{"id":849,"date":"2021-01-15T17:44:14","date_gmt":"2021-01-15T15:44:14","guid":{"rendered":"http:\/\/journals.khnu.km.ua\/vestnik\/?p=849"},"modified":"2021-03-03T14:31:54","modified_gmt":"2021-03-03T12:31:54","slug":"%d1%83%d0%bf%d1%80%d0%b0%d0%b2%d0%bb%d1%96%d0%bd%d0%bd%d1%8f-%d0%bb%d1%96%d0%ba%d0%b2%d1%96%d0%b4%d0%bd%d1%96%d1%81%d1%82%d1%8e-%d0%b1%d0%b0%d0%bd%d0%ba%d1%96%d0%b2-%d1%83%d0%ba%d1%80%d0%b0%d1%97","status":"publish","type":"post","link":"https:\/\/journals.khnu.km.ua\/vestnik\/?p=849","title":{"rendered":"\u0423\u043f\u0440\u0430\u0432\u043b\u0456\u043d\u043d\u044f \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u0456\u0441\u0442\u044e \u0431\u0430\u043d\u043a\u0456\u0432 \u0423\u043a\u0440\u0430\u0457\u043d\u0438 \u0432 \u0441\u0443\u0447\u0430\u0441\u043d\u0438\u0445 \u0443\u043c\u043e\u0432\u0430\u0445: \u043d\u043e\u0440\u043c\u0430\u0442\u0438\u0432\u043d\u0438\u0439 \u0430\u0441\u043f\u0435\u043a\u0442"},"content":{"rendered":"

<\/p>\n

\u0423\u041f\u0420\u0410\u0412\u041b\u0406\u041d\u041d\u042f \u041b\u0406\u041a\u0412\u0406\u0414\u041d\u0406\u0421\u0422\u042e \u0411\u0410\u041d\u041a\u0406\u0412 \u0423\u041a\u0420\u0410\u0407\u041d\u0418 \u0412 \u0421\u0423\u0427\u0410\u0421\u041d\u0418\u0425 \u0423\u041c\u041e\u0412\u0410\u0425: \u041d\u041e\u0420\u041c\u0410\u0422\u0418\u0412\u041d\u0418\u0419 \u0410\u0421\u041f\u0415\u041a\u0422<\/p>\n

LIQUIDITY MANAGEMENT BANKS OF UKRAINE IN MODERN CONDITIONS: REGULATORY ASPECTS<\/p>\n

<\/a> \u0421\u0442\u043e\u0440\u0456\u043d\u043a\u0438: 76-82. \u041d\u043e\u043c\u0435\u0440: \u21162, 2020 (280)<\/strong><\/p>\n

\u0410\u0432\u0442\u043e\u0440\u0438:<\/strong>
\n\u041b\u0410\u0420\u0406\u041e\u041d\u041e\u0412\u0410 \u041a. \u041b., \u0414\u041e\u041d\u0427\u0415\u041d\u041a\u041e \u0422. \u0412.
\n\u0425\u043c\u0435\u043b\u044c\u043d\u0438\u0446\u044c\u043a\u0438\u0439 \u043d\u0430\u0446\u0456\u043e\u043d\u0430\u043b\u044c\u043d\u0438\u0439 \u0443\u043d\u0456\u0432\u0435\u0440\u0441\u0438\u0442\u0435\u0442<\/p>\n

LARIONOVA K., DONCHENKO T.
\nKhmelnytskyi National University<\/p>\n

DOI<\/strong>:<\/strong>\u00a0https:\/\/www.doi.org\/10.31891\/2307-5740-2020-280-2-14<\/a>
\n\u041d\u0430\u0434\u0456\u0439\u0448\u043b\u0430 \/ Paper received:<\/strong> 26.03.2020
\n\u041d\u0430\u0434\u0440\u0443\u043a\u043e\u0432\u0430\u043d\u0430 \/ Paper Printed :<\/strong> 07.05.2020<\/p>\n

