STRESS-TESTLASH AMALIYOTI VA UNING TIJORAT BANKLARI BARQARORLIGINI MUSTAHKAMLASHDAGI ROLI
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https://doi.org/10.5281/zenodo.17744736##semicolon##
stress-testlash, tijorat banklari, kapital yetarliligi, likvidlik, kredit riski, bozor xavflari, makroprudensial siyosat, moliyaviy barqarorlik##article.abstract##
Mazkur maqolada stress-testlash amaliyotining tijorat banklari barqarorligini ta’minlashdagi o‘rni, uning
nazariy asoslari, xalqaro tajribadagi qo‘llanilishi va O‘zbekiston bank tizimidagi ahamiyati ilmiy jihatdan tahlil qilinadi.
Tadqiqotda makroprudensial va mikroprudensial stress-testlar, ssenariylar asosida kapital yetarliligi, likvidlik, kredit
portfeli sifati va bozor risklarining o‘zgarishi baholanadi. Shuningdek, turli stress ssenariylarining bank ko‘rsatkichlariga
ta’siri aniqlanib, risk-menejment tizimini takomillashtirish bo‘yicha ilmiy xulosalar keltiriladi
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