TIJORAT BANKLARIDA KREDIT RISKNI BOSHQARISHNING XORIJIY AMALIYOTI
DOI:
https://doi.org/10.5281/zenodo.20256465Keywords:
kredit riski, tijorat banklari, Basel III, credit scoring, risk monitoring, muammoli kreditlar, sun’iy intellekt, Big Data.Abstract
Mazkur maqolada tijorat banklarida kredit riskini boshqarishning xorijiy amaliyoti va uning zamonaviy
mexanizmlari o‘rganilgan. Tadqiqot davomida AQSH, Yevropa Ittifoqi davlatlari, Yaponiya va Janubiy Koreya bank
tizimlarida qo‘llanilayotgan kredit riskini boshqarish usullari tahlil qilindi. Kredit skoring tizimlari, Basel III standartlari,
sun’iy intellekt va Big Data asosidagi risk monitoring mexanizmlarining samaradorligi baholandi. Natijalar shuni ko‘rsatdiki,
raqamli risk boshqaruvi tizimlari kredit portfeli sifatini yaxshilash va muammoli kreditlar ulushini kamaytirishda muhim
ahamiyatga ega. Tadqiqot asosida O‘zbekiston tijorat banklarida kredit riskini boshqarish tizimini takomillashtirish bo‘yicha
amaliy tavsiyalar ishlab chiqildi
References
1. Basel Committee on Banking Supervision (2019). Guidelines on Credit Risk and Accounting for Expected Credit
Losses. Basel: Bank for International Settlements.
2. Bessis, J. (2015). Risk Management in Banking. 4th ed. Chichester: Wiley.
3. Crouhy, M., Galai, D. & Mark, R. (2014). The Essentials of Risk Management. 2nd ed. New York: McGraw-Hill
Education.
4. Duffie, D. & Singleton, K.J. (2012). Credit Risk: Pricing, Measurement, and Management. Princeton: Princeton
University Press.
5. Ghosh, A. (2012). Managing Risks in Commercial and Retail Banking. Singapore: Wiley Finance.
6. Greuning, H.V. & Bratanovic, S.B. (2020). Analyzing Banking Risk: A Framework for Assessing Corporate Governance
and Risk Management. 4th ed. Washington DC: World Bank Publications.
7. Hull, J.C. (2018). Risk Management and Financial Institutions. 5th ed. Hoboken: Wiley.
8. Jorion, P. (2011). Financial Risk Manager Handbook. 6th ed. Hoboken: Wiley Finance.
9. Koller, T., Goedhart, M. & Wessels, D. (2020). Valuation: Measuring and Managing the Value of Companies. 7th ed.
Hoboken: Wiley.
10. Mishkin, F.S. & Eakins, S.G. (2018). Financial Markets and Institutions. 9th ed. Harlow: Pearson Education.
11. Ong, M.K. (2007). The Basel Handbook: A Guide for Financial Practitioners. London: Risk Books.
12. Rose, P.S. & Hudgins, S.C. (2013). Bank Management and Financial Services. 9th ed. New York: McGraw-Hill
Education.
13. Saunders, A. & Allen, L. (2010). Credit Risk Management in and out of the Financial Crisis. 3rd ed. Hoboken: Wiley
Finance.
14. Sinkey, J.F. (2002). Commercial Bank Financial Management. 6th ed. New Jersey: Prentice Hall.
15. Smithson, C. (2015). Managing Financial Risk: A Guide to Derivative Products, Financial Engineering, and Value
Maximization. New York: McGraw-Hill.
16. Stulz, R.M. (2003). Risk Management and Derivatives. Mason: Thomson South-Western.
17. Treacy, W.F. & Carey, M. (2000). ‘Credit Risk Rating Systems at Large US Banks’, Journal of Banking and Finance,
24(1–2), pp. 167–201.
18. World Bank (2021). Global Financial Development Report 2021: Financial Risk and Stability. Washington DC: World
Bank Publications.
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2026 GREEN ECONOMY AND DEVELOPMENT
This work is licensed under a Creative Commons Attribution 4.0 International License.