CREDIT RISKS AND MANAGEMENT STRATEGIES OF COMMERCIAL BANKS IN UZBEKISTAN
DOI:
https://doi.org/10.55439/INS/vol1_iss9/168##article.subject##:
Credit risk, risk management strategies, credit scoring models, diversification, credit derivatives, securitization, regulatory frameworks, Basel accords, borrower creditworthiness, macro-economic factors.##article.abstract##
This study looks at the credit risks and risk management techniques used by Uzbek commercial banks. The study investigates a number of management techniques to reduce these risks, including strengthening loan monitoring systems, refining credit risk assessment frameworks, and moving state-owned banks toward more commercially oriented business models. This thorough study offers insightful information about the difficulties and approaches associated with credit risk management in the developing financial environment of Uzbekistan.
References
Saunders, Anthony, and Linda Allen. Credit risk management in and out of the financial crisis: new approaches to value at risk and other paradigms. John Wiley & Sons, 2010.
Allen, Linda, and Anthony Saunders. Risk management in banking. Oxford: Oxford University Press, 2012.
Altman EI, Bharath ST, Saunders A. Credit ratings and the BIS capital adequacy reform agenda. Journal of banking & finance. 2002 May 1;26(5):909-21.
Altman EI, Saunders A. Credit risk measurement: Developments over the last 20 years. Journal of banking & finance. 1997 Dec 1;21(11-12):1721-42.
Merton RC. On the pricing of corporate debt: The risk structure of interest rates. The Journal of finance. 1974 May 1;29(2):449-70.
Acharya VV, Almeida H, Campello M. Is cash negative debt? A hedging perspective on corporate financial policies. Journal of financial intermediation. 2007 Oct 1;16(4):515-54.
Altman EI. Financial ratios, discriminant analysis and the prediction of corporate bankruptcy. The journal of finance. 1968 Sep 1;23(4):589-609.
Ohlson JA. Financial ratios and the probabilistic prediction of bankruptcy. Journal of accounting research. 1980 Apr 1:109-31.
Rosenberg JV, Schuermann T. A general approach to integrated risk management with skewed, fat-tailed risks. Journal of Financial economics. 2006 Mar 1;79(3):569-614.
Markowitz HM. Foundations of portfolio theory. The journal of finance. 1991 Jun 1;46(2):469-77.
Singleton KJ, Duffie D. Credit risk: Pricing, measurement, and management. Princeton University Press; 2012.
Shakdwipee P, Mehta M. From basel i to basel ii to basel iii. International Journal of New Technology and Research (IJNTR). 2017 Jan;3(1):66-70.
www.cbu.uz - Central Bank of Uzbekistan. (2023). "Quarterly Financial Stability Report."
www.ceicdata.com - CEIC Data. (2024). "Uzbekistan Non-Performing Loans, 2011 – 2024."
www.moodys.com - Moody’s Investors Service. (2023). "Credit Analysis of Uzbek Banks."
www.fitchratings.com - Fitch Ratings. (2023). "Uzbekistan Banking Sector Review."
Shukurov, R. A. (2021). "O‘zbekiston bank tizimidagi kredit risklarini baholash usullari". O‘zbekiston milliy universiteti iqtisodiy tadqiqotlar jurnali, 2(3), 45-57.
Karimov, A. B. (2020). "Tijorat banklarida kredit risklarini boshqarish: O‘zbekistondagi amaliyot". TDIU Ilmiy Jurnali, 5(2), 123-135.
Abdullayev, U. T. (2019). "O‘zbekiston bank sektoridagi kredit risklarini kamaytirish strategiyalari". Buxoro Davlat Universiteti Iqtisodiy Tadqiqotlar Jurnali, 4(1), 89-102.
Baratova, D., & Olmosova, M. (2023). CHINESE EXPERIENCE IN ASSESSING THE INVESTMENT ACTIVITY OF INSURERS. Strakhovoy rynok Uzbekistana, 1(4), 35–38. izvlecheno ot https://insurance.tsue.uz/index.php/journal/article/view/67.
