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The Analysis Of The Liquidity Index At The Level Of The First Three Romanian Commercial Banks

Author

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  • Ioana Raluca Sbârcea

    (“Lucian Blaga” University of Sibiu, Romania)

Abstract

The issue of the liquidity risk is widely debated, both at international level and at the Romanian banking system level, especially with the onset of the financial crisis of 2007-2008, after which it was highlighted a lack of consistent monitoring of this risk. The purpose of the analysis that I performed in this article is to highlight how the Romanian commercial banks managed their liquidity risk until the implementation of the newest international banking regulations, respectively the Basel Agreement III, using the liquidity index. The approach is part of a broader research that I carry out, which aims to highlight how the Romanian commercial banks adapt to the international regulations. Starting from the financial situations of the first three banks in the Romanian system (BCR, Transilvania Bank, BRD), I decided to analyze the method of management of the liquidity risk of the liquidity index, both individually and in comparison, in order to highlight their exposure to liquidity risk.

Suggested Citation

  • Ioana Raluca Sbârcea, 2016. "The Analysis Of The Liquidity Index At The Level Of The First Three Romanian Commercial Banks," Romanian Economic Business Review, Romanian-American University, vol. 11(4), pages 44-52, december.
    • Handle: RePEc:rau:journl:v:11:y:2016:i:4:p:44-52
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