TIJORAT BANKLARI KAPITALLASHUVI VA DAROMADLARINING PROGNOZI
DOI:
https://doi.org/10.5281/zenodo.22234597Abstract
Maqolada O‘zbekiston tijorat banklarining kapitallashuv darajasi va daromadlari 2030-yilgacha uch ssenariy
— bazaviy, optimistik va pessimistik — doirasida prognoz qilingan. Prognoz sektor aktivlarining 90 foizdan ortig‘ini
qamrab oluvchi 20 ta tijorat bankining 2020–2024-yillardagi haqiqiy ko‘rsatkichlariga asoslangan bo‘lib, unda balans
o‘zaro bog‘liqliklariga tayanuvchi imitatsion model qo‘llanilgan. Model parametrlari (aktivlarning o‘sish sur’ati, aktivlar
rentabelligi, foydani kapitallashtirish koeffitsienti va tashqi kapital inyeksiyalari hajmi) retrospektiv trend baholari hamda
panel ma’lumotlar asosida baholangan regressiya tenglamasi yordamida asoslangan. Natijalarga ko‘ra, bazaviy ssenariyda
kapitallashuv darajasi 2030-yilga borib 14,54 foizdan 13,21 foizga pasayadi, optimistik ssenariyda 16,91 foizgacha
ko‘tariladi, pessimistik ssenariyda esa 10,79 foizga tushib, tartibga soluvchi eng kam darajadan past bo‘ladi. Kapitallashuv
darajasini 15 foiz atrofida saqlab qolish uchun 2030-yilga qadar bazaviy ssenariyda 29,7 trln so‘m, pessimistik ssenariyda
esa 63,8 trln so‘m qo‘shimcha kapital talab etiladi.
Keywords
bank kapitali, kapitallashuv darajasi, prognozlash, ssenariy tahlili, imitatsion model, aktivlar rentabelligi, foydani kapitallashtirish, kapital rejalashtirish, bank tizimi barqarorligi.References
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