BANKLARDA RISKLARNI BOSHQARISH, DAROMAD VA NATIJADORLIKNI OSHIRISH
DOI:
https://doi.org/10.5281/zenodo.22760443Abstract
Tijorat banklarida risklarni boshqarish tizimining daromadlilik va umumiy natijadorlikka ta’siri tahlil
qilinadi. Amaliyotda risk-menejment ko‘pincha nazorat va yo‘qotishlarni cheklash funksiyasi sifatida qaralishi sababli uning
qiymat yaratish salohiyatidan yanada samarali foydalanish imkoniyatlari mavjud. Tadqiqotning maqsadi integratsiyalashgan,
riskka asoslangan boshqaruv tizimini takomillashtirish orqali bank daromadliligi, kapital samaradorligi va moliyaviy
barqarorligini oshirish imkoniyatlarini aniqlashdan iborat. Tadqiqotda ilmiy adabiyotlarni tahlil qilish, qiyosiy va tizimli tahlil,
induksiya va deduksiya hamda xalqaro tajribani o‘rganish metodlari qo‘llanildi; tadqiqot nazariy-amaliy (analitik) xususiyatga
ega. Natijada risk va daromad o‘rtasidagi optimal muvozanat tamoyili, RAROC asosida qaror qabul qilishning afzalliklari,
ERM tizimining strategik roli hamda sun’iy intellektga asoslangan monitoring vositalarining amaliy imkoniyatlari asoslab
berildi. Tadqiqotning ilmiy ahamiyati risk-menejmentni strategik qiymat yaratish instrumenti sifatida talqin qilishda, amaliy
ahamiyati esa “Turonbank” ATB va O‘zbekiston tijorat banklari uchun ishlab chiqilgan aniq tavsiyalarda namoyon bo‘ladi.
Keywords
bank riski, risklarni boshqarish, kredit riski, operatsion risk, likvidlik riski, daromadlilik, RAROC, riskka asoslangan narxlash, ERM, risk appetite, kalit risk indikatorlari (KRI), stress-test, operatsion bardoshlilik, sun’iy intellektReferences
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