
 Start

7404
 Prefix

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
 Exact

[18]
 Suffix

.
The specified features of construction of a rating of liquidity of functioning of commercial banks allow to carry
out mathematical formalisation of its
indicators [910]. It is thus used three
groups of parameters.
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 Start

7575
 Prefix

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 [18].
The specified features of construction of a rating of liquidity of functioning of commercial banks allow to carry
out mathematical formalisation of its
indicators
 Exact

[910]
 Suffix

. 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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 Start

10925
 Prefix

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
 Exact

[11]
 Suffix

.
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 GaussMarkov 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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 Start

17187
 Prefix

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
 Exact

[12, 13]
 Suffix

.
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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