TIJORAT BANKLARIDA BOZOR RISKLARINI EKONOMETRIK TAHLILLAR ORQALI BAHOLASH VA BOSHQARISH

Mardon Karimov

Mualliflar

Mardon Karimov Muallif

{$ Etel}:

Tijorat banklari, bozor riski, risklarni boshqarish, ekonometrik tahlil, kredit xavfi, moliyaviy barqarorlik, kapital yetarliligi, valyuta kursi o‘zgaruvchanligi, moliyaviy ko‘rsatkichlar, bank faoliyati.

Abstrak

Global iqtisodiy inqiroz tufayli tijorat banklarida bozor riskini boshqarishning samarali tizimini yaratish masalasi tobora dolzarb bo‘lib bormoqda. Bozor riski bilan bog‘liq operatsiyalar hajmining oshishi hamda moliyaviy vositalarning murakkablashuvi ushbu muammoning ahamiyatini, xususan O‘zbekistonda, yanada kuchaytirmoqda. Ushbu maqolada tijorat banklarida bozor riskini tahlil qilishning nazariy asoslari, ularning mohiyati va tarkibi o‘rganilgan. Shuningdek, aniq bir tijorat banki misolida bozor riskini baholash usullari ko‘rib chiqilgan. Tadqiqot yakunida banklar risk boshqaruvi madaniyatini shakllantirishi va uni xalqaro tajribani hisobga olgan holda barcha bank amaliyotlari va siyosatlariga integratsiya qilishi zarurligi ta’kidlangan.

##plugins.themes.default.displayStats.downloads##

##plugins.themes.default.displayStats.noStats##

Bibliografik havolalar

1. Fan Y. and Stevenson M., A review of supply chain risk management: definition, theory, and research agenda, International Journal of Physical Distribution & Logs Management. (2018) 48, no. 3, 205–230, https://doi.org/10.1108/IJPDLM-01-2017-0043,2-s2.0-85040224607

2. Gao L. and Xiao J., Big data credit report in credit risk management of consumer finance, Wireless Communications and Mobile Computing. (2021) 2021, no. 4, 7, 4811086, https://doi.org/10.1155/2021/4811086.

3. Trung P. D., Research risk factors and management competence of Vietnam commercial banks from 2006-2020, Environmental Science and Engineering: B. (2016) 5, no.8.

4. Musau S., Muathe S., and Mwangi L., Financial inclusion, GDP and credit risk of commercial banks in Kenya, International Journal of Economics and Finance. (2018) 10, no. 3, https://doi.org/10.5539/ijef.v10n3p181.

5. Li Q., The impact of liquidity risk of commercial banks on systematic risk of banking industry: study of 16 listed commercial banks, Modern Economy. (2019) 10, no. 3, 645–665, https://doi.org/10.4236/me.2019.103044.

6. Jin X., Zhang J., Kong J., Su T., and Bai Y., A reversible automatic selection normalization (RASN) deep network for predicting in the smart agriculture system, Agronomy. (2022) 12, no. 3, https://doi.org/10.3390/agronomy12030591.

7. Pantha B., Impact of credit risk management on bank performance of Nepalese commercial bank, International Journal of Scientific and Research Publications (IJSRP). (2019) 9, no. 9, https://doi.org/10.29322/IJSRP.9.09.2019.p9363.

8. Pradhan S. and Shah A. K., Credit risk management of commercial banks in Nepal, Journal of Business and Social Sciences Research. (2019) 4, no. 1, 27–37, https://doi.org/10.3126/jbssr.v4i1.28996.

9. Erokhin V. V., Management of internal risks of a commercial bank using information systems, Juvenis Scientia. (2018) 10, 28–31.

10. Altukhova E. V., Zotov V. A., and Markov M. A., Methodical approaches to risk management in a regional commercial bank, Economy of Region. (2016) 12, no. 1, 267–282.

11. Harelimana J. B., The effect of non-peforming loans management on the financial performance of commercial banks in Rwanda: a case study of Ecobank Rwanda, Enterprise Risk Management. (2017) 3, no. 1.

12. Popova A., VAR as a tool to assess the market risk of trading positions of a commercial bank, Scientific Research and Development Economics. (2016) 4, no. 2, 58–64.

13. Solovei N. and Skrypnychenko I., Problems of qualitative evaluation of commercial bank loan, Economics Finances Law. (2020) 1/2, 15–19.

14. Khan A., Central bank governance and the role of nonfinancial risk management, 2016, 16, no. 34, Social Science Electronic Publishing.

15. Adamgbo D. S., Toby P. A., Momodu D. A., and Imegi P. J., The effect of capital adequacy on credit risk management among commercial banks in Nigeria; within the Basel capital adequacy framework, International Journal of Contemporary Research and Review. (2019) 10, no. 7.