O‘ZBEKISTON BANK TIZIMIDA AKTIVLAR VA MAJBURIYATLAR MUDDATLARI NOMUVOFIQLIGINI FOIZ RISKI NUQTAI NAZARIDAN BAHOLASH
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aktivlar va majburiyatlarni boshqarish, muddat nomuvofiqligi, foiz riski, tarkibiy nomuvofiqlik indeksi, muddat transformatsiyasi, kredit-depozit nisbati, kredit-depozit foiz spredi, qayta narxlash tafovuti, sof foiz marjasi.Abstrak
Maqolada O‘zbekiston bank tizimida aktivlar va majburiyatlar muddatlari nomuvofiqligi foiz riski nuqtai nazaridan baholangan. Tadqiqot 2020-2025 yillarga oid yillik ko‘rsatkichlar va 72 ta oylik kuzatuv asosida amalga oshirilgan. Tahlilda dinamik, tarkibiy va taqqoslama tahlil, koeffitsientlar va korrelyatsiya usullari hamda kredit-depozit foiz spredini baholashdan foydalanilgan. Maqolada tarkibiy nomuvofiqlik indeksi va muddat-valyuta foiz spredi matritsasini birgalikda qo‘llashga asoslangan baholash usuli taklif etilgan. Tadqiqot natijalari asosida uzoq muddatli kreditlarni barqaror resurslar bilan qoplash, valyuta kesimida GAP limitlarini belgilash hamda TNI, NII, EVE, LCR va NSFR ko‘rsatkichlarini kompleks nazorat qilish bo‘yicha amaliy tavsiyalar ishlab chiqilgan.
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