BANK KAPITALI YETARLILIGI VA RISKLARNI BOSHQARISH TIZIMINING SAMARADORLIGINI OSHIRISH MEXANIZMLARI
DOI:
https://doi.org/10.5281/zenodo.17744685Ключевые слова:
bank kapitali, kapital yetarliligi, Basel III, risklarni boshqarish, kredit riski, bozor riski, operatsion risk, kapitallashuv, bank barqarorligiАннотация
Maqolada bank kapitali yetarliligi va risklarni boshqarish tizimining samaradorligini oshirishga doir nazariy
va amaliy jihatlar tahlil qilinadi. Tadqiqot bank kapitali tarkibi, Basel standartlari talablarining joriy etilishi, aktivlar sifati va
risk ko‘rsatkichlarining o‘zaro bog‘liqligi hamda kapital buferlarining rolini chuqur yoritadi. Bank sektorida kredit, bozor va
operatsion risklarni kamaytirish mexanizmlari, stress-testlar, raqamli risk-analitika va diversifikatsiya strategiyalarining
ahamiyati ilmiy asosda bayon qilinadi. Olingan natijalar kapital yetarliligini ta’minlash moliyaviy barqarorlikning asosiy
omili ekanini ko‘rsatadi.
Библиографические ссылки
1. F.S. Mishkin. The Economics of Money, Banking, and Financial Markets. – Pearson, 2018.
2. A. Saunders, M. Cornett. Financial Institutions Management: A Risk Management Approach. – McGraw-Hill, 2019.
3. J. Hull. Risk Management and Financial Institutions. – Wiley, 2021.
4. R.C. Merton. Continuous-Time Finance. – Wiley, 1992.
5. C.M. Reinhart, K. Rogoff. This Time Is Different: Eight Centuries of Financial Folly. – Princeton University Press, 2009.
6. Basel Committee on Banking Supervision. Basel III: A Global Regulatory Framework for More Resilient Banks. – BIS,
2011.
7. A. Demirgüç-Kunt, E. Detragiache. Financial Liberalization and Financial Fragility. – IMF Working Paper, 1998.
8. M.B. Gordy. A Risk-Factor Model Foundation for Ratings-Based Bank Capital Rules. – Journal of Financial
Intermediation, 2003.
9. J.P. Morgan. CreditMetrics — Technical Document. – New York: JP Morgan, 1997.
10. World Bank. Global Financial Development Report: Bankers Without Borders. – Washington, 2013.
11. P. Rose, S. Hudgins. Bank Management & Financial Services. – McGraw-Hill, 2013.
12. D.W. Diamond, P.H. Dybvig. Bank Runs, Deposit Insurance, and Liquidity. – Journal of Political Economy, 1983.
13. OECD. Risk Management and Corporate Governance. – OECD Publishing, 2014.
14. IMF. Financial Soundness Indicators Compilation Guide. – Washington, 2019.
15. R. Khudoyqulov, Sh. Abduvaliyev. Risk Management Practices in Emerging Market Banks: Evidence from Uzbekistan.
– International Journal of Finance & Banking Studies, 2020
Загрузки
Опубликован
Как цитировать
Выпуск
Раздел
Лицензия
Copyright (c) 2025 ЗЕЛЁНАЯ ЭКОНОМИКА И РАЗВИТИЕ
Это произведение доступно по лицензии Creative Commons «Attribution» («Атрибуция») 4.0 Всемирная.