| Summary: | In the master’s work there are analyzed and systemized various Lithuanian and foreign theoretical and practical researches of risk measures and control researches; there are researched banking risk, importance of liquidity control in commercial banks; formed liquidity risk control of the problems in commercial banks and summarized used methods controlling and setting the liquidity risk. There is properly done liquidity risk analysis and the estimation of AB “Šiaulių bankas”, according to the system of indices of liquidity and testing method during inauspicious circumstances. In the constructive part of the master’s work, there are presented improving possibilities of estimation and control of liquidity risks of AB “Šiaulių bankas”. There was suggested the practicing of the liquidity risk control model, estimation of particular currency liquidity positions (gaps) using liquidity value method (VAR) and practicing variation / co-variation method; the supplement of new participants of the system of liquidity indices.
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