TIJORAT BANKLARINING MOLIYAVIY KO‘RSATKICHLARI ASOSIDA MUAMMOLI KREDITLAR ULUSHINI (NPL) EKONOMETRIK MODELLASHTIRISH: PANEL MA’LUMOTLAR TAHLILI
DOI:
https://doi.org/10.5281/zenodo.18087435Ключевые слова:
Non-performing loans (NPL), panel data, fixed effects model, dynamic model, logarifmik transformatsiya, O‘zbekiston banklariАннотация
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
Библиографические ссылки
1. Beck, R., Jakubik, P., & Piloiu, A. (2015). Key determinants of non-performing loans: new evidence from a global
sample. Open Economies Review, 26(3), 525-550.
2. Dimitrios, A., Helen, L., & Mike, T. (2016). Determinants of non-performing loans: Evidence from Euro-area countries.
Finance Research Letters, 18, 116-119.
3. Ghosh, A. (2015). Banking-industry specific and regional economic determinants of non-performing loans: Evidence
from US states. Journal of Financial Stability, 20, 93-104.
4. Klein, N. (2013). Non-performing loans in CESEE: Determinants and impact on macroeconomic performance. IMF
Working Paper No. 13/72.
5. Louzis, D. P., Vouldis, A. T., & Metaxas, V. L. (2012). Macroeconomic and bank-specific determinants of non-performing
loans in Greece: A comparative study of mortgage, business and consumer loan portfolios. Journal of Banking &
Finance, 36(4), 1012-1027.
6. Makri, V., Tsagkanos, A., & Bellas, A. (2014). Determinants of non-performing loans: The case of Eurozone.
Panoeconomicus, 61(2), 193-206.
7. Ozili, P. K. (2019). Non-performing loans and financial development: new evidence. The Journal of Risk Finance,
20(1), 59-81.
8. Rubin, D. B. (1987). Multiple Imputation for Nonresponse in Surveys. John Wiley & Sons.
9. Granger, C. W. J. (1969). Investigating causal relations by econometric models and cross-spectral methods.
Econometrica, 37(3), 424-438. (Izoh: Granger testi asosi).
10. Sufian, F., & Habibullah, M. S. (2009). Determinants of bank profitability in a developing economy: Empirical evidence
from Bangladesh. Journal of Business Economics and Management, 10(3), 207-217. (Izoh: Rivojlanayotgan
mamlakatda ROA omillari).
Загрузки
Опубликован
Как цитировать
Выпуск
Раздел
Лицензия
Copyright (c) 2025 ЗЕЛЁНАЯ ЭКОНОМИКА И РАЗВИТИЕ
Это произведение доступно по лицензии Creative Commons «Attribution» («Атрибуция») 4.0 Всемирная.