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Yakovleva A.

Analysis of Liquidity in Regional Commercial Banks

Keywords: regional banks, mandatory liquidity ratios, current liquidity ratio, liquidity rule, maturity structure of assets and liabilities, ARIMA model.

The article presents the analysis of provided loans and lured deposits by maturity and by categories of borrowers and depositors in three regional banks. It is noted that in LLC CB "Megapolis" more diversified portfolios on loans and deposits were formed thanks to financial organizations' participation in the specified portfolios. A maturity structure of loans and deposits at LLC CB "Megapolis" and at CB "OBR "(LLC) most fully complies with the liquidity rule. The developed features in the management of assets and liabilities in regional banks in comparison with the Russian ones are analyzed. In LLC CB "Megapolis" the Russian peculiarity in forming the deposit and loan portfolio is traced; in PJSC AKB "Chuvashkreditprombank" and the CB "OBR" (LLC) the ratio of the volume of individuals' deposits and commercial organizations' deposits follows the trends, and in CB "OBR" (LLC) optionally, that is correct for the ratio of deposits volumes and loans of individuals. Liquidity ratios in the banks under examination are observed. The forecast of the components making part of the current liquidity ratio for ten months ahead was carried out using the software product RStudio. The model of autoregression and moving average (ARIMA) was used as a forecasting model. Calculations oriented to the end of 2019 showed that in "Megapolis" CB LLC and "OBR" CB (LLC) violations of the current liquidity ratio are not expected, while the management of Chuvashkreditprombank PJSC should pay attention to changes in liquid assets, liabilities on demand accounts and with a maturity of 30 calendar days and a minimum balance on customer accounts.

References

  1. Reitingi bankov [Bank ratings]. Available at: https://www.banki.ru/banks/ratings/ ?SEARCH_NAME=&SEARCH_REGN=&search%5Btype%5D=name&sort_param=rating&sort_order=ASC&PROPERTY_ID=10&REGION_ID=0&date1=2019-02-01&date2=2018-02-01&IS_ SHOW_GROUP=0&IS_SHOW_LIABILITIES=0#search_label
  2. Tsentral’nyi bank Rossiiskoi Federatsii: ofits. sait. [Bank of Russia: site] Available at: http://www.cbr.ru.

About authors

Yakovleva Avgustina S.
Assistant Lecturer of Finance, Credit and Economic Security Department, Chuvash State University, Russia, Cheboksary (avgserg@yandex.ru; )

Article link

Yakovleva A. Analysis of Liquidity in Regional Commercial Bank [Electronic resource] // Oeconomia et Jus. – 2019. – №3. P. 38-46. – URL: http://oecomia-et-jus.ru/en/single/2019/3/5/.