da dođe do potrebnih sredstava transformišući svoju imovinu u novčani oblik bez većih gubitaka i u kratkom vremenskom roku.…”