O‘ZBEKISTON TIJORAT BANKLARIDA JISMONIY SHAXSLARNI KREDITLASH AMALIYOTINING TAHLILI (2020–2025-YILLAR)
DOI:
https://doi.org/10.5281/zenodo.22644404Abstract
2020–2025-yillar davomida O‘zbekiston tijorat banklarida jismoniy shaxslarni kreditlash amaliyoti kompleks
empirik jihatdan tahlil qilingan. O‘zbekiston Respublikasi Markaziy bankining rasmiy statistik ma’lumotlari, «Trastbank»
XAB va «Turonbank» ATBning moliyaviy hisobotlari asosida chakana kredit portfelining hajmi, tarkibi, hududiy va valyuta
tuzilishi, foiz stavkalari dinamikasi hamda portfel sifati ko‘rsatkichlari o‘rganilgan. Tahlil natijalariga ko‘ra, jismoniy shaxslarga
ajratilgan kreditlar hajmi 2020–2024-yillarda 3,76 marta oshib, 149,9 trln so‘mga yetgan, ularning jami kredit portfelidagi
ulushi esa 18,9 foizdan 31,9 foizgacha oshgan. Kredit skoring modellarining sifat ko‘rsatkichlari (AUC-ROC — 0,68
dan 0,85 gacha), IFRS 9 asosidagi kredit portfeli tasnifi, Bazel yondashuvi bo‘yicha PD, LGD, EAD va EL komponentlari,
shuningdek, kapital yetarliligi va likvidlik ko‘rsatkichlari (CAR — 17,4 foiz, LCR — 195 foiz) tahlil qilingan. Ikki xususiy
aksiyadorlik banki misolida chakana kreditlashning risk-daromadlilik profillari qiyosiy baholangan.
Keywords
O‘zbekiston bank tizimi, chakana kreditlash, jismoniy shaxslar krediti, NPL, kredit skoring, IFRS 9, Bazel III, PD, EAD, LGD, EL, Trastbank, Turonbank, moliyaviy inklyuziya.References
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