TIJORAT BANKLARI LIKVIDLILIGINI MAKROPRUDENSIAL TARTIBGA SOLISH
DOI:
https://doi.org/10.5281/zenodo.22659727Abstract
Tadqiqotda tijorat banklari likvidliligini makroprudensial tartibga solishning nazariy asoslari,
xalqaro tajribasi hamda O‘zbekiston Respublikasi bank tizimidagi zamonaviy holati tahlil qilingan. 2020–2025-yillarda
O‘zbekiston bank tizimida yuz bergan tarkibiy o‘zgarishlar, Bazel III standartlarining bosqichma-bosqich joriy etilishi,
Markaziy bankning uch qatlamli tartibga solish yondashuvi, shuningdek, LCR, NSFR va CAR ko‘rsatkichlari dinamikasi
ekonometrik usullar asosida o‘rganilgan. 828 ta kuzatuvga asoslangan regressiya tahlili va GARCH(1,1) modeli
yordamida LCR koeffitsientiga ta’sir etuvchi omillar aniqlanib, Markaziy bankning asosiy stavkasi, tizimdagi likvidlilik
ortiqligi, kreditlar o‘sishi va D-SIB maqomi omillarining statistik jihatdan sezilarli ta’siri baholangan. Shuningdek,
stress-test natijalari, raqamli to‘lov tizimlarining kunlik likvidlilikka ta’siri hamda O‘zbekiston va G7 mamlakatlari bank
tizimlarining qiyosiy tahlili keltirilgan. Tadqiqot natijalari asosida Bazel III standartlarining II va III ustunlarini to‘liq joriy
etish, riskka asoslangan nazorat (RAS) metodologiyasini kengaytirish hamda iqlim risklarini bank nazorati tizimiga
integratsiya qilish bo‘yicha ilmiy-amaliy takliflar ishlab chiqilgan.
Keywords
tijorat banklari, likvidlilikni tartibga solish, Bazel III, LCR, NSFR, HQLA, D-SIB, tarkibiy likvidlilik ortiqligi, makroprudensial nazorat, stress-test, GARCH modeli, kunlik likvidlilik, dedollarlashtirish, Markaziy bank.References
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