TIJORAT BANKLARI KAPITALLASHUVI VA DAROMADLARINING PROGNOZI
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bank kapitali, kapitallashuv darajasi, prognozlash, senariy tahlili, imitatsion model, aktivlar rentabelligi, foydani kapitallashtirish, kapital rejalashtirish, bank tizimi barqarorligi.Abstrak
Maqolada O'zbekiston tijorat banklarining kapitallashuv darajasi va daromadlari 2030-yilgacha uch senariy - bazaviy, optimistik va pessimistik - doirasida prognoz qilingan. Prognoz sektor aktivlarining 90 foizdan ortig'ini qamrab oluvchi 20 ta tijorat bankining 2020-2024-yillardagi haqiqiy ko'rsatkichlariga asoslangan bo'lib, unda balans o'zaro bog'liqliklariga tayanuvchi imitatsion model qo'llanilgan. Model parametrlari (aktivlarning o'sish sur'ati, aktivlar rentabelligi, foydani kapitallashtirish koeffitsienti va tashqi kapital in'ektsiyalari hajmi) retrospektiv trend baholari hamda panel ma'lumotlar asosida baholangan regressiya tenglamasi yordamida asoslangan. Natijalarga ko'ra, bazaviy senariyda kapitallashuv darajasi 2030-yilga borib 14,54 foizdan 13,21 foizga pasayadi, optimistik senariyda 16,91 foizgacha ko'tariladi, pessimistik senariyda esa 10,79 foizga tushib, tartibga soluvchi eng kam darajadan past bo'ladi. Kapitallashuv darajasini 15 foiz atrofida saqlab qolish uchun 2030-yilga qadar bazaviy senariyda 29,7 trln so'm, pessimistik senariyda esa 63,8 trln so'm qo'shimcha kapital talab etiladi.
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