Liquidity and Interbank Lending: the Case of Russian Banks

Student: Strelnikova Alexandra

Educational Programme: Economics (Bachelor)

Final Grade: 7

Year of Graduation: 2017

Activity of any bank is permanently connected with a certain level of risk which bank try to eliminate in any available ways. Particularly, one of these risks is bank's liquidity risk. Practice of Russian interbank lending as in the whole world is suggested to be one of the main instruments for banks' liquidity management. This work aims to determine the relationship between Russian banks' involvement in the market of interbank lending and level of their liquidity ratios. Results of the work have revealed an absence of any influence of bank's activity in interbank lending on the level of its instant liquidity. However, in case of current liquidity there are ambiguous results, but generally they confirm the hypothesis about a positive influence of bank's involvement in the market of interbank lending on its current liquidity ratio.

Full text (added May 9, 2017)

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