BANKLARNING MOLIYAVIY BARQARORLIGINI XALQARO USULLAR VA MEZONLAR ASOSIDA BAHOLASHNI TAKOMILLASHTIRISH
DOI:
https://doi.org/10.5281/zenodo.20735231Ключевые слова:
moliyaviy barqarorlik, Bazel III, kredit riski, sintetik koeffitsiyent, reyting agentliklari, likvidlilik riski, LCR, NSFR, GAP-tahlil, stress-test, CIR, CAMELS PT, erta ogohlantirish, prognostik baholash.Аннотация
Mazkur maqolada banklarning moliyaviy barqarorligini xalqaro usullar va mezonlar — Bazel
III, CAMELS va stress-test asosida baholashni takomillashtirishga oid besh yo‘nalishdagi ilmiy yangiliklar
asoslanadi: kredit riskini CAMELS (60%) va xalqaro reyting agentliklari (40%) sintetik koeffitsiyenti asosida
baholash hamda mahalliy kontragentlar uchun TIER1 ning 25% limiti; likvidlilik riskini uchta himoya chizig‘i,
LCR, NSFR va GAP-tahlil orqali boshqarish hamda avtomatik erta ogohlantirish mexanizmi; sakkiz ssenariyli
majburiy stress-test tizimi; operatsion samaradorlik uchun CIR ning yuqori chegarasini 50% darajasida belgilash;
shuningdek, an’anaviy CAMELS tizimini prognostik (+P) va texnologik (+T) bloklar bilan boyitgan “CAMELS PT”
modeli. Takliflar O‘zbekistonning uchta tijorat banki — Asia Alliance Bank, Aloqabank va Mikrokreditbankning
2020–2025-yillardagi ma’lumotlari asosida empirik jihatdan asoslanib, AT “Aloqabank” misolida aprobatsiyadan
o‘tkazilgan.
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