
 Start

7405
 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.
 (check this in PDF content)

 Start

7576
 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
 (check this in PDF content)

 Start

10926
 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.
 (check this in PDF content)

 Start

17188
 Prefix

functioning
Rating place123456
Bank No Bank No 3Bank No 6Bank No 1Bank No 4Bank No 5Bank No 2
Probability
ω(а ≤ P ≤ ∞)0,99990,98780,91130,67020,58990,3464
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.
 (check this in PDF content)