BANKLARARO LIKVIDLILIKNI BOSHQARISHDA SUN’IY INTELLEKT VA BIG DATA TEXNOLOGIYALARINI QO‘LLASH ISTIQBOLLARI
DOI:
https://doi.org/10.5281/zenodo.20719437Keywords:
bank tizimi, raqamlashtirish, banklararo likvidlilik, Big Data, sun’iy intellekt, mashinali o‘rganish, Random Forest, neyron tarmoqlar, LCR, NSFR, stress-testlash.Abstract
Tizimli raqamlashtirish va moliyaviy texnologiyalar (FinTech) transformatsiyasi sharoitida
tijorat banklari likvidliligini ta’minlash mexanizmlari tubdan o‘zgarmoqda. Banklararo likvidlilik bozori (Interbank
Market) barqarorligini ta’minlashda sun’iy intellekt (AI) va katta ma’lumotlar (Big Data) texnologiyalarini
qo‘llashning nazariy-uslubiy hamda empirik asoslari tahlil qilingan. An’anaviy chiziqli va retrospektiv tahlil
modellarining cheklovlari aniqlanib, likvidlilik oqimlarini prognozlashda mashinali o‘rganish (Machine Learning)
algoritmlarining afzalliklari ekonometrik modellar asosida asoslab berilgan. Tadqiqot natijalariga tayangan holda
banklararo pul bozorida likvidlilik risklarini optimallashtirishga qaratilgan mualliflik tavsiyalari ishlab chiqilgan.
References
1. Diamond, D. W., & Dybvig, P. H. (1983). Bank Runs, Deposit Insurance, and Liquidity. Journal of
Political Economy, 91(3), 401–419.
2. Allen, F., & Carletti, E. (2021). Financial Systemic Risk in the Era of Digitalization. Review of Financial
Studies, 34(11), 5120–5158.
3. Saunders, A., & Allen, L. (2010). Credit Risk Measurement In and Out of the Financial Crisis: New
Approaches to Value at Risk and Other Paradigms. John Wiley & Sons.
4. Lopez, J., Corelli, A., & Martinez, R. (2023). Machine Learning Applications in Interbank Liquidity Risk
Management. Journal of Banking & Finance, 148, 106720.
5. O‘zbekiston Respublikasi Markaziy banki. (2026). Bank tizimining moliyaviy barqarorligi sharhi.
Toshkent.
6. O‘zbekiston Respublikasi Prezidentining 2020-yil 12-maydagi PF–5992-sonli “2020–2025-yillarga
mo‘ljallangan O‘zbekiston Respublikasining bank tizimini isloh qilish strategiyasi to‘g‘risida”gi Farmoni: https://
lex.uz/docs/-4811025
7. Basel Committee on Banking Supervision. (2013). Liquidity Coverage Ratio and Liquidity Risk
Monitoring Tools. Basel.
8. Saunders, A., & Cornett, M. M. (2018). Financial Institutions Management: A Modern Perspective.
McGraw-Hill Education.
9. Manyika, J., et al. (2011). Big Data: The Next Frontier for Innovation, Competition, and Productivity.
McKinsey Global Institute.
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.