Statistical Analysis of Liquidity in the Bank

Student: Demyanenko Elena

Educational Programme: Economics and Statistics (Bachelor)

Year of Graduation: 2018

This work is an analysis of the liquidity adequacy of Russian banks. The cluster analysis and time series analysis is carried out. The purpose of this study is to form a model of the Bank's liquidity using the aggregate indicator of liquidity adequacy for different types of banks. Tasks: 1. To confirm the theoretical relationships between external and internal factors influencing the level of liquidity of the Bank for the formation of clusters 2. Using statistical analysis to identify the econometric characteristics of the time series of the aggregate liquidity index 3. Based on cluster analysis and time series analysis, we propose a model suitable for predicting the values of typical representatives of clusters

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