AKSIYADORLIK JAMIYATLARINING MOLIYAVIY RISKLARINI BAHOLASHDA MIQDORIY USULLARDAN FOYDALANISH
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https://doi.org/10.5281/zenodo.18775374##article.subject##:
moliyaviy risk, aksiyadorlik jamiyati, leverej, rentabellik, likvidlik koeffitsiyenti, Altman indeksi, stress-testlash, risk boshqaruvi.##article.abstract##
Mazkur maqolada aksiyadorlik jamiyatlarida moliyaviy risklarni baholash va boshqarish mexanizmini
takomillashtirish masalalari ilmiy asosda tadqiq etilgan. Moliyaviy risklarning nazariy asoslari, ularning turlari hamda
miqdoriy baholash usullari, xususan VaR, ES, stress-testlash va portfel nazariyasi yondashuvlari tahlil qilingan. Tadqiqot
doirasida “Qizilqumsement” AJning 2018–2022-yillardagi moliyaviy ko‘rsatkichlari asosida rentabellik, kapital strukturasi,
likvidlik va bankrotlik xavfi indikatorlari kompleks baholandi. Tahlil natijalari leverej darajasining oshishi rentabellikni
kuchaytirishi bilan birga risk profilini ham oshirishini ko‘rsatdi. Maqolada moliyaviy risklarni kompleks indikatorlar tizimi
asosida baholash, maqsadli leverej intervalini belgilash, stress-testlash va risk limitlari mexanizmini joriy etish bo‘yicha
amaliy takliflar ishlab chiqilgan.
Библиографические ссылки
Acerbi, C., & Tasche, D. (2002). On the coherence of expected shortfall. Journal of Banking & Finance, 26(7), 1487–
https://doi.org/10.1016/S0378-4266(02)00283-2
Altman, E. I. (1968). Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. The Journal of
Finance, 23(4), 589–609. https://doi.org/10.2307/2978933
Artzner, P., Delbaen, F., Eber, J. M., & Heath, D. (1999). Coherent measures of risk. Mathematical Finance, 9(3),
–228. https://doi.org/10.1111/1467-9965.00068
Basel Committee on Banking Supervision (BCBS). (2011). Basel III: A global regulatory framework for more resilient
banks and banking systems. Bank for International Settlements.
Загрузки
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