SUN‘IY INTELLEKT ASOSIDA TIJORAT BANKLARIDA KREDIT RISKLARINI BAHOLASH VA PROGNOZLASH MEXANIZMLARINI JORIY QILISH
DOI:
https://doi.org/10.5281/zenodo.22956048Abstract
Maqolada tijorat banklarida kredit riskini baholash va prognozlashda sun’iy intellekt va mashinaviy o‘qitish modellarini qo‘llashning ilmiy-uslubiy asoslari hamda ularning O‘zbekiston bank tizimidagi o‘ziga xos jihatlari tadqiq etilgan. 2023–2025-yillarda kredit portfeli va muammoli kreditlar dinamikasi, portfelning qarz oluvchilar segmentlari bo‘yicha tarkibi hamda Markaziy bank tadqiqotida aniqlangan to‘lovni kechiktirishning xulq-atvor omillari tahlil qilingan. Muammoli kreditlar o‘sishining kredit portfeli o‘sishiga nisbatan elastikligi hisoblanib, kredit ekspansiyasi davrida riskning kechikib namoyon bo‘lishi asoslangan. Kredit riskini baholash modellarini qarz oluvchi segmenti (korporativ, chakana, mikroqarz) va kreditning hayotiy sikli bosqichi (ariza, xizmat ko‘rsatish, undirish) kesimida tabaqalashtirishga asoslangan matritsa yondashuvi taklif etilgan. Demografik belgilardan foydalanishdagi diskriminatsiya xavfi va model natijalarini prudensial talablar bilan muvofiqlashtirish masalalari muhokama qilingan.Keywords
sun’iy intellekt, kredit riski, defolt ehtimoli, ariza skoringi, xulq-atvor skoringi, undirish skoringi, muammoli kreditlar, NPL elastikligi, mikroqarzlar, model riski.References
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