KREDIT PORTFELI DIVERSIFIKATSIYASI ORQALI MUAMMOLI AKTIVLAR ULUSHINI KAMAYTIRISH
Article Sidebar
Main Article Content
Аннотация:
Ushbu ilmiy maqolada tijorat banklarining kredit portfelidagi muammoli aktivlar (NPL – Non-Performing Loans) ulushini kamaytirishda diversifikatsiya siyosatining o‘rni va samaradorligi tahlil qilinadi. Tadqiqotda Trastbank ATB misolida oxirgi yillar oralig‘idagi moliyaviy ko‘rsatkichlar asosida kredit portfelining tarmoqlar, mijoz segmentlari va hududlar kesimidagi tarkibi o‘rganilgan. Empirik tahlillar shuni ko‘rsatadiki, portfel diversifikatsiyasi darajasi oshgan sari muammoli kreditlar ulushi teskari proporsional ravishda kamaygan. Tadqiqotda Herfindahl-Hirschman indeksi (HHI) yordamida diversifikatsiya darajasi aniqlanib, uning muammoli aktivlar bilan korrelyatsiyasi baholangan. Natijalar Trastbankda kredit siyosatini tarmoqlar va hududlar bo‘yicha balanslash, korporativ va chakana mijozlar o‘rtasidagi nisbatni to‘g‘ri belgilash hamda kredit monitoringini raqamlashtirish muammoli kreditlarni kamaytirishda muhim ahamiyatga ega ekanligini ko‘rsatadi. Maqola yakunida kredit portfelining sifatini oshirish, risklarni erta aniqlash tizimini kuchaytirish va Basel III talablariga mos risk-menejment mexanizmlarini joriy etish bo‘yicha amaliy takliflar ishlab chiqilgan.
Article Details
Как цитировать:
Библиографические ссылки:
Tursunov, H. (2023). Tijorat banklarida kredit riskini boshqarishning zamonaviy yondashuvlari. Toshkent: BMA nashriyoti.
Abdurahmonov, A. (2021). O‘zbekiston bank tizimida risk-menejment tizimini takomillashtirish yo‘llari. Iqtisodiyot va ta’lim jurnali, №2.
Raimjanova, M. A. (2022). Bank kredit portfeli diversifikatsiyasining samaradorligi va barqarorlikka ta’siri. Bank ishi ilmiy to‘plami, №3.
Hasanov, N. (2020). Basel III talablarining O‘zbekiston bank amaliyotiga ta’siri. Moliyaviy barqarorlik jurnali, №1.
Ivanova, N. (2023). Vliyaniye diversifikatsii kreditnogo portfelya na urovеn’ riskov bankov Rossii. Moskva: Finansovyy universitet.
Petrov, D. (2020). Restrukturizatsiya problemnыx kreditov v rossiyskix bankax. Bankovskoe delo, №7.
Shim, J. (2019). Loan portfolio diversification, market structure and bank stability. Journal of Banking & Finance, 102(4).
Kim, S. (2021). Portfolio diversification and credit risk mitigation in Asian banks. Asian Economic Review, 43(2).
Kraemer-Eis, H. & Lang, F. (2019). Credit diversification and SME financing in Europe. European Investment Bank Working Paper Series.
Brown, M. & Smith, T. (2020). Loan portfolio concentration and bank stability. Journal of Banking & Finance, 110(5).
Rossi, S. (2019). Measuring credit portfolio concentration risk in European banks. European Banking Authority Report.
Ozili, P. K. (2019). Non-performing loans and financial development: New evidence from global banking. The Journal of Risk Finance, 20(4).
World Bank. (2022). Uzbekistan Financial Sector Assessment Program: Technical Note on Credit Risk and Non-performing Loans. Washington, DC.