O‘ZBEKISTON TIJORAT BANKLARINING MOLIYAVIY BARQARORLIGINI ERTA OGOHLANTIRISH INDIKATORLARI ASOSIDA BAHOLASH VA STRESS-TESTLASH
DOI:
https://doi.org/10.5281/zenodo.22868549Abstract
O‘zbekiston tijorat banklari moliyaviy barqarorligidagi zaiflashuvni prudensial normativlar buzilishidan oldin aniqlashga mo‘ljallangan erta ogohlantirish tizimi taklif etiladi. Bashoratlash namunasi 13 ta bankning 2021-2025-yillardagi 52 ta t→t+1 bank-yil kuzatuvidan shakllantirildi. Indikatorlarning chegaraviy qiymatlari shovqin- signal nisbati (NSR) asosida tanlandi; hodisa ta’rifida qatnashgan rentabellik va kapital ko‘rsatkichlari aylanma tahlilni cheklash maqsadida signal to‘plamidan chiqarildi. Eng past NSR xarajat-daromad nisbatida (0,14), sezuvchanlik va precision o‘rtasidagi eng maqbul muvozanat esa 3-bosqich kreditlar ulushida (NSR = 0,37) kuzatildi. To‘rt va undan ortiq signalga asoslangan qoida 80 foiz precision va 50 foiz sezuvchanlikni ta’minladi. To‘liq ma’lumotlar mavjud bo‘lgan sakkizta bank bo‘yicha og‘ir stress ssenariysida beshta bankning integral barqarorlik indeksi konservativ 0,35 chegaradan past bo‘ldi. Olingan natijalar tijorat banklarining moliyaviy barqarorligini erta baholash va stress sharoitlarida ehtimoliy risklarni aniqlashda amaliy ahamiyat kasb etadi.Keywords
erta ogohlantirish tizimi, shovqin-signal nisbati, sezuvchanlik, precision, stress-test, xavf zonasi, 3-bosqich kreditlar, bank barqarorligi.References
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