TIJORAT BANKLARIDA INTEGRATSIYALASHGAN RISKLARNI BOSHQARISH TIZIMI ORQALI MOLIYAVIY BARQARORLIK VA DAROMADLILIKNI OSHIRISH
DOI:
https://doi.org/10.5281/zenodo.22814605Ключевые слова:
integratsiyalashgan risk-menejment, risk ishtahasi, uch himoya chizig’i, stress-test, kapital yetarliligi, RAROC, riskka tuzatilgan daromadlilik, kredit portfeli diversifikatsiyasi, moliyaviy barqarorlikАннотация
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.
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