TIJORAT BANKLARI MOLIYAVIY BARQARORLIGINI KOMPLEKS BAHOLASH METODIKASINI TAKOMILLASHTIRISH
Keywords:
moliyaviy barqarorlik, tijorat banki, kapital yetarliligi, Tier 1, likvidlik, 3-bosqich kreditlar, kutilayotgan kredit zararlari, integral baholash, ROC-tahlil, sezgirlik tahliliAbstract
Tijorat bankining moliyaviy barqarorligi birgina koeffitsiyent bilan emas, o‘zaro bog‘liq ko‘rsatkichlar majmui orqali baholangandagina uning risk profili to‘liqroq namoyon bo‘ladi. Ushbu maqolada kapital, daromadlilik, xarajatlar samaradorligi, kredit portfeli sifati, likvidlik va resurslar muvozanatini yagona integral bahoga birlashtiruvchi kompleks metodika taklif etiladi. Hisob-kitoblar Xalq banki va Aloqabankning 2021–2025-yillardagi auditdan o‘tgan moliyaviy hisobotlari asosida bajarildi. O‘nta indikator 0–100 ballik shkala bo‘yicha me’yorlashtirilib, ularning iqtisodiy ahamiyatiga mos vaznlar berildi. Hisoblash natijalarida Xalq bankining integral bahosi 48,34 balldan 87,68 ballgacha oshgani, Aloqabank bahosi esa
2023-yildagi 63,50 balldan 2025-yilda 48,68 ballgacha pasaygani aniqlandi. Metodika 14 ta bank bo‘yicha 70 ta kuzatuvda tekshirildi: ROC-tahlil natijasida AUC 0,908 ni tashkil etdi, olti xil vazn ssenariysida reytinglar deyarli o‘zgarmadi. Shuningdek, ma’lumot manbaini almashtirish 40 foiz kuzatuvda yakuniy tasnifga ta’sir qilishi qayd etildi
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References
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