MODEL OF LIQUIDITY MANAGEMENT IN CASE OF REAL TIME CONTROL BY THE CENTRAL BANK OF RUSSIA

Abstract

The article proposes an improved functional model of the processes of liquidity risks assessment, identification of the liquidity problems and their solutions in the management of commercial bank liquidity. There is a comparison of the existing tools of automated banking systems and methods of managing liquidity risks, showing their inconsistency to conditions of monitoring in real time. The economic and mathematical model of increase or sale of excess liquidity by minimizing the cost of its maintenance and maximize the return on its distribution in the market of banking products was developed.

Keywords

• функциональная модель
• экономико-математическая модель
• управление ликвидностью
• бизнес-процесс
• мгновенная ликвидность
• автоматизированная банковская система
• functional model
• economic and mathematical model
• liquidity management
• business process
• instant liquidity
• automated banking system