LIQUIDITY MANAGEMENT OF COMMERCIAL BANKS: CURRENT APPROACHES AND IMPROVEMENT STRATEGIES

Authors

  • Abdusalamov Olimjon Eshmirzayevich Independent Researcher at Tashkent State University of Economics

Keywords:

liquidity management, commercial banks, LCR, NSFR, funding structure, liquidity risk, HQLA, treasury operations, digital banking, stress testing.

Abstract

The article analyzes contemporary liquidity management practices in commercial banks, examining regulatory requirements, balance-sheet structures, funding stability, and technological innovations that shape liquidity resilience. The study evaluates key indicators such as LCR, NSFR, LDR, cash-flow gap analysis, and stress testing, highlighting their role in mitigating short-term and long-term liquidity risks. It also identifies structural challenges faced by banks in emerging markets and proposes strategic directions for strengthening liquidity governance, improving forecasting accuracy, and integrating digital solutions into liquidity monitoring systems.

References

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Published

2025-11-28

How to Cite

Abdusalamov Olimjon Eshmirzayevich. (2025). LIQUIDITY MANAGEMENT OF COMMERCIAL BANKS: CURRENT APPROACHES AND IMPROVEMENT STRATEGIES. INTERNATIONAL JOURNAL OF SOCIAL SCIENCE & INTERDISCIPLINARY RESEARCH ISSN: 2277-3630 Impact Factor: 8.036, 14(11), 85–90. Retrieved from https://www.gejournal.net/index.php/IJSSIR/article/view/2774

Issue

Vol. 14 No. 11 (2025): INTERNATIONAL JOURNAL OF SOCIAL SCIENCE & INTERDISCIPLINARY RESEARCH

Section

Articles

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