O‘ZBEKISTON BANKLARIDA YASHIL INVESTITSIYA LOYIHALARINI SUN’IY INTELLEKT ASOSIDA BAHOLASH VA PORTFEL KAPITALINI TAQSIMLASH METODOLOGIYASI
DOI:
https://doi.org/10.5281/zenodo.23467286Abstract
O‘zbekiston banklarida yashil investitsiya loyihalarini sun’iy intellekt asosida baholash va bank portfeli doirasida kapitalni taqsimlash metodologiyasi ishlab chiqilgan. Mazkur metodologiya ikki bosqichni birlashtiradi: birinchi bosqichda alohida loyihaning pul oqimlari, defolt ehtimoli, qurilishning kechikishi, budjetdan ortiq xarajatlar, valyuta hamda ekologik-ijtimoiy risklar prognoz qilinadi; ikkinchi bosqichda esa loyihaning bank kapitaliga, tarmoq va hududiy konsentratsiyaga, likvidlikka hamda riskka moslashtirilgan rentabellikka marjinal ta’siri baholanadi. 2021–2025-yillarda O‘zbekistonda asosiy kapitalga yo‘naltirilgan investitsiyalar hajmining 236,6 trln so‘mdan 591,1 trln so‘mgacha oshgani yashil va infratuzilmaviy loyihalarni standartlashtirilgan, shu bilan birga, risklarga sezgir yondashuv asosida saralash zaruratini kuchaytirgan. Tadqiqot doirasida sakkizta blokdan iborat ko‘p mezonli reyting, ma’lumotlar sifati indeksi, qarzga xizmat ko‘rsatish koeffitsiyenti, kutilayotgan yo‘qotishlar va riskka moslashtirilgan kapital rentabelligini birlashtiruvchi baholash tizimi taklif etilgan. Integral reytingning yuqori qiymati manfiy sof joriy qiymat, qarzga xizmat ko‘rsatish qoplamasining yetarli emasligi, kapital va konsentratsiya limitlarining buzilishi yoki qabul qilib bo‘lmaydigan ekologik-ijtimoiy risklarni kompensatsiya qila olmasligi asoslab berilgan. Sun’iy intellektning asosiy vazifasi yakuniy qarorni avtonom tarzda qabul qilish emas, balki bank investitsiya qo‘mitasi uchun tushuntiriladigan prognozlar, stressssenariylar va portfelni shakllantirishning maqbul variantlarini ishlab chiqishdan iborat.Keywords
yashil investitsiya, sun’iy intellekt, bank portfeli, loyiha moliyalashtirishi, DSCR, RAROC, ekologik va ijtimoiy risklar, kapitalni taqsimlashReferences
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