\u0410\u043d\u043e\u0442\u0430\u0446\u0456\u044f \u043c\u043e\u0432\u043e\u044e \u043e\u0440\u0438\u0433\u0456\u043d\u0430\u043b\u0443<\/strong><\/p>\n

\u0423 \u0441\u0442\u0430\u0442\u0442\u0456 \u0440\u043e\u0437\u0433\u043b\u044f\u043d\u0443\u0442\u043e \u043f\u0438\u0442\u0430\u043d\u043d\u044f \u0440\u0435\u0433\u0443\u043b\u044e\u0432\u0430\u043d\u043d\u044f \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u043e\u0441\u0442\u0456 \u0431\u0430\u043d\u043a\u0443 \u0442\u0430 \u043f\u0456\u0434\u0442\u0432\u0435\u0440\u0434\u0436\u0435\u043d\u043e, \u0449\u043e \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u0456\u0441\u0442\u044c \u0432\u0438\u0441\u0442\u0443\u043f\u0430\u0454 \u043e\u0434\u043d\u0456\u0454\u044e \u0437 \u043d\u0430\u0439\u0432\u0430\u0436\u043b\u0438\u0432\u0456\u0448\u0438\u0445 \u044f\u043a\u0456\u0441\u043d\u0438\u0445 \u0445\u0430\u0440\u0430\u043a\u0442\u0435\u0440\u0438\u0441\u0442\u0438\u043a \u0434\u0456\u044f\u043b\u044c\u043d\u043e\u0441\u0442\u0456 \u0431\u0430\u043d\u043a\u0443. \u0414\u043e\u0441\u043b\u0456\u0434\u0436\u0435\u043d\u043e \u043f\u0435\u0440\u0435\u0434\u0443\u043c\u043e\u0432\u0438 \u0432\u043f\u0440\u043e\u0432\u0430\u0434\u0436\u0435\u043d\u043d\u044f \u043d\u043e\u0432\u0438\u0445 \u043f\u0440\u0443\u0434\u0435\u043d\u0446\u0456\u0439\u043d\u0438\u0445 \u0432\u0438\u043c\u043e\u0433 \u0434\u043e \u0440\u0456\u0432\u043d\u044f \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u043e\u0441\u0442\u0456 \u0442\u0430 \u0432\u0438\u0437\u043d\u0430\u0447\u0435\u043d\u043e \u0444\u0443\u043d\u043a\u0446\u0456\u043e\u043d\u0430\u043b\u044c\u043d\u0435 \u043f\u0440\u0438\u0437\u043d\u0430\u0447\u0435\u043d\u043d\u044f \u043d\u043e\u0432\u0438\u0445 \u043d\u043e\u0440\u043c\u0430\u0442\u0438\u0432\u0456\u0432 \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u043e\u0441\u0442\u0456 LCR \u0442\u0430 NSFR, \u043f\u0440\u043e\u0441\u043b\u0456\u0434\u043a\u043e\u0432\u0430\u043d\u043e \u0445\u0440\u043e\u043d\u043e\u043b\u043e\u0433\u0456\u044e \u0440\u0435\u0444\u043e\u0440\u043c\u0443\u0432\u0430\u043d\u043d\u044f \u043d\u043e\u0440\u043c\u0430\u0442\u0438\u0432\u0456\u0432 \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u043e\u0441\u0442\u0456 \u0431\u0430\u043d\u043a\u0456\u0432 \u0423\u043a\u0440\u0430\u0457\u043d\u0438. \u0417\u0430 \u0440\u0435\u0437\u0443\u043b\u044c\u0442\u0430\u0442\u0430\u043c\u0438 \u0430\u043d\u0430\u043b\u0456\u0437\u0443 \u043f\u043e\u0442\u043e\u0447\u043d\u043e\u0433\u043e \u0441\u0442\u0430\u043d\u0443 \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u043e\u0441\u0442\u0456 \u0431\u0430\u043d\u043a\u0456\u0432\u0441\u044c\u043a\u043e\u0457 \u0441\u0438\u0441\u0442\u0435\u043c\u0438 \u0432\u0438\u0437\u043d\u0430\u0447\u0435\u043d\u043e, \u0449\u043e \u0431\u0430\u043d\u043a\u0438 \u0432\u043e\u043b\u043e\u0434\u0456\u044e\u0442\u044c \u0437\u043d\u0430\u0447\u043d\u0438\u043c \u0437\u0430\u043f\u0430\u0441\u043e\u043c \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u043e\u0441\u0442\u0456. \u0417\u043d\u0430\u0447\u043d\u0435 \u043f\u0435\u0440\u0435\u0432\u0438\u0449\u0435\u043d\u043d\u044f \u043a\u043e\u0435\u0444\u0456\u0446\u0456\u0454\u043d\u0442\u0430 \u043f\u043e\u043a\u0440\u0438\u0442\u0442\u044f \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u043e\u0441\u0442\u0456 LCR \u0432 \u0443\u0441\u0456\u0445 \u0432\u0430\u043b\u044e\u0442\u0430\u0445 \u0442\u0430 \u0432 \u0456\u043d\u043e\u0437\u0435\u043c\u043d\u0456\u0439 \u0432\u0430\u043b\u044e\u0442\u0456 \u043d\u0430\u0434 \u043d\u043e\u0440\u043c\u0430\u0442\u0438\u0432\u043d\u0438\u043c \u0437\u043d\u0430\u0447\u0435\u043d\u043d\u044f\u043c \u0443 2019\u20132020 \u0440\u043e\u043a\u0430\u0445 \u0441\u0432\u0456\u0434\u0447\u0438\u0442\u044c \u043f\u0440\u043e \u0430\u0434\u0430\u043f\u0442\u0430\u0446\u0456\u044e \u0431\u0430\u043d\u043a\u0456\u0432 \u0434\u043e \u043d\u043e\u0432\u043e\u0433\u043e \u043d\u043e\u0440\u043c\u0430\u0442\u0438\u0432\u0443 \u0442\u0430 \u043d\u0430\u0434\u043b\u0438\u0448\u043e\u043a \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u043e\u0441\u0442\u0456 \u043f\u0440\u0430\u0446\u044e\u044e\u0447\u0438\u0445 \u0431\u0430\u043d\u043a\u0456\u0432. \u0417\u0430\u043f\u0440\u043e\u043f\u043e\u043d\u043e\u0432\u0430\u043d\u043e \u043d\u0430\u043f\u0440\u044f\u043c\u0438 \u0430\u0434\u0430\u043f\u0442\u0430\u0446\u0456\u0457 \u0431\u0430\u043d\u043a\u0456\u0432\u0441\u044c\u043a\u0438\u0445 \u0443\u0441\u0442\u0430\u043d\u043e\u0432 \u0434\u043e \u043d\u043e\u0432\u0438\u0445 \u043d\u043e\u0440\u043c\u0430\u0442\u0438\u0432\u0456\u0432 \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u043e\u0441\u0442\u0456.
\n\u041a\u043b\u044e\u0447\u043e\u0432\u0456 \u0441\u043b\u043e\u0432\u0430:<\/strong> \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u0456\u0441\u0442\u044c \u0431\u0430\u043d\u043a\u0443, \u0443\u0433\u043e\u0434\u0430 \u0411\u0430\u0437\u0435\u043b\u044c \u0406\u0406\u0406, \u0440\u0438\u0437\u0438\u043a \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u043e\u0441\u0442\u0456, \u043d\u043e\u0440\u043c\u0430\u0442\u0438\u0432\u0438 \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u043e\u0441\u0442\u0456, \u043a\u043e\u0435\u0444\u0456\u0446\u0456\u0454\u043d\u0442 \u043f\u043e\u043a\u0440\u0438\u0442\u0442\u044f \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u043e\u0441\u0442\u0456 (LCR), \u043a\u043e\u0435\u0444\u0456\u0446\u0456\u0454\u043d\u0442 \u0447\u0438\u0441\u0442\u043e\u0433\u043e \u0441\u0442\u0430\u0431\u0456\u043b\u044c\u043d\u043e\u0433\u043e \u0444\u0456\u043d\u0430\u043d\u0441\u0443\u0432\u0430\u043d\u043d\u044f \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u043e\u0441\u0442\u0456 (NSFR), \u0432\u0438\u0441\u043e\u043a\u043e\u044f\u043a\u0456\u0441\u043d\u0456 \u043b\u0456\u043a\u0432\u0456\u0434\u043d\u0456 \u0430\u043a\u0442\u0438\u0432\u0438.<\/p>\n

