TIJORAT BANKLARINING MOLIYAVIY KO‘RSATKICHLARI ASOSIDA MUAMMOLI KREDITLAR ULUSHINI (NPL) EKONOMETRIK MODELLASHTIRISH: PANEL MA’LUMOTLAR TAHLILI
DOI:
https://doi.org/10.5281/zenodo.18087435Keywords:
Non-performing loans (NPL), panel data, fixed effects model, dynamic model, logarifmik transformatsiya, O‘zbekiston banklariAbstract
Ushbu maqola O‘zbekiston tijorat banklarida muammoli kreditlar ulushini (NPL) moliyaviy ko‘rsatkichlar
va makroiqtisodiy omillar asosida ekonometrik modellashtirishga bag‘ishlangan. 2020–2025-yillarga oid oylik panel
ma’lumotlardan foydalanib, fixed effects (FE), random effects (RE) va dynamic panel modellari qo‘llanilgan. Bank
ko‘rsatkichlari (aktivlar, kreditlar, kapital, depozitlar) dastlabki hajmi katta bo‘lgani uchun tabiiy logarifm (Ln) orqali
transformatsiya qilingan, bu ma’lumotlar taqsimotini normallashtirish va modellashni yaxshilash uchun kerak edi. Natijalar
shuni ko‘rsatadiki, bank-spesifik omillar (kredit va kapital) NPLga salbiy ta’sir ko‘rsatadi, makroiqtisodiy omillar (GDP
o‘sishi va valyuta kursi) esa ijobiy yoki salbiy bog‘liq. Dynamic modelda R² = 0.47 bo‘lib, lag qo‘shilishi modelni sezilarli
darajada yaxshilaydi. Hausman testi FE modelini tasdiqlaydi, VIF qiymatlari esa multikollineariya yo‘qligini ko‘rsatadi.
Ushbu tahlil R dasturida amalga oshirilgan bo‘lib, bank sektorida kredit riskini boshqarish uchun amaliy tavsiyalar beradi
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