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Liquidity Risk
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With the purpose of effective liquidity risk management the Bank has defined respective principles, methods, procedures of asets and liabilities management, set the system of management accounting which is based on principles of timeliness, plenitude, reliability, comparableness, intelligibility and includes static and dynamic reports on mismatches between maturities of assets and liabilities of the Bank, coefficient analysis, analysis of macroeconomic environment etc.
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| Minimization of liquidity risk is ensured by means of esteblsishing by ALCO (Assets and Liabilities Management Committee) (³) limits of gaps between the maturity of assets and liabilities (in respect of main operating currencies) taking into account activity of the market of banking services, possibilities of attraction of financial resources, debt fund value, (ii) regulatory value vs structure of assets and liabilities of the Bank. |
Besides, to assess impact of crisis situations the Bank uses stress-testing (with different crisis scenarios) and has developed funding plan in case of crises situations.
Compliance with liquidity limits set by NBU
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Instant liquidity
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Current liquidity
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Short-term liquidity
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Actual value as of 01 January 08
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46,15%
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74,74%
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22,93%
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Regulatory limit as of 01 January 08
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no less than 20%
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no less than 40%
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no less than 20%
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