TIJORAT BANKI VALYUTA ZAHIRALARINING DIVERSIFIKATSIYA DARAJASINI OSHIRISH YO‘LLARI (O‘ZBEKISTON TIJORAT BANKLARI MISOLIDA)
DOI:
https://doi.org/10.60078/3060-4842-2026-vol3-iss3-pp497-507Annotasiya
Ushbu maqola O‘zbekiston tijorat banklarining valyuta zahiralarini diversifikatsiya qilish masalalarini kompleks tarzda tadqiq etishga bag‘ishlangan. 2018–2024 yillar oralig‘idagi statistik ma’lumotlar, 12 ta tijorat bankining moliyaviy hisobotlari asosida valyuta portfellarining tarkibi, xavflarni boshqarish mexanizmlari va diversifikatsiya strategiyalari tahlil qilingan. Tadqiqot natijalari shuni ko‘rsatadiki, O‘zbekiston tijorat banklarida valyuta zahiralarining 73,4 foizi AQSH dollarida jamlangan bo‘lib, bu konsentratsiya darajasi xalqaro standartlardan 2,5–3 barobar yuqori va tizimli valyuta riskini sezilarli oshiradi. Taklif etilgan “5-valyuta optimal diversifikatsiya modeli” asosida banklarning Sharp koeffitsiyentini 96 foizga oshirish, stress test sharoitida maksimal yo‘qotishlarni 6,3 foizli punktga kamaytirish hamda VaR ko‘rsatkichini 4,4 foizli punktga pasaytirish imkoniyati mavjudligi aniqlangan
Kalit so‘zlar:
valyuta zahiralari diversifikatsiya tijorat banklari valyuta riski portfel boshqaruvi Herfindal-Hirshman indeksi Sharp koeffitsiyentiBibliografik manbalar
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