TIJORAT BANKLARIDA KREDIT RISKINI SINTETIK TRANSFER QILISH VA KAPITAL SAMARADORLIGINI OSHIRISH MEXANIZMLARI

Mualliflar

##doi.readerDisplayName##:

https://doi.org/10.5281/zenodo.21459411

Kalit so‘zlar:

tijorat banklari, kredit riski, sintetik risk transferi, sintetik sekyuritizatsiya, kapital samaradorligi, riskka tortilgan aktivlar, kredit himoyasi.

Abstrak

Mazkur maqolada tijorat banklarida kredit riskini sintetik transfer qilish mexanizmlarining iqtisodiy mazmuni va ularning kapital samaradorligiga ta’siri tahlil qilingan. Sintetik sekyuritizatsiya, riskni tranjlash, kredit himoyasi vositalari hamda riskka tortilgan aktivlarni optimallashtirish imkoniyatlari yoritilgan. Shuningdek, sintetik risk transferini samarali qo‘llashning asosiy shartlari va amaliy yo‘nalishlari taklif etilgan.

Библиографические ссылки

1. Basel Committee on Banking Supervision (2026). Synthetic Risk Transfers. Basel: Bank for International Settlements, pp. 1–31. Available at: https://www.bis.org/bcbs/publ/d607.pdf

2. Osberghaus, A. and Schepens, G. (2026). Synthetic, but how much risk transfer? ECB Working Paper Series, No. 3210, pp. 1–80. Frankfurt am Main: European Central Bank. Available at: https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp3210~e2dc529b33.en.pdf

3. Van der Plaat, M.T. (2024). Do different bank-level securitization variables measure the same underlying concept? De Economist, 172, pp. 401–435. https://doi.org/10.1007/s10645-024-09439-1

4. Lubello, F. (2024). Securitization, shadow banking system and bank risk. Economic Modelling, 130, Article 106573. https://doi.org/10.1016/j.econmod.2023.106573

5. European Systemic Risk Board (ESRB) (2025). Unveiling the Impact of STS On-Balance-Sheet Securitisation on Banks and Financial Stability. Frankfurt am Main: ESRB, pp. 1–52.

6. Joint Committee of the European Supervisory Authorities (2025). Report on the Functioning of the Securitisation Regulation. Paris, Frankfurt am Main and Brussels: ESAs, pp. 1–59.

7. Cortes, F., Diaby, M., Goel, R. and Zochowski, D. (2025). Recycling risk: Synthetic risk transfers. IMF Working Papers, 2025(200), pp. 1–42. https://doi.org/10.5089/9798229025669.001

8. Financial Stability Board (FSB) (2024). Evaluation of the Effects of the G20 Financial Regulatory Reforms on Securitisation. Basel: Financial Stability Board, pp. 1–111.

9. International Association of Credit Portfolio Managers (IACPM) (2024). Balance Sheet Synthetic Securitization Survey: 2016–2023 Selected Results. New York: IACPM, pp. 1–12.

10. Babu, P., Cortes, F., Faia, E. and Shin, H.S. (2026). The rise and risks of synthetic risk transfers. BIS Quarterly Review, March 2026, pp. 49–67.

Загрузки

Nashr qilingan

2026-07-20