O‘ZBEKISTON RESPUBLIKASIDA KORPORATIV KREDITLASHDA SUN’IY INTELLEKT VA BIG DATA TEXNOLOGIYALARI ASOSIDA KREDIT RISKLARINI BOSHQARISH MEXANIZMLARINI TAKOMILLASHTIRISH
##semicolon##
https://doi.org/10.5281/zenodo.21714377##semicolon##
korporativ kreditlash, kredit riski, sun’iy intellekt, Big Data, skoring, stress-test, model riski.##article.abstract##
Ushbu maqolada O‘zbekiston Respublikasida korporativ kreditlash jarayonida sun’iy intellekt
va Big Data texnologiyalaridan foydalanish orqali kredit risklarini boshqarish mexanizmlarini takomillashtirish
masalasi yoritilgan. Tadqiqotda statistik tahlil, skoring modellarini o‘zaro taqqoslash, anomaliyalarni aniqlash
va stress-testlash usullaridan foydalanilgan. Ilmiy yangilik sifatida ma’lumotlar sifatini ta’minlash, model riskini
nazorat qilish hamda sun’iy intellekt asosida riskka oid qarorlarni standartlashtirish bo‘yicha takliflar ishlab
chiqilgan.
##submission.citations##
1. Financial Stability Board. Artificial Intelligence and Machine Learning in Financial Services: Market Developments
and Financial Stability Implications. – Basel: Financial Stability Board, 2017. – 45 p.
2. Demirgüç-Kunt A., Klapper L., Singer D., Ansar S. The Global Findex Database 2021: Financial Inclusion,
Digital Payments, and Resilience in the Age of COVID-19. – Washington, DC: World Bank, 2022. – 202 p. –
DOI: 10.1596/978-1-4648-1897-4.
3. Abraham F., Schmukler S. L., Tessada J. Using Big Data to Expand Financial Services: Benefits and Risks
// Research & Policy Brief. – 2019. – No. 26. – 4 p.
4. Louzis D. P., Vouldis A. T., Metaxas V. L. Macroeconomic and Bank-Specific Determinants of Non-Performing
Loans in Greece: A Comparative Study of Mortgage, Business and Consumer Loan Portfolios // Journal of
Banking & Finance. – 2012. – Vol. 36, No. 4. – P. 1012–1027. – DOI: 10.1016/j.jbankfin.2011.10.012.
5. IFRS Foundation. IFRS 9 Financial Instruments. – London: IFRS Foundation, 2014.
6. Bussmann N., Giudici P., Marinelli D., Papenbrock J. Explainable Machine Learning in Credit Risk
Management // Computational Economics. – 2021. – Vol. 57. – P. 203–216. – DOI: 10.1007/s10614-020-
10042-0.
7. European Banking Authority. EBA Report on Big Data and Advanced Analytics. – Paris: European Banking
Authority, 2020.
8. O‘zbekiston Respublikasi Markaziy banki. Yillik hisobot 2024. – Toshkent: O‘zbekiston Respublikasi
Markaziy banki, 2025. – 194 b.
##submission.downloads##
##submissions.published##
##submission.howToCite##
##issue.issue##
##section.section##
##submission.license##
##submission.copyrightStatement##
##submission.license.cc.by4.footer##