BANKLARNING MOLIYAVIY BARQARORLIGINI XALQARO USULLAR VA MEZONLAR ASOSIDA BAHOLASHNI TAKOMILLASHTIRISH
DOI:
https://doi.org/10.5281/zenodo.20691672Keywords:
moliyaviy barqarorlik, Bazel III, kredit riski, sintetik koeffitsiyent, reyting agentliklari, likvidlilik riski, LCR, NSFR, GAP-tahlil, stress-test, CIR, CAMELS PT, erta ogohlantirish, prognostik baholashAbstract
Mazkur maqolada banklarning moliyaviy barqarorligini xalqaro usullar va mezonlar, jumladan, Bazel III,
CAMELS va stress-test asosida baholashni takomillashtirishga oid besh yo‘nalishdagi ilmiy yangilik asoslanadi. Jumladan,
kredit riskini CAMELS (60%) va xalqaro reyting agentliklari (40%) sintetik koeffitsiyenti asosida baholash hamda mahalliy
kontragentlar uchun TIER 1 kapitalining 25 foizlik limitini belgilash; likvidlilik riskini uchta himoya chizig‘i, LCR, NSFR
va GAP-tahlil orqali boshqarish hamda avtomatik erta ogohlantirish mexanizmini joriy etish; sakkiz ssenariyli majburiy
stress-test tizimini shakllantirish; operatsion samaradorlik uchun CIR ko‘rsatkichining yuqori chegarasini 50% darajasida
belgilash; shuningdek, an’anaviy CAMELS tizimini prognostik (+P) va texnologik (+T) bloklar bilan boyitgan “CAMELS
PT” modelini ishlab chiqish taklif etiladi. Takliflar O‘zbekistonning uchta tijorat banki — Asia Alliance Bank, Aloqabank va
Mikrokreditbank — ning 2020–2025-yillardagi ma’lumotlari asosida empirik jihatdan asoslangan hamda AT “Aloqabank”
misolida amaliy sinovdan o‘tkazilgan
References
Basel Committee on Banking Supervision. Basel III: A global regulatory framework for more resilient banks and
banking systems. Basel: Bank for International Settlements, 2010; Basel III: Finalising post-crisis reforms. Basel: Bank
for International Settlements, 2017.
Basel Committee on Banking Supervision. Stress Testing Principles. Basel: Bank for International Settlements, 2018.
Basel Committee on Banking Supervision. Corporate Governance Principles for Banks. Basel: Bank for International
Settlements, 2015.
Diamond D.W., Dybvig P.H. Bank runs, deposit insurance, and liquidity // Journal of Political Economy. 1983. Vol. 91,
No. 3. P. 401–419.
Demirgüç-Kunt A., Detragiache E. Does deposit insurance increase banking system stability? // Journal of Monetary
Economics. 2002. Vol. 49, No. 7. P. 1373–1406.
Cole R.A., Gunther J.W. Predicting bank failures: A comparison of on- and off-site monitoring systems // Journal of
Financial Services Research. 1998. Vol. 13, No. 2. P. 103–117.
Barr R.S., Seiford L.M., Siems T.F. Forecasting bank failure: A non-parametric frontier estimation approach //
Recherches Économiques de Louvain / Louvain Economic Review. 1994. Vol. 60, No. 4. P. 417–429.
Berger A.N., Humphrey D.B. Efficiency of financial institutions: International survey and directions for future research
// European Journal of Operational Research. 1997. Vol. 98, No. 2. P. 175–212.
Reinhart C.M., Rogoff K.S. This Time Is Different: Eight Centuries of Financial Folly. Princeton: Princeton University
Press, 2009.
Adrian T., Qureshi M.S., Tsuruga T. Bank to Sovereign Risk Transmission: New Evidence // IMF Global Financial
Stability Notes. 2025. No. 2025/003. Washington, DC: International Monetary Fund.
Mishkin F.S. Understanding financial crises: A developing country perspective. NBER Working Paper No. 5600.
Cambridge, MA: National Bureau of Economic Research, 1996.
O‘zbekiston Respublikasi Markaziy banki. Bank tizimi ko‘rsatkichlari va statistik byulletenlar. Toshkent: O‘zbekiston
Respublikasi Markaziy banki, 2024–2025.
International Monetary Fund. Republic of Uzbekistan: Financial Sector Assessment Program — Financial System
Stability Assessment. IMF Country Report No. 25/145. Washington, DC: International Monetary Fund, 2025.
Sprague O.M.W. History of Crises under the National Banking System. Washington: Government Printing Office, 1910.
Board of Governors of the Federal Reserve System. Review of the Federal Reserve’s Supervision and Regulation of
Silicon Valley Bank. Washington, DC: Federal Reserve Board, 2023.
Office of Inspector General, Board of Governors of the Federal Reserve System and Consumer Financial Protection
Bureau. Material Loss Review of Silicon Valley Bank. Washington, DC, 2023.
Downloads
Published
Issue
Section
License
Copyright (c) 2026 MUHANDISLIK VA IQTISODIYOT
This work is licensed under a Creative Commons Attribution 4.0 International License.