\u0420\u043e\u0437\u0448\u0438\u0440\u0435\u043d\u0430 \u0430\u043d\u043e\u0442\u0430\u0446\u0456\u044f \u0430\u043d\u0433\u043b\u0456\u0439\u0441\u044c\u043a\u043e\u044e \u043c\u043e\u0432\u043e\u044e<\/strong><\/p>\n

Quite important is the fact that the most diverse are the systemic characteristics of industrial activity, which require the necessary, effective and efficient management. Problems with the management of the liquidated system of the European system are constantly updated, and the NBU has to constantly maintain its balance, sharing the deficit or increasing the distribution of free people. The low level of declining capacity increases the additional data on the interbank market and requires arbitrary use by the NBU, for which the own number is lower.
\nThe article considers the issue of liquidity regulation of the bank, and confirms that liquidity is one of the most important qualitative characteristics of the bank. The preconditions for the introduction of new prudential requirements to the level of liquidity are studied and the functional purpose of the new liquidity ratios LCR and NSFR is determined, the chronology of reforming the liquidity ratios of Ukrainian banks is traced. Regulatory documents, main components and the procedure for calculating the liquidity coverage ratio (LCR) and the ratio of net stable liquidity financing (NSFR) are determined. According to the results of the analysis of the current state of liquidity of the banking system, it is determined that banks have a significant liquidity reserve. The significant excess of the liquidity coverage ratio of LCR in all currencies and in foreign currency over the normative value in 2019-2020 indicates the adaptation of banks to the new standard and the excess liquidity of operating banks. However, this has a negative impact on bank profitability. In addition, the current state of the banking sector is characterized by the problem of short-term funding, which significantly increases liquidity risks, especially in times of crisis and uncertainty. The authors propose directions for the adaptation of banking institutions to new liquidity standards, which provide for the development, improvement and search for new tools in the bank’s liquidity management system.
\nKey words:<\/strong> liquidity of the bank, Basel III, liquidity risk, norms of liquidity, Liquidity \u0421overage Ratio (LCR),\u00a0 the Net Stable Funding Ratio (NSFR), high-quality liquid assets (HQLA).<\/p>\n

