Model of Stress-testing of Banks’ Liquidity Risk in Ukraine

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Title	Model of Stress-testing of Banks’ Liquidity Risk in Ukraine
Authors	Kryklii, Olena Anatoliivna Luchko, I.
ORCID	http://orcid.org/0000-0002-4825-3950
Keywords	стрес-тестування ліквідності стресс-тестирование ликвидности liquidity stress testing буфери ліквідності банків буферы ликвидности банков Banks’ Liquidity Buffers ризик ліквідності риск ликвидности liquidity risk
Type	Article
Date of Issue	2018
URI	http://essuir.sumdu.edu.ua/handle/123456789/69920
Publisher	Sumy State University
License	Copyright not evaluated
Citation	Ol. Krykliy, Ir. Luchko. (2018). Model of Stress-testing of Banks’ Liquidity Risk in Ukraine. Financial Markets, Institutions and Risks, 2(2), 123-132. DOI: 10.21272/fmir.2(2).123-132.2018
Abstract	The global financial crisis has shown how important is the role of liquidity risk in ensuring the stability of the banking system, and revealed a number of deficiencies in its regulation, both at the level of individual banks and at the level of banking regulation and supervision. It is necessary to develop new instruments and improve of existing instruments for protection the banking system from the negative effects of liquidity risk.
Appears in Collections:	Financial Markets, Institutions and Risks (FMIR)