IQTISODIYOTNI RAQAMLASHTIRISH SHAROITIDA MUAMMOLI KREDITLARNI QISQARTIRISH YO‘LLARI
DOI:
https://doi.org/10.5281/zenodo.22918781Abstract
Iqtisodiyotni raqamlashtirish sharoitida tijorat banklarida muammoli kreditlarni (NPL) qisqartirishning nazariy va amaliy jihatlari tadqiq etilgan. Tadqiqot davomida muammoli kreditlarning iqtisodiy mohiyati, ularning bank tizimi barqarorligiga ta’siri hamda raqamli texnologiyalarning kredit risklarini boshqarishdagi o‘rni tahlil qilingan. O‘zbekiston bank tizimining 2020–2025-yillardagi statistik ma’lumotlari asosida muammoli kreditlar dinamikasi baholanib, ularning raqamlashtirish ko‘rsatkichlari bilan o‘zaro bog‘liqligi aniqlangan. Panel ma’lumotlari regressiya modeli yordamida sun’iy intellektga asoslangan kredit skoringi tizimlari, katta ma’lumotlar (Big Data) texnologiyalari, ochiq bank tizimi (Open Banking) va raqamli monitoring vositalarining muammoli kreditlar darajasiga ta’siri ekonometrik jihatdan baholangan. Tadqiqot natijalari raqamlashtirish vositalaridan foydalanish muammoli kreditlar darajasini sezilarli darajada kamaytirishga xizmat qilishini ko‘rsatgan. Xususan, sun’iy intellektga asoslangan kredit skoringi tizimlari muammoli kreditlarni qisqartirishda yuqori samaradorlikka ega ekanligi aniqlangan. Xorijiy tajriba tahlili asosida O‘zbekiston bank tizimida kredit risklarini boshqarish mexanizmlarini takomillashtirish va muammoli kreditlarni qisqartirishga qaratilgan amaliy tavsiyalar ishlab chiqilgan. Tadqiqot natijalari banklarda risklarni boshqarish samaradorligini oshirish, kredit portfeli sifatini yaxshilash hamda moliyaviy barqarorlikni mustahkamlashga xizmat qiladi.Keywords
muammoli kreditlar, NPL, raqamlashtirish, sun’iy intellekt, kredit skoringi, bank riski, moliyaviy texnologiyalar, Open Banking, Big Data, O‘zbekiston bank tizimi.References
1. Abroud A., Choong Y. V., Muthaiyah S., Fie D. Y. G. E-service and adoption of internet banking in the context of open banking: Evidence from Malaysia // International Journal of Bank Marketing. – 2022. – Vol. 40, No. 4. – P. 782–806. – DOI: https://doi.org/10.1108/IJBM-09-2021-0404 .
2. Altman E. I., Iwanicz-Drozdowska M., Laitinen E. K., Suvas A. A race for long horizon bankruptcy prediction // Applied Economics. – 2022. – Vol. 52, No. 39. – P. 4276–4297. – DOI: https://doi. org/10.1080/00036846.2020.1730762 .
3. Asian Development Bank. Financial Sector Development in Asia: Leveraging Digital Technologies. – Manila: ADB Publications, 2022. – URL: https://www.adb.org .
4. Berg T., Burg V., Gombović A., Puri M. On the rise of fintechs: Credit scoring using digital footprints // The Review of Financial Studies. – 2020. – Vol. 33, No. 7. – P. 2845–2897. – DOI: https://doi.org/10.1093/rfs/ hhz099 .
5. Borio C., Lowe P. Asset prices, financial and monetary stability: Exploring the nexus // BIS Working Papers. – Basel: Bank for International Settlements, 2019. – No. 114. – URL: https://www.bis.org .
6. Buchak G., Matvos G., Piskorski T., Seru A. Fintech, regulatory arbitrage, and the rise of shadow banks // Journal of Financial Economics. – 2021. – Vol. 130, No. 3. – P. 453–483. – DOI: https://doi.org/10.1016/j. jfineco.2018.03.011 .
7. European Banking Authority. Risk Assessment of the European Banking System. – Paris: European Banking Authority, 2022. – URL: https://www.eba.europa.eu .
8. European Central Bank. Digital finance in the euro area: Implications for financial stability // ECB Occasional Paper Series. – Frankfurt am Main: European Central Bank, 2023. – No. 312. – URL: https://www.ecb. europa.eu .
