XALQARO MOLIYA BOZORIDA KREDIT RISKINI BAHOLASHNING ZAMONAVIY USULLARI VA RISKLARNI BOSHQARISH TIZIMINING RIVOJLANISH TENDENSIYALARI
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https://doi.org/10.5281/zenodo.17983675##article.subject##:
kredit riski, xalqaro moliya bozori, risklarni boshqarish, kredit skoring, PD, LGD, EAD, Basel III, stress-test, Monte-Karlo simulyatsiyasi, sun’iy intellekt, Big Data, kredit portfeli, moliyaviy barqarorlik, raqamli moliya##article.abstract##
Ushbu maqolada xalqaro moliya bozorida kredit riskini baholashning zamonaviy yondashuvlari, raqamli
texnologiyalar rivojining ta’siri hamda global moliyaviy integratsiya sharoitida risklarni boshqarish tizimi evolyutsiyasi tahlil
qilinadi. Tadqiqotda kredit riskini aniqlash, o‘lchash va kamaytirishda qo‘llanilayotgan ilg‘or amaliyotlar – takomillashgan
kredit skoring modellar, bank tizimidagi stress-testlash jarayonlari, shuningdek, kutilayotgan zarar (Expected Loss –
EL) va kutilmagan zarar (Unexpected Loss – UL) metrikalarining ustunliklari yoritiladi. Shuningdek, maqolada sun’iy
intellekt, mashinaviy o‘qitish va “Big Data” texnologiyalarining kredit riskini boshqarish samaradorligini oshirishdagi
ahamiyati ko‘rsatib beriladi. Ushbu texnologiyalar asosida kredit portfellarining xavf darajasini baholash, yuqori xavfli qarz
oluvchilarni erta aniqlash hamda qaror qabul qilish jarayonini optimallashtirish imkoniyatlari tahlil qilinadi
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