# The 4 reference contexts in paper Altinbek Abdullaev Ya., Алтинбек Абдуллаев Янгибаевич (2015) “РАЗРАБОТКА МЕТОДИКИ ПОСТРОЕНИЯ РЕЙТИНГА ЛИКВИДНОСТИ ФУНКЦИОНИРОВАНИЯ КОММЕРЧЕСКИХ БАНКОВ УЗБЕКИСТАНА // WORKING OUT OF A METHODS OF CONSTRUCTION OF A RATING OF LIQUIDITY OF FUNCTIONING OF COMMERCIAL BANKS OF UZBEKISTAN” / spz:neicon:statecon:y:2015:i:5:p:83-86

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Therefore in the given work liquidity of commercial bank is defined by probability of event which consists that commercial bank during a certain interval of time will be liquid to function taking into account influence of random factors, i.e. regularly and in due time to carry out all functions
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. The specified features of construction of a rating of liquidity of functioning of commercial banks allow to carry out mathematical formalisation of its indicators [9-10]. It is thus used three groups of parameters.
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of event which consists that commercial bank during a certain interval of time will be liquid to function taking into account influence of random factors, i.e. regularly and in due time to carry out all functions [1-8]. The specified features of construction of a rating of liquidity of functioning of commercial banks allow to carry out mathematical formalisation of its indicators
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. It is thus used three groups of parameters. Symbols of these parameters the following. Indexes: i – number of month of the accounting period; p – number of month of the lookahead period; Exogenous parameters: Pi – value of rating sizes; a1 and a1 – value of factors in the equation for approximation of size P; n – quantity of values of size of rating ti – Time moments, corresponding values
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With the help of a method of the least squares it is possible to solve a problem of carrying out of the best straight line through set of points (P1, t1), (P2, t2), ..., (Pn, tn). If selective distribution is normal the estimation of a method of the least squares coincides with an estimation of a method of the maximum credibility
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. Really for sample (P1, t1), (P2, t2), ..., (Pn, tn)Pi has normal distribution with a population mean: HP = a1 + a2t (1) and dispersion Др. Theorem of Gauss-Markov says, that the estimation of a method of the least squares has the minimum dispersion in a class of all linear not displaced estimations of parameters a1 and a2.
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HP Ф θ ∞− =  Статистика и математические методы в экономике ries out execution of decisions accepted by operated system. By imitation of the equations (1), there is a possibility of the control and the forecast of liquidity of bank in the near future
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. In the given work the technique of forecasting of a financial condition of commercial bank according to which liquidity of commercial bank is defined by probability of the event, consisting is proved what to be during a certain interval of time in the near future will be liquid to function taking into account influence of casual parameters.
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