INVESTITSION LOYIHALARNI MOLIYALASHTIRISHDA KREDIT RISKLARINI BAHOLASH MEXANIZMLARI
Abstract
Mazkur tezisda tijorat banklari tomonidan investitsion loyihalarni moliyalashtirishda kredit risklarini baholash mexanizmlari ilmiy-amaliy jihatdan tahlil qilingan. Investitsion kreditlarning uzoq muddatliligi, qurilish va ishga tushirish bosqichlaridagi noaniqlik, bozor, valyuta va tartibga solish omillari ularning risk profilini an'anaviy aylanma mablag'lar kreditlaridan sezilarli darajada farqlashi asoslangan. Tadqiqotning maqsadi — investitsion loyihalar kredit riskini baholashning zamonaviy mexanizmlarini tizimlashtirish va ularni O'zbekiston tijorat banklari amaliyotiga joriy etish yo'nalishlarini aniqlash. Tezisda loyihaning hayotiy sikli bosqichlari bo'yicha risklar tasnifi keltirilgan, sifat va miqdoriy baholash usullari (reyting va slotting yondashuvi, PD, LGD, EAD va kutilayotgan zarar modeli, DSCR va LLCR koeffitsiyentlari, sezgirlik, ssenariy va Monte-Karlo tahlili, stress-testlar, mashinali o'qitishga asoslangan skoring) qiyosiy tahlil qilingan. Tahlil natijalariga ko'ra, kredit riskini baholash samaradorligi alohida usullarni qo'llash bilan emas, balki ularni loyihaning butun hayotiy sikli davomida uzluksiz qo'llaniladigan yagona tizimga birlashtirish bilan ta'minlanishi asoslab berilgan hamda banklar uchun amaliy takliflar ishlab chiqilgan.
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References
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