O‘ZBEKISTON TIJORAT BANKLARIDA KREDIT PORTFELI VA KREDIT RISKLARI HOLATINI BAHOLASH (DAVLAT BANKLARI MISOLIDA)
DOI:
https://doi.org/10.5281/zenodo.22333096Abstract
Maqolada O‘zbekiston tijorat banklarida kredit portfelining shakllanishi va kredit risklari
holatini kompleks baholash masalalari uchta yirik davlat banki — “O‘zmilliybank” AJ, “O‘zsanoatqurilishbank”
ATB va “Asakabank” AJ misolida tadqiq etilgan. Markaziy bankning (cbu.uz) 2021–2025-yillardagi statistik
ma’lumotlari asosida banklarning kredit portfeli tarkibi, muammoli kreditlar ulushi, zaxiralar bilan qoplanish
darajasi, portfel konsentratsiyasi va valyuta tarkibi tahlil qilingan. 12 ta kuzatuvni qamrab olgan panel regressiya
modeli yordamida muammoli kreditlar ulushiga ta’sir etuvchi omillar aniqlangan (R² = 0,941; F = 71,77): oldingi
yildagi kredit o‘sishi va yirik qarz oluvchilar konsentratsiyasi statistik jihatdan ahamiyatli ekanligi isbotlangan.
Muallif tomonidan integral kredit riski indeksi (IKRI) taklif etilgan; uning qiymati 2023-yilda barcha uch bankda
eng yuqori nuqtaga yetgan va 2025-yilga kelib pasaygan. Tadqiqot natijalari asosida davlat banklarida kredit
risklarini boshqarishni takomillashtirish bo‘yicha tavsiyalar ishlab chiqilgan
Keywords
kredit portfeli, kredit riski, muammoli kreditlar, davlat banklari, riskni baholash, portfel konsentratsiyasi, zaxiralar, kapital yetarliligi, panel regressiya, integral indeks.References
1. O‘zbekiston Respublikasi Prezidentining 2020-yil 12-maydagi “O‘zbekiston Respublikasining
2020–2025-yillarga mo‘ljallangan bank tizimini isloh qilish strategiyasi to‘g‘risida” PF-5992-son Farmoni.
2. O‘zbekiston Respublikasi Markaziy banki Boshqaruvining “Tijorat banklarida kredit risklarini boshqarish
talablari to‘g‘risida”gi Nizomi. Adliya vazirligida 2019-yil 14-iyunda 3178-son bilan ro‘yxatdan o‘tkazilgan.
3. O‘zbekiston Respublikasi Markaziy banki Boshqaruvining “Aktivlar sifatini tasniflash hamda aktivlar
bo‘yicha ehtimoliy yo‘qotishlarni qoplash uchun zaxiralar shakllantirish va ulardan foydalanish tartibi
to‘g‘risida”gi Nizomi. Adliya vazirligida 2015-yil 14-iyulda 2696-son bilan ro‘yxatdan o‘tkazilgan.
4. Altman E.I. Financial Ratios, Discriminant Analysis and the Prediction of Corporate Bankruptcy // The
Journal of Finance. – 1968. – Vol. 23, No. 4. – P. 589–609.
5. Merton R.C. On the Pricing of Corporate Debt: The Risk Structure of Interest Rates // The Journal of
Finance. – 1974. – Vol. 29, No. 2. – P. 449–470.
6. Berger A.N., DeYoung R. Problem Loans and Cost Efficiency in Commercial Banks // Journal of Banking
& Finance. – 1997. – Vol. 21, No. 6. – P. 849–870.
7. Louzis D.P., Vouldis A.T., Metaxas V.L. Macroeconomic and Bank-Specific Determinants of Non-Performing
Loans in Greece: A Comparative Study of Mortgage, Business and Consumer Loan Portfolios // Journal of
Banking & Finance. – 2012. – Vol. 36, No. 4. – P. 1012–1027.
8. Klein N. Non-Performing Loans in CESEE: Determinants and Impact on Macroeconomic Performance. –
IMF Working Paper WP/13/72. – Washington: International Monetary Fund, 2013. – 27 p.
9. Beck R., Jakubik P., Piloiu A. Non-Performing Loans: What Matters in Addition to the Economic Cycle? –
ECB Working Paper No. 1515. – Frankfurt am Main: European Central Bank, 2013. – 34 p.
10. Salas V., Saurina J. Credit Risk in Two Institutional Regimes: Spanish Commercial and Savings Banks //
Journal of Financial Services Research. – 2002. – Vol. 22, No. 3. – P. 203–224.
11. Basel Committee on Banking Supervision. Principles for the Management of Credit Risk. – Basel: Bank for
International Settlements, 2000. – 26 p.
12. Basel Committee on Banking Supervision. Basel III: Finalising Post-Crisis Reforms. – Basel: Bank for
International Settlements, 2017. – 162 p.
13. International Monetary Fund. Republic of Uzbekistan: Financial Sector Assessment and Article IV
Consultation. – Washington: IMF, 2024.
14. Tijorat banklarining kredit va depozitlari to‘g‘risida statistik ma’lumotlar. // O‘zbekiston Respublikasi
Markaziy banki rasmiy veb-sayti. – https://cbu.uz/uz/statistics/bankstats/
15. Aktivlar miqdori bo‘yicha guruhlashtirilgan tijorat banklari faoliyatining alohida ko‘rsatkichlari. // O‘zbekiston
Respublikasi Markaziy banki rasmiy veb-sayti. – https://cbu.uz/uz/statistics/bankstats/
16. 2026-yil uchun mahalliy tizimli ahamiyatga molik banklar belgilandi. // O‘zbekiston Respublikasi Markaziy
banki matbuot xabari. – https://cbu.uz/uz/financial-stability/press-releases/
17. “O‘zmilliybank” AJ, “O‘zsanoatqurilishbank” ATB va “Asakabank” AJ yillik moliyaviy hisobotlari (2021–2025
yy.). // Korporativ axborot yagona portali. – https://openinfo.uz
Downloads
Published
How to Cite
Issue
Section
License
Copyright (c) 2026 GREEN ECONOMY AND DEVELOPMENT
This work is licensed under a Creative Commons Attribution 4.0 International License.