References<\/strong><\/p>\n

    \n
  1. Fuksman O.V. Likvidnist u zabezpechenni stabilnosti banku \/\u00a0 O.V. Fuksman \/\/ Visnyk KNTEU. \u2013 2013.\u2013 \u2116 4. \u2013 S. 57\u201368.<\/li>\n
  2. Tarasevych N.V. Okremi aspekty rehuliuvannia likvidnosti bankiv [Elektronnyi resurs] \/ N.V. Tarasevych \/\/ Visnyk sotsialno-ekonomichnykh doslidzhen. \u2013 2014. \u2013 Vyp. 3. \u2013 S. 276\u2013282. \u2013 Rezhym dostupu : http:\/\/nbuv.gov.ua\/UJRN\/ Vsed_2014_3_44<\/li>\n
  3. Postanova Pravlinnia NBU \u00abPro zaprovadzhennia koefitsiienta pokryttia likvidnistiu (LCR)\u00bb vid 15 liutoho 2018 roku \u2116 13 [Elektronnyi resurs]. \u2013 Rezhym dostupu : https:\/\/bank.gov.ua\/document\/ download?docId=64546644<\/li>\n
  4. Postanova Pravlinnia NBU “Pro zaprovadzhennia koefitsiienta chystoho stabilnoho finansuvannia (NSFR)” vid 24 hrudnia 2019 roku \u2116158 [Elektronnyi resurs]. \u2013 Rezhym dostupu : https:\/\/bank.gov.ua\/ua\/legislation\/Resolution_24122019_158<\/li>\n
  5. Rishennia pravlinnia NBU \u2116 101-rsh \u00abPro skhvalennia Metodyky rozrakhunku koefitsiienta pokryttia likvidnistiu (LCR)\u00bb vid 15 liutoho 2018 roku [Elektronnyi resurs]. \u2013 Rezhym dostupu : http:\/\/zakon.rada.gov.ua\/laws\/show\/ vr101500-18<\/li>\n
  6. Natsionalnyi bank Ukrainy. Ofitsiine internet-predstavnytstvo [Elektronnyi resurs]. \u2013 Rezhym dostupu : https:\/\/bank.gov.ua\/control\/uk\/publish\/article?<\/li>\n
  7. Vymohy do likvidnosti bankiv (LCR) \/\/ Materialy seminaru NBU “Praktychni aspekty otsinky bankivskykh ryzykiv” vid 18 chervnia 2020 roku [Elektronnyi resurs]. \u2013 Rezhym dostupu : https:\/\/bank.gov.ua\/ua\/news\/all\/praktichni-aspekti-otsinki-baknivskih-rizikiv-seminar-dlya-vikladachiv-vnz-ukrayini-18-19-chervnya-2020-roku<\/li>\n
  8. Erkes O. Ye. Novi normatyvy likvidnosti v systemi ryzyk-oriientovanoho nahliadu za diialnistiu bankiv Ukrainy \/ O.Ie. Erkes, T.M. Hordiienko \/\/ Ekonomika i suspilstvo (MDU). \u2013 2019 \u2013 \u2116 20. \u2013 S.635\u2013642.<\/li>\n
  9. Rishennia Pravlinnia NBU \u21161001-rsh “Pro skhvalennia Metodyky rozrakhunku koefitsiienta chystoho stabilnoho finansuvannia (NSFR)” vid 24 hrudnia 2019 roku [Elektronnyi resurs]. \u2013 Rezhym dostupu :\u00a0 https:\/\/bank.gov.ua\/ua\/legislation\/Decision_24122019_1001-rsh<\/li>\n
  10. Aksonova L.O. Upravlinnia likvidnistiu banku v suchasnykh ekonomichnykh umovakh \/ L.O. Aksonova, E. Musaiev \/\/ Ekonomichnyi visnyk DVNZ UDKhTU. \u2013 2019. \u2013 \u2116 1(9). \u2013 S. 65\u201371.<\/li>\n
  11. Pokaznyky bankivskoi systemy. Ofitsiinyi sait Natsionalnoho banku Ukrainy [Elektronnyi resurs]. \u2013 Rezhym dostupu : https:\/\/bank.gov.ua\/control\/uk\/publish\/article?art_id=34661442&cat_id=34798593<\/li>\n<\/ol>\n","protected":false},"excerpt":{"rendered":"","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":[],"categories":[8],"tags":[],"_links":{"self":[{"href":"https:\/\/journals.khnu.km.ua\/vestnik\/index.php?rest_route=\/wp\/v2\/posts\/849"}],"collection":[{"href":"https:\/\/journals.khnu.km.ua\/vestnik\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/journals.khnu.km.ua\/vestnik\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/journals.khnu.km.ua\/vestnik\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/journals.khnu.km.ua\/vestnik\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=849"}],"version-history":[{"count":3,"href":"https:\/\/journals.khnu.km.ua\/vestnik\/index.php?rest_route=\/wp\/v2\/posts\/849\/revisions"}],"predecessor-version":[{"id":3928,"href":"https:\/\/journals.khnu.km.ua\/vestnik\/index.php?rest_route=\/wp\/v2\/posts\/849\/revisions\/3928"}],"wp:attachment":[{"href":"https:\/\/journals.khnu.km.ua\/vestnik\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=849"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/journals.khnu.km.ua\/vestnik\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=849"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/journals.khnu.km.ua\/vestnik\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=849"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}