FOREIGN EXPERIENCE IN IMPROVING COMMERCIAL BANK CAPITAL EFFICIENCY AND OPPORTUNITIES FOR ITS APPLICATION IN UZBEKISTAN
DOI:
https://doi.org/10.5281/zenodo.23586388Abstract
This paper examines international risk-based approaches to improving commercial bank capital efficiency and their potential application in Uzbekistan. Banking practices in the United States, European Union, United Kingdom, Japan, and South Korea are compared in terms of risk-adjusted return on capital (RAROC), economic value added (EVA), Common Equity Tier 1 (CET1), stress testing, and digital risk management. The study proposes an integrated RECS framework, a composite Capital Efficiency Index (CEI), and a risk-adjusted capital allocation mechanism. These conceptual proposals require further empirical validation using bank-level data.Keywords
commercial bank capital, capital efficiency, RAROC, EVA, ROE, ROA, CET1, Basel III, ICAAP, stress testing, economic capital, RECSReferences
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