Управление и оповестяване на ликвидния риск от търговските банки в България
Management and Disclosure of Liquidity Risk by Commercial Banks in Bulgaria

Author(s): Atanaska Filipova-Slancheva
Subject(s): Economy, National Economy, Business Economy / Management, Financial Markets
Published by: Университет за национално и световно стопанство (УНСС)
Keywords: banking system; liquidity; liquidity risk; COVID-19
Summary/Abstract: The global financial crisis of 2007 2009 led banking system to lack of capital and liquidity buffers, which had a negative effect on the global economy. Since then, banking regulators have focused on liquidity and liquidity risk management. In 2014 negative events in the Bulgarian banking system once again proved that liquidity management and liquidity risk of banks should be a constant object of analysis and evaluation due to their importance for financial stability. Over the past two years, the liquidity profile and business model of banks have been strongly affected by COVID-19 pandemic. The report aims to present leading criteria and characteristics related to the liquidity management and disclosure, liquidity risk, liquidity buffer in Bulgarian commercial banks. The dynamics of the liquidity ratios (LCR, NSFR) for the period 2018 - 2020 was traced, both for the entire banking system and for five randomly selected banks (from first and second group in terms of assets). The report presents the measures taken to prevent the negative effect of the COVID-19 pandemic on the liquidity of the banking system.

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