TIJORAT BANKLARI LIKVIDLILIGINI OPTIMALLASHTIRISH YO‘LLARI (AGROBANK ATB MISOLIDA)
DOI:
https://doi.org/10.5281/zenodo.21636866Keywords:
likvidlik disbalansi, tijorat banklari, “Agrobank” ATB, VAR modeli, impuls-javob tahlili, stresstest, depozitlar, kapitallashuv, resurs bazasi, pul oqimlari, korrelyatsion tahlil, likvidlik riski.Abstract
Ushbu maqolada “Agrobank” ATB filiallari misolida likvidlik disbalansini baholash hamda uni
kamaytirishning ekonometrik yondashuvlari tadqiq etilgan. Tadqiqotda depozitlar hajmi, kapitallashuv darajasi
va resurs bazasi o‘rtasidagi o‘zaro bog‘liqlik VAR (Vector Autoregression) modeli yordamida tahlil qilingan.
Shuningdek, impuls-javob tahlili orqali depozitlar va kapital hajmidagi o‘zgarishlarning likvidlik holatiga ta’siri
baholangan. Filiallararo pul oqimlarini muvofiqlashtirish samaradorligi korrelyatsion tahlil asosida o‘rganilgan,
stress-test ssenariylari yordamida esa turli iqtisodiy sharoitlarda bank tizimining barqarorligi aniqlangan.
Tadqiqot natijalari likvidlik risklarini samarali boshqarish hamda filiallararo resurslar taqsimotini optimallashtirish
bo‘yicha amaliy tavsiyalar ishlab chiqish imkonini beradi
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