Use of expert estimations in the form of indistinct triangular number for forecasting the condition of liquidity of commercial bank

Abstract

Management of monetary streams in a commercial bank is carried out on conditions of uncertainty: the need of clients for the credit is unknown to a bank; actions of clients on purchase of deposits of bank are uncertain, on the preschedule termination of depositary contracts etc. Use by banks of traditional means of the technical analysis without taking into account uncertain factors will not allow a bank to construct the forecast of a condition of liquidity for the prevention of crises of liquidity. Use of expert estimations in the form of indistinct triangular number is represented by the best way of the account of the set of uncertain factors in the model of management of liquidity.