BANK DAROMADLARI BARQARORLIGINING KAPITALLASHUV DARAJASIGA TA’SIRINI BAHOLASH
DOI:
https://doi.org/10.5281/zenodo.22234708Abstract
Maqolada tijorat banklari daromadlari barqarorligining ularning kapitallashuv darajasiga ta’siri
O‘zbekiston bank sektori misolida empirik baholangan. Tadqiqot 2020–2024-yillar uchun bank aktivlarining
90 foizdan ortig‘ini qamrab oluvchi 20 ta tijorat bankining yillik moliyaviy ko‘rsatkichlaridan shakllantirilgan
balanslashgan panel ma’lumotlar bazasiga (100 ta bank-yil kuzatuvi) asoslanadi. Daromad barqarorligi
aktivlar rentabelligining uch yillik siljuvchi standart chetlanishi asosida hisoblangan indeks orqali o‘lchangan.
Regression tahlil natijalari daromad barqarorligining kapitallashuv darajasiga ta’siri bir ma’noli emasligini
ko‘rsatdi: barqarorlik kapital yetarliligi koeffitsientining darajasini emas, balki uning shakllanish manbalari
tarkibini belgilaydi. Daromadlari barqaror banklarda kapital o‘sishining ichki (foyda hisobidan) manbalari ulushi
sezilarli darajada yuqori bo‘lib, tashqi kapital inyeksiyalariga bog‘liqlik pastdir. Shu bilan birga, barqarorlikning
o‘zi yetarli emas: past, ammo barqaror daromadga ega banklar guruhida ichki kapitallashuv sur’ati sektor
o‘rtachasidan past bo‘lib qolmoqda.
Keywords
bank kapitali, kapitallashuv darajasi, daromad barqarorligi, foyda volatilligi, ichki kapitallashuv, aktivlar rentabelligi, kapital yetarliligi, panel regressiya, moliyaviy barqarorlikReferences
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