Thus one consequence of the crisis was that financial and credit institutions have been forced to finance their current exposure to portfolio for much longer periods than they anticipated in the event of extraordinary circumstances of aggravation of liquidity. Under these conditions, essentially increased as credit and market risks, which significantly increased volatility and liquidity crisis deepened. However, despite this situation, most banks did relevant conclusions and implemented internal procedures to assess problems. They continued to assess the higher tranches of bonds secured debt is almost at par, without taking into account the obvious deterioration of the profitability of the underlying assets and lower market liquidity, and focusing on the external ratings of rating agencies. Services Treasury most banks were unprepared to manage risk, which was due to incomplete access to information flows in terms of all kinds of business and lack of understanding of the changing nature of liquidity risk in emergency situations. It should also be noted that in times of crisis in 2007-2008 has not met the use of traditional risk management tools, such as: indicators of value-at-risk (VaR) and stress testing.