KREDIT RISKLARINI BAHOLASH VA MONITORING QILISH USULLARI
DOI:
https://doi.org/10.5281/zenodo.22815193Abstract
Tijorat banklarida kredit risklarini baholash va monitoring qilishning zamonaviy usullari hamda ularning banklarning moliyaviy barqarorligini ta’minlashdagi ahamiyati tadqiq etilgan. Tadqiqotda kredit riskining mohiyati, uning yuzaga kelish omillari hamda kredit ajratishdan oldingi va kredit ajratilgandan keyingi baholash jarayonlari yoritilgan. Xususan, qarz oluvchilarning kreditga layoqatliligini baholash, moliyaviy koeffitsiyentlar tahlili, ballik baholash tizimi, kredit reytingi, garov ta’minoti, defolt ehtimoli (PD), defolt holatidagi zarar darajasi (LGD) va defolt vaqtidagi kredit majburiyati (EAD) kabi ko‘rsatkichlarning kredit riskini aniqlashdagi o‘rni tahlil qilingan. Shuningdek, kredit riskini monitoring qilishda muammoli kreditlar ulushi, to‘lovlarning kechikishi, qarzdorlik yukining o‘zgarishi, garov qiymati, kredit portfeli konsentratsiyasi va defolt ehtimoli kabi indikatorlardan foydalanish masalalari ko‘rib chiqilganKeywords
kredit riski, kredit riskini baholash, kredit monitoringi, kredit portfeli, kreditga layoqatlilik, defolt ehtimoli, PD, LGD, EAD, kutilayotgan kredit zarari, stress-test, erta ogohlantirish tizimi, muammoli kreditlar, kredit portfeli konsentratsiyasi, tijorat banklariReferences
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