TIJORAT BANKLARIDA SKORING MODELLARINI QO‘LLASH ORQALI KREDIT TAVAKKALCHILIGINI KAMAYTIRISH YO‘LLARI
Аннотация
Ushbu tadqiqotda tijorat banklarida kredit tavakkalchiligini (credit risk) minimallashtirish, aktivlar sifatini oshirish va nofaol kreditlar (NPL) shakllanishining oldini olishda zamonaviy skoring modellarini qo‘llashning nazariy-uslubiy hamda amaliy yo‘nalishlari tadqiq etilgan. Asimmetrik axborot nazariyasi, kredit qarorlarini qabul qilishdagi xatti-harakatlar tahlili va ehtimolli-statistik modellashtirish konsepsiyalariga tayangan holda, an’anaviy ekspert usullaridan parametrik hamda mashinali o‘rganishga (Machine Learning) asoslangan skoring tizimlariga o‘tishning iqtisodiy samaradorligi ilmiy jihatdan asoslab berilgan. Tadqiqot doirasida arizaviy (Application), xulq-atvor (Behavioral) va erta ogohlantiruvchi skoring modellarining defolt ehtimolini (Probability of Default — PD) aniqlashdagi aniqlik darajasi, IFRS 9 xalqaro standarti va Bazel talablari bilan integratsiyalashuvi hamda muqobil katta ma’lumotlar (Big Data) bazasidan foydalanish imkoniyatlari tahlil qilingan. Olingan natijalar asosida kredit anderraytingini avtomatlashtirish, model risklarini boshqarish (Model Risk Management) va tijorat banklarining moliyaviy barqarorligini ta’minlashga qaratilgan PhD darajasidagi ilmiy-amaliy takliflar ishlab chiqilgan.
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Библиографические ссылки
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