DOI: 10.18413/2409-1634-2021-7-2-0-7

Liquidity risk analysis at financial banking institutions

In this article, we demonstrate the necessity of measuring bank liquidity risk. Liquidity risk is very important. The ability to initiate financial operations and to complete them in the short term with minimal costs and high profitability depends on the liquidity of the financial and banking institution concerned. The liquidity risk, being considered as the probability of loss, partial or total, of the financing capacity, can have important negative effects. Bank liquidity elements can be identified, known and based on valuation indicators to determine the liquidity risk, such as intensity, depth and duration. Of all the banking risks, liquidity has the most profound and immediate effects on the stability of the bank considered.

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