9. Global Finance. World’s Best Digital Banks 2023 // Global Finance Magazine. – 2023. – URL: https://www. gfmag.com .
10. Guo Y., Liang C. Blockchain application and outlook in the banking industry // Financial Innovation. – 2020. – Vol. 2, No. 1. – P. 1–12. – DOI: https://doi.org/10.1186/s40854-016-0034-9 .
11. Hasanov F., Huseynov F. Bank credits and non-oil economic growth: Evidence from Azerbaijan // International Review of Economics & Finance. – 2022. – Vol. 27. – P. 597–610. – DOI: https://doi. org/10.1016/j.iref.2013.02.005 .
12. International Finance Corporation. Digital Credit in Emerging Markets // IFC Thought Leadership. – Washington, D.C.: World Bank Group, 2023. – URL: https://www.ifc.org .
13. International Monetary Fund. Financial Soundness Indicators: Compilation Guide (2023 Update). – Washington, D.C.: IMF Publications, 2023. – DOI: https://doi.org/10.5089/9781484376911.069 .
14. International Monetary Fund. Financial Soundness Indicators Database [Elektron resurs]. – Washington, D.C.: IMF Data, 2024. – URL: https://data.imf.org/?sk=51B096FA-2CD2-40C2-8D09- 0699CC1764DA .
15. Lipton A., Shrier D., Pentland A. Digital banking manifesto: The end of banks? // MIT Connection Science & Engineering Working Paper. – Cambridge: Massachusetts Institute of Technology, 2021. – URL: https:// www.mit.edu .
16. Marjanovic D., Miroslav K. Open banking and non-performing loan reduction: Evidence from South- Eastern Europe // Journal of Banking Regulation. – 2023. – Vol. 24, No. 3. – P. 312–328. – DOI: https://doi. org/10.1057/s41261-022-00195-w .
17. McKinsey & Company. Global Banking Annual Review 2023: The Great Banking Transition. – New York: McKinsey & Company, 2023. – URL: https://www.mckinsey.com .
18. Mirziyoyev F. A., Karimov U. M., Xasanov D. R. O‘zbekistonda bank faoliyatini raqamlashtirish va kredit riski: zamonaviy tendensiyalar // O‘zbekiston iqtisodiy sharhi. – 2023. – 3-jild, 2-son. – B. 45–67.
19. O‘zbekiston Respublikasi Markaziy banki. Bank tizimining barqarorligi to‘g‘risida hisobot: 2023-yil. – Toshkent: O‘zbekiston Respublikasi Markaziy banki nashriyoti, 2024. – URL: https://www.cbu.uz .
20. O‘zbekiston Respublikasi Markaziy banki. Statistik byulleten: Bank tizimi ko‘rsatkichlari, 2019–2024-yillar [Elektron resurs]. – Toshkent: O‘zbekiston Respublikasi Markaziy banki, 2024. – URL: https://www.cbu.uz/ statistics .
21. Provenzano D., Arnone M., Salleo C. Big data and credit scoring: How machine learning improves bank loan default prediction // Journal of Financial Stability. – 2023. – Vol. 64. – P. 101–122. – DOI: https://doi. org/10.1016/j.jfs.2022.101097 .
22. Reinhart C. M., Rogoff K. S. This Time Is Different: Eight Centuries of Financial Folly. – 2nd ed. – Princeton: Princeton University Press, 2019.
23. Tursunov B. A., Kenjaboyev R. I. O‘zbekiston tijorat banklarida kredit riskini boshqarishning zamonaviy usullari // Iqtisodiyot va innovatsion texnologiyalar. – 2022. – 4-son. – B. 112–128. – DOI: https://doi. org/10.55439/EIT/vol2022_iss4 .
24. World Bank Group. Global Financial Development Database 2023 [Elektron resurs]. – Washington, D.C.: World Bank, 2023. – URL: https://www.worldbank.org/en/publication/gfdr .
25. World Bank Group. Financial Sector Assessment Program: Uzbekistan Banking Sector Review // World Bank Technical Papers. – Washington, D.C.: World Bank, 2023. – URL: https://www.worldbank.org .
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2026 GREEN ECONOMY AND DEVELOPMENT
This work is licensed under a Creative Commons Attribution 4.0 International License.
