KICHIK BIZNESNI KREDITLASHDA KREDIT RISKLARINI BAHOLASH VA BOSHQARISH AMALIYOTINI TAKOMILLASHTIRISH
Abstract
Maqolada kichik biznes kredit portfelida riskni baholash va boshqarishning uzviy tizimi taklif etiladi. Bazel qo‘mitasining 2025-yilgi tamoyillari asosida kredit qarori, monitoring, mustaqil nazorat va model validatsiyasi tahlil qilinadi. PD, LGD va EAD orqali kutilayotgan yo‘qotishning shartli hisobi beriladi. Erta ogohlantirish indikatorlari, vaqt bo‘yicha validatsiya hamda riskka mos choralar matritsasi ishlab chiqiladi. Hisoblar haqiqiy bank portfeli natijasi emas; model kalibrlanishi uchun qarzdor darajasidagi ma’lumot zarur.Keywords
kredit riski, PD, LGD, EAD, kutilayotgan yo‘qotish, validatsiya, erta ogohlantirish, stress-test.References
[1] Stiglitz J. E., Weiss A. Credit Rationing in Markets with Imperfect Information. American Economic
Review, 1981, 71(3), 393-410. https://www.econ.puc-rio.br/mgarcia/Macro%20II%20-%20Mestrado/
StiglitzWeiss1981.pdf
[2] Basel Committee on Banking Supervision. Principles for the Management of Credit Risk. 30 April 2025.
https://www.bis.org/publications/202504-guidelines-principles-management-credit-risk (murojaat: 02.10.2026).
[3] IFRS Foundation. IFRIC Update September 2022: IFRS 9 expected credit loss measurement
requirements. https://www.ifrs.org/news-and-events/updates/ifric/2022/ifric-update-september-2022/
(murojaat: 02.10.2026).
[4] Basel Committee on Banking Supervision. Core Principles for Effective Banking Supervision, Principle
15. 2024. https://www.bis.org/committees/bcbs/basel-framework/standard/bcp?allChapters=true (murojaat:
02.10.2026).
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