Oʻzbekcha
GLOBAL IQTISODIY BEQARORLIK SHAROITIDA MOLIYAVIY RISKLARNI BOSHQARISH: O‘ZBEKISTON BANK SEKTORINING EMPIRIK TAHLILI VA JANUBIY KOREYA TAJRIBASI BILAN QIYOSI
Jurnal
Zamonaviy fan: innovatsion yondashuvlar va yosh tadqiqotchilarning dolzarb izlanishlari
Nashr
Zamonaviy fan: innovatsion yondashuvlar va yosh tadqiqotchilarning dolzarb izlanishlari
Annotatsiya
Ushbu tezisda global iqtisodiy beqarorlik sharoitida O‘zbekiston bank sektoridagi moliyaviy risklarni boshqarish masalalari panel ma’lumotlar asosidagi empirik tahlil orqali o‘rganiladi. 2022-2026-yillar oralig‘ida faoliyat yuritgan 31 ta tijorat bankining besh vaqt kesimi (jami 155 kuzatuv) bo‘yicha shakllantirilgan balanslashgan panel ma’lumotlar bazasida Fixed Effects regressiya modeli qo‘llanildi, bunda bog‘liq o‘zgaruvchi sifatida muammoli kreditlar (NPL) ulushi, mustaqil o‘zgaruvchi sifatida FED bazaviy stavkasi va nazorat o‘zgaruvchisi sifatida bank aktivlarining logarifmi tanlab olindi. Natijalar FED stavkasi va bank hajmining NPL darajasiga statistik jihatdan ahamiyatli ta'sir ko‘rsatishini tasdiqladi. Olingan xulosalar Janubiy Koreyaning "katta beshlik" tijorat banklari bo‘yicha 2023-2026-yillardagi NPL va kapital yetarliligi (CAR) ko‘rsatkichlari bilan qiyoslandi. Tahlil natijalari O‘zbekiston bank tizimida makroprudensial nazoratni, xususan bank hajmiga va tashqi omillarga tayanuvchi differensial yondashuvni kuchaytirish zarurligini ko‘rsatadi
Kalit so‘zlar
Janubiy Koreya
O‘zbekiston bank sektori
kapital yetarliligi (CAR)
makroprudensial siyosat
moliyaviy risklarni boshqarish
muammoli kreditlar (NPL)
panel regressiya
English
This thesis examines financial risk management in Uzbekistan's banking sector under conditions of global economic instability through an empirical panel-data analysis. Using a balanced panel of 31 commercial banks observed across five time points between 2022 and 2026 (155 observations), a Fixed Effects regression model was estimated with the non-performing loan (NPL) ratio as the dependent variable, the FED policy rate as the key independent variable, and the logarithm of bank assets as a control. The results confirm that both the FED rate and bank size have a statistically significant effect on NPL levels. The findings are compared with NPL and capital adequacy ratio (CAR) dynamics of South Korea's five largest commercial banks over 2023-2026. The analysis indicates a need to strengthen macroprudential oversight in Uzbekistan, particularly through a size-differentiated regulatory approach
South Korea
Uzbekistan banking sector
capital adequacy ratio (CAR)
financial risk management
macroprudential policy
non-performing loans (NPL)
panel regression
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