MDH MAMLAKATLARIDA KREDIT PORTFELI RISKINI BOSHQARISH AMALIYOTI TAHLILI
Аннотация
Ushbu ilmiy maqolada Mustaqil Davlatlar Hamdo‘stligi (MDH) mamlakatlarida kredit portfeli
riskini boshqarish amaliyotining keng qamrovli qiyosiy tahlili keltirilgan. Tadqiqotda Qozog‘iston, O‘zbekiston,
Qirg‘iziston, Tojikiston, Ozarbayjon, Armaniston, Rossiya va Belarus bank tizimlarining institutsional
xususiyatlari, regulyativ ramkalari va kredit riskini boshqarish mexanizmlari atroflicha o‘rganilgan. Maqolada
MDH mintaqasiga xos bo‘lgan o‘ziga xos riskli omillar — dollarizatsiya (FX-induced credit risk), tovar narxlari
volatilligi (neft, gaz, metallar), davlat banklari yuqori ulushi, “evergreening” amaliyoti, bog‘langan kreditlash
(connected lending), kredit konsentratsiyasi va soya iqtisodiyoti ta’siri batafsil tahlil qilingan. Tadqiqot
natijalariga ko‘ra, Qozog‘iston Milliy Banki (NBK) va Moliya bozorini tartibga solish va rivojlantirish agentligi
(ARDF) tomonidan amalga oshirilgan Asset Quality Review (AQR) hamda Muammoli Kreditlar Fondi (Problem
Loan Fund) faoliyati mintaqaviy darajada eng samarali institutsional yechimlardan biri sifatida tan olingan.
O‘zbekistonda IFRS 9 standartining joriy etilishi va bank tizimining chuqur transformatsiyasi, Rossiya va
Belarusda esa tashqi cheklovlar va geosiyosiy omillar ostida regulyativ yumshatuv (regulatory forbearance)
tufayli to‘liq aks ettirilmagan risklarning to‘planishi tahlil qilingan. Maqolada 2014–2015-yillardagi neft inqirozi va
devalvatsiya hamda 2022-yildagi geosiyosiy o‘zgarishlarning MDH bank tizimiga ta’siri ko‘rib chiqilgan
Ключевые слова
MDH bank tizimi, kredit portfeli riski, dollarizatsiya, FX-induced credit risk, NPL, AQR (Asset Quality Review), Problem Loan Fund, IFRS 9, NBK, ARDF, CBU, connected lending, evergreening, NPL securitization, tovar siklini boshqarish, tashqi cheklovlar va geosiyosiy omillarБиблиографические ссылки
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