The development of methods of analysis and forecasting of the liquidity of commercial banks in Uzbekistan

The article presents the methodological and methodical bases of research analysis and forecasting of liquidity of commercial banks. Particular attention is paid to the likelihood of an event that is that a commercial bank for a certain period of time will function taking into account the liquidity impact of random factors, ie, properly and in a timely manner to carry out all its functions. It is being developed and research analysis and forecasting of liquidity of commercial banks, using methods and techniques of probability theory, mathematical statistics and econometric modeling. By constructing multiple regression equations it is possible to predict the bank's liquidity. A comparison of forecasting liquidity related categories of banks. It offers a systematic approach to assessing the statistical significance of the parameters of multiple regression equation and the entire model as a whole. The model of multiple regression to assess and predict the liquidity level of competitive potential of the bank. Here, the control system through the analysis and synthesis of information support of the object decides the bank's liquidity in the near future, a control system is involved in the implementation of decisions taken by the managed system. By simulating the parameters of multiple regression equations it is possible to monitor and forecast liquidity of commercial banks in the near future. According to a study prepared by the relevant forward-looking recommendations and proposals for decision-makers.