TIJORAT BANKLARIDA KREDIT PORTFELI SAMARADORLIGINI OSHIRISHNING ZAMONAVIY USULLARI VA ULARNI TAKOMILLASHTIRISH YO‘NALISHLARI
DOI:
https://doi.org/10.5281/zenodo.21945305Keywords:
tijorat banki, kredit portfeli, portfel samaradorligi, muammoli kreditlar, RAROC, iqtisodiy kapital, IFRS 9, kutilayotgan kredit yo‘qotishlari, migratsiya matritsasi, diversifikatsiya, HHI indeksi, raqamli kreditlash.Abstract
Tijorat banklarida kredit portfeli samaradorligini oshirishning zamonaviy usullari tadqiq etilib, ularni takomillashtirishning
ustuvor yo‘nalishlari ilmiy jihatdan asoslangan. Kredit portfelini boshqarishning to‘rt bosqichli integratsiyalashgan
modeli taklif etilgan bo‘lib, u portfelni segmentatsiyalash va skoring, IFRS 9 talablari asosida risklarni baholash,
kapitalga asoslangan narxlash (RAROC), shuningdek, diversifikatsiya va monitoring bosqichlarini qamrab oladi. Tadqiqot
O‘zbekiston tijorat banklarining 2021–2025-yillardagi umumlashtirilgan ma’lumotlari asosida amalga oshirilgan. Tahlil natijalariga
ko‘ra, kredit portfeli sifati sezilarli darajada yaxshilanib, muammoli kreditlar (NPL) ulushi 5,2 foizdan 3,3 foizgacha
kamaygan. Biroq portfel bo‘yicha o‘rtacha vaznlangan RAROC ko‘rsatkichi 13,5 foizni tashkil etib, iqtisodiy kapital qiymatidan
(15,0 foiz) past darajada qolgan. Regressiya tahlili muammoli kreditlar ulushi, tarmoq konsentratsiyasi va raqamli
kanallar ulushining kredit portfeli rentabelligiga statistik jihatdan ahamiyatli ta’sirini tasdiqlagan. Tadqiqot natijalari asosida
kredit portfelini boshqarish samaradorligini oshirishga qaratilgan beshta ustuvor yo‘nalish taklif etilgan.
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