BANK RISKLARI VA ULARNI TAʼSIRINI EKONOMETRIK MODELLASHTIRISHDA STATISTIK HISOBOTLARNI SHAKLLANTIRISHNING NAZARIY ASOSLARI

BANK RISKLARI VA ULARNI TAʼSIRINI EKONOMETRIK MODELLASHTIRISHDA STATISTIK HISOBOTLARNI SHAKLLANTIRISHNING NAZARIY ASOSLARI

Authors

  • Sardorbek Kamoldinov

DOI:

https://doi.org/10.5281/zenodo.17609637

Keywords:

risk, black-box modellari, geosiyosiy risk, K.I.S.S. (“keep it simple, stupid”) tamoyili, ekonometrik modellashtirish, kiberhujumlar, bashoratlash, tasodifiy (stokastik) o‘zgaruvchilar

Abstract

Ushbu maqola bank risklari va ularning ta’sirini ekonometrik modellashtirish jarayonida statistik hisobotlarni
shakllantirishning nazariy asoslarini o‘rganish uchun amaliy tadqiqotlar va boshqa ilmiy manbalardan foydalanadi. Tijorat
banklari faoliyatiga ta’sir qiluvchi bank risklari hamda ularning ta’sirini ekonometrik modellashtirishda yuzaga kelishi
mumkin bo‘lgan holatlar keng tahlil qilinadi.

Author Biography

Sardorbek Kamoldinov

Toshkent Davlat iqtisodiyot universiteti
Oliy va amaliy matematika kafedrasi oʻqituvchi

References

1. Ўзбекистон Республикаси Президентининг 2017 йил 7 февралдаги “Ўзбекистон Республикасини янада

ривожлантириш бўйича Ҳаракатлар стратегияси тўғрисида” ги ПФ-4947-сонли фармони. Ўзбекистон

Республикаси қонун ҳужжатлари тўплами. – Тошкент, 2017. – № 6 (766). – 32-б.

2. Alnabulsi, K., Kozarevic, E., & Hakimi, A. (2023). Non-performing loans as a driver of banking distress: A systematic

literature review. Commodities, 2(2), 111–130.

3. Kedarya, T., & Elalouf, A. (2023). Risk management strategies for the banking sector to cope with the emerging

challenges. Foresight and STI Governance. https://doi.org/10.17323/2500-2597.2023.3.68.76

4. Penikas, H. Model Risk for Acceptable, but Imperfect, Discrimination and Calibration in Basel PD and LGD Models

[Electronic resource] / H. Penikas // Bank of Russia Working Paper Series. – 2022. – № 92. – Mode of access: http://

www.cbr.ru/StaticHtml/ File/135028/wp_92.pdf. – Date of access: 17.08.2024.

5. Нестеренок, Г. Управление модельным риском / Г. Нестеренок // Банкаўскі веснік. – 2021. – № 4 (693). – С.

31–37.

6. Crouhy, M. Risk Management / M. Crouhy, D. Galai, R. Mark. – McGraw-Hill Education, 2001. – 717 p.

7. Crouhy, M. The Essentials of Risk Management / M. Crouhy, D. Galai, R. Mark. – McGraw-Hill, 2006. – 431 p

8. Энциклопедия финансового риск-менеджмента / А.А. Лобанов [и др.]; под ред. А.А. Лобанова, А.В. Чугунова. –

4-е изд., испр. и доп. – М.: Альпина Бизнес Букс, 2009. – 932 с

9. Crouhy, M. The Essentials of Risk Management / M. Crouhy, D. Galai, R. Mark. – McGraw-Hill, 2006. – 431 p

10. Нестеренок, Г. Управление модельным риском / Г. Нестеренок // Банкаўскі веснік. – 2021. – № 4 (693). – С. 31–37

11. Л. Германов. Факторы модельного риска банка и инструменты ограничения их влияния./ Банкaўскi веснiк.-

2024.-21-26 с.

12. Rishi, R., & Hiresh, H. (2023). A study on risk management in the banking industry. Journal of Global Economy. https://

doi.org/10.1956/jge.v19i2.687

13. https://www.bankofengland.co.uk/systemic-risk-survey/2024/2024-h2

14. https://www.protiviti.com/gl-en/survey/top-risks-financial-services-industry-2024

15. https://www.sas.com/en_au/news/press-releases/2025/march/ft-longitude-banking-risk-management-survey.html.

Downloads

Published

2025-11-01

How to Cite

Kamoldinov , S. (2025). BANK RISKLARI VA ULARNI TAʼSIRINI EKONOMETRIK MODELLASHTIRISHDA STATISTIK HISOBOTLARNI SHAKLLANTIRISHNING NAZARIY ASOSLARI. GREEN ECONOMY AND DEVELOPMENT, 3(11). https://doi.org/10.5281/zenodo.17609637
Loading...