TIJORAT BANKLARIDA KREDIT RISKLARINI BAHOLASH VA BOSHQARISH AMALIYOTINING TAHLILI
Kalit so‘zlar:
kredit riski, risk-menejment, Bazel III, IFRS 9, kutilayotgan kredit yo‘qotishlari, muammoli kreditlar (NPL), kapital yetarliligi, stress-test, rivojlanayotgan bozorlar, makroprudensial nazorat.Abstrak
Maqolada tijorat banklarida kredit risklarini baholash va boshqarish amaliyoti xalqaro standartlar hamda rivojlanayotgan bozorlar tajribasi asosida tahlil qilinadi. BIS, IMF, ECB va boshqa rasmiy manbalar ma’lumotlari asosida kredit dinamikasi, muammoli kreditlar, kapital va likvidlik ko‘rsatkichlari baholanadi. IFRS 9ning kutilayotgan kredit yo‘qotishlari modeli, Bazel III talablari, zamonaviy kredit skoringi va tushuntiriladigan sun’iy intellekt yondashuvlari yoritiladi. Natijada regulyator, portfel, mijoz va operatsion darajalarni birlashtiruvchi to‘rt qatlamli risk-menejment modeli taklif etilib, uni bosqichma-bosqich joriy etish bo‘yicha tavsiyalar ishlab chiqiladi.
Yuklashlar
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