Wpływ globalnego kryzysu finansowego na zarządzanie ryzykiem płynności w belgijskim sektorze bankowym - wyniki badania ankietowego

Abstract

The current financial crisis has highlighted the critical importance of measurement and management of liquidity risk. Major financial institutions failed to manage liquidity risk properly, leading to the accelerated deterioration of the financial stability of the institutions. We performed the set of interviews with different risk managers responsible for liquidity risk management in the Belgian banks and created the survey on the basis of their responses. The purpose of the survey was to give a snapshot of where banks stand in the evolution of liquidity risk management and the work that remains to be accomplished. Moreover, our intention was to highlight the evolution of liquidity risk management triggered by the financial crisis and market illiquidity. The survey gathers responses from six banking professionals working in liquidity risk. The banks concerned are: one small and two medium retail banks, two large bank holdings and one diversified bank.