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Jo’rayev Bekzod Bahodir o‘g’li
10.5281/zenodo.22814605
Annotatsiya
Maqolada tijorat banklarida integratsiyalashgan risklarni boshqarish tizimining moliyaviy barqarorlik va daromadlilikka ta’siri tadqiq etiladi. Risk-menejment an’anaviy tarzda yo’qotishlarning oldini olish vositasi sifatida talqin qilinadi; maqolada esa u bankning strategik qarorlarini qo’llab-quvvatlovchi va kapitaldan foydalanish samaradorligini oshiruvchi boshqaruv mexanizmi sifatida asoslanadi. Risk ishtahasi tizimi, “uch himoya chizig’i” modeli, stress-testlash va riskka tuzatilgan natijadorlik ko’rsatkichlari (RAROC) o’rtasidagi o’zaro bog’liqlik yoritiladi. O’zbekiston bank sektori misolida risk-menejment tizimining yetuklik darajasini o’lchovchi integral indeks yaratish va uni bank daromadliligi ko’rsatkichlari bilan bog’lash bo’yicha metodologik yondashuv taklif etiladi.
Kalit so'zlar:
integratsiyalashgan risk-menejment, risk ishtahasi, uch himoya chizig’i, stress-test, kapital yetarliligi, RAROC, riskka tuzatilgan daromadlilik, kredit portfeli diversifikatsiyasi, moliyaviy barqarorlik.
Foydalanilgan adabiyotlar
1. O’zbekiston Respublikasi Prezidentining 2020-yil 12-maydagi PF-5992-son “2020— 2025-yillarga mo’ljallangan O’zbekiston Respublikasining bank tizimini isloh qilish strategiyasi to’g’risida”gi Farmoni. 2. O’zbekiston Respublikasi Markaziy banki. Tijorat banklarining muammoli kreditlari (NPL) to’g’risida statistik ma’lumotlar. — Toshkent, 2025–2026. 3. Basel Committee on Banking Supervision. Basel III: A global regulatory framework for more resilient banks and banking systems. — Basel: BIS, 2011. 4. Basel Committee on Banking Supervision. Interest rate risk in the banking book. — Basel: BIS, 2016. 5. Basel Committee on Banking Supervision. Stress testing principles. — Basel: BIS, 2018. 6. Basel Committee on Banking Supervision. Cyber-resilience: Range of practices. — Basel: BIS, 2018. 7. Basel Committee on Banking Supervision. Principles for the effective management and supervision of climate-related financial risks. — Basel: BIS, 2022. 8. Financial Stability Board. Principles for an Effective Risk Appetite Framework. — Basel: FSB, 2013. 9. Committee of Sponsoring Organizations of the Treadway Commission (COSO). Enterprise Risk Management — Integrating with Strategy and Performance. — 2017. 10. The Institute of Internal Auditors. The IIA’s Three Lines Model: An update of the Three Lines of Defense. — Lake Mary: IIA, 2020. 11. Ellul A., Yerramilli V. Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies // Journal of Finance. — 2013. — Vol. 68, No. 5. 12. Aebi V., Sabato G., Schmid M. Risk Management, Corporate Governance, and Bank Performance in the Financial Crisis // Journal of Banking & Finance. — 2012. — Vol. 36, No. 12. 13. Zaik E., Walter J., Kelling G., James C. RAROC at Bank of America: From Theory to Practice // Journal of Applied Corporate Finance. — 1996. — Vol. 9, No. 2.