STRESS-TESTLASH AMALIYOTI VA UNING TIJORAT BANKLARI BARQARORLIGINI MUSTAHKAMLASHDAGI ROLI
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https://doi.org/10.5281/zenodo.17744736##article.subject##:
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
Библиографические ссылки
1. Basel Committee on Banking Supervision. Stress Testing Principles. – Basel: BIS, 2018.-45 p.
2. Board of Governors of the Federal Reserve System. Dodd-Frank Act Stress Test Results. – Washington, D.C.: Federal
Reserve, 2023.-112 p.
3. European Banking Authority. EU-Wide Stress Test Methodology. – London: EBA Publications, 2021.-150 p.
4. Bank for International Settlements. Supervisory Stress Testing Framework. – Basel: BIS, 2020.-87 p.
5. Schmieder C., Puhr C., Hasan M. Next Generation Balance Sheet Stress Testing. – Washington, D.C.: IMF, 2022.-94
p.
6. Borio C., Drehmann M., Tsatsaronis K. Stress-Testing Macro Stress Tests: A Practitioner’s Guide. – Basel: BIS,
2014.-48 p.
7. Laeven L., Valencia F. Systemic Banking Crises Database. – Washington, D.C.: IMF, 2018.-56 p.
8. Bank of England. Stress Testing the UK Banking System: Key Elements. – London: BoE Publications, 2022.-130 p.
9. Drehmann M., Juselius M. Evaluating Early Warning Indicators of Banking Crises. – Basel: BIS, 2014.-41 p.
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