IMPROVING INTEREST RATE RISK MANAGEMENT PRACTICES IN COMMERCIAL BANKS AND ITS PRIORITIES
DOI:
https://doi.org/10.5281/zenodo.19371361Ключевые слова:
interest rate risk, commercial banks, risk management, interest rate, GAP analysis, duration, asset and liability management, financial stability, derivatives, banking systemАннотация
This article analyzes the theoretical and practical aspects of improving the practice of interest rate risk
management in commercial banks. The volatility of interest rates in global financial markets, inflation processes
and macroeconomic uncertainties have a significant impact on banking activities. From this point of view, effective
management of interest rate risks is an important factor in ensuring the financial stability of banks.
The study examined modern methods of interest rate risk management, including GAP analysis, duration analysis and
the possibilities of using derivative financial instruments. Also, the current management system in Uzbek commercial
banks was analyzed and practical proposals and recommendations for its improvement were developed.
The results of the study are of great importance in developing strategies aimed at strengthening the risk management
system in banks, harmonizing assets and liabilities, and minimizing interest rate risks
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