TIJORAT BANKLARIDA INTEGRATSIYALASHGAN RISKLARNI BOSHQARISH TIZIMI ORQALI MOLIYAVIY BARQARORLIK VA DAROMADLILIKNI OSHIRISH

Authors

  • Bekzod Bahodir o‘g’li Jo’rayev Author

DOI:

https://doi.org/10.5281/zenodo.22814605

Keywords:

integratsiyalashgan risk-menejment, risk ishtahasi, uch himoya chizig’i, stress-test, kapital yetarliligi, RAROC, riskka tuzatilgan daromadlilik, kredit portfeli diversifikatsiyasi, moliyaviy barqarorlik

Abstract

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.

Konferensiya muqovasi

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Published

2026-09-17

Issue

No. 9 (2026): September 2026

Section

Articles

References

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