TIJORAT BANKLARI LIKVIDLIGI VA MOLIYAVIY BARQARORLIGINI STATISTIK BAHOLASH HAMDA EKONOMETRIK MODELLASHTIRISH JARAYONINI TAKOMILLASHTIRISH
DOI:
https://doi.org/10.5281/zenodo.23362161Abstract
Tijorat banklari likvidligi va moliyaviy barqarorligi o‘rtasidagi o‘zaro bog‘liqlik statistik va ekonometrik yondashuvlar asosida tadqiq etiladi. Likvidlikni baholashda Basel III standartlari doirasidagi likvidlikni qoplash koeffitsiyenti (Liquidity Coverage Ratio – LCR), sof barqaror moliyalashtirish koeffitsiyenti (Net Stable Funding Ratio – NSFR), yuqori sifatli likvid aktivlarning jami aktivlardagi ulushi (HQLA/aktivlar), tezkor likvidlik koeffitsiyenti hamda kapital yetarliligi ko‘rsatkichlaridan foydalaniladi. O‘zbekiston Respublikasi Markaziy bankining 2025–2026-yillarga oid rasmiy statistik ma’lumotlari asosida bank tizimidagi likvidlik zaxiralarining dinamikasi tahlil qilinib, ularning kapital yetarliligi, aktivlar sifati va umumiy moliyaviy barqarorlik bilan o‘zaro bog‘liqligini baholash uchun panel ekonometrik model taklif etiladi. Tadqiqot doirasida bank tizimi darajasidagi real statistik kuzatuvlar asosida tavsifiy tahlil, o‘sish sur’atlarini hisoblash va koeffitsiyentlarni qiyosiy baholash usullari qo‘llaniladi. Sabab-oqibat bog‘liqligiga oid xulosalarni esa banklar kesimidagi panel ma’lumotlar bazasi asosida qo‘shimcha tekshirish zarurligi asoslanadi. Tahlil natijalari likvidlik zaxiralarining ortishi banklarning qisqa muddatli moliyaviy shoklarga chidamliligini mustahkamlashga xizmat qilishi, likvidlikning me’yordan ortiq darajada jamlanishi esa rentabellik va kreditlash imkoniyatlariga ta’sir ko‘rsatishi mumkinligini ko‘rsatadi. Shu asosda likvidlik va moliyaviy barqarorlikni baholashda chiziqli bo‘lmagan bog‘liqliklarni, banklarning individual xususiyatlarini hamda makroiqtisodiy omillarni hisobga oluvchi integratsiyalashgan statistik-ekonometrik yondashuv taklif etiladi.Keywords
bank likvidligi, moliyaviy barqarorlik, LCR, NSFR, HQLA, kapital yetarliligi, Basel III, panel ma’lumotlar, ekonometrik model, statistik baholash, stress-test, O‘zbekiston bank tizimiReferences
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