O‘ZBEKISTON TIJORAT BANKLARIDA LIKVIDLILIK RISKINI BAZEL III STANDARTLARI ASOSIDA TARTIBGA SOLISH MEXANIZMLARI
DOI:
https://doi.org/10.5281/zenodo.23646907Annotatsiya
Ushbu tadqiqotda O‘zbekiston tijorat banklarida likvidlilik riskini Bazel III standartlari asosida tartibga solishning nazariy-metodologik asoslari, amaldagi normativ mexanizmlari va ularni takomillashtirish yo‘nalishlari tadqiq etilgan. Bank tizimi aktivlari 2026-yil 1-iyul holatiga 1 005,8 trln so‘mga yetgan, likvidlilikni qoplash koeffitsienti (LCR) hamda sof barqaror moliyalashtirish koeffitsienti (NSFR) esa minimal talablardan sezilarli yuqori bo‘lishiga qaramay, kredit/depozit nisbatining yuqoriligi, valyuta dollarlashuvi, muddatlar nomuvofiqligi va depozitlar konsentratsiyasi tizimli likvidlilik risklarini saqlab qolayotgani asoslab berilgan. Tadqiqot doirasida Bazel qo‘mitasining likvidlilik standartlari Markaziy bank talablari bilan qiyosiy tahlil qilingan hamda 2024–2026-yillardagi likvidlilik ko‘rsatkichlari dinamikasi baholangan. Natijada formal moslik va real barqarorlik o‘rtasidagi farq aniqlanib, yuqori sifatli likvid aktivlar (YSLA) tasnifi va hisob koeffitsientlarini Bazel III bilan to‘liq uyg‘unlashtirish, konservativ stress-testlarni joriy etish, ikkinchi ustun doirasida bankka xos talablar belgilash, valyuta likvidligini alohida nazorat qilish hamda favqulodda likvidlik yordami mexanizmini shakllantirish bo‘yicha amaliy takliflar ishlab chiqilgan.Kalit soʻzlar
likvidlilik riski, Bazel III, likvidlilikni qoplash koeffitsienti (LCR), sof barqaror moliyalashtirish koeffitsienti (NSFR), yuqori sifatli likvid aktivlar, stress-test, tijorat banklari, Markaziy bank, dollarlashuv.Foydalanilgan adabiyotlar roʻyxati
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