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Home > IQTISODIYOT > Vol. 2020 > No. 4 (2020)

 

Economics and Innovative Technologies

Abstract

In today’s economic instability, risk assessment is an integral part of the activities of all organizations, especially commercial banks. Despite the active use of various methodological approaches in stress testing in foreign countries, the risk assessment system in Uzbekistan has not yet been properly developed. The article analyzes the main concepts, principles, approaches and features underlying the process of organizing and conducting stress tests in commercial banks. A methodological approach to the study of risks is proposed, which presents the top-down mechanism and its main stages.

References

1. Blaschke W., Jones T., Majnoni G., Peria S-M. Stress Testing of Financial Systems: An Overview of Issues, Methodologies, and FSAP Experience, IMF Working Paper, 2001. 2. Stress testing by large financial institutions: current practice and aggregation issues, BIS, 2000. 3. Basel Committee on Banking Supervision, International Convergence of Capital Measurement and Capital Standards, 2004. 4. Sorokina I.O. Approaches to stress testing in Russian banks: assessment of operational risk and liquidity risk // Ekonomicheskiy zhurnal. 2011. T. 22. № 2. 80–88 b. 5. Kozyr N.S., Epronasyan A.A. Stress testing as a method of analysis of bank risks. Financial instruments. 2015. 31-44 p. 6. Resolution of the President of the Republic of Uzbekistan dated May 6, 2015 No PP-2344 "On measures to further increase the financial stability of commercial banks and develop their resource base" 7. Decree of the President of the Republic of Uzbekistan No. PF-5992 of May 12, 2020 "On the strategy of reforming the banking system of the Republic of Uzbekistan for 2020-2025" 8. A meeting chaired by the President of the Republic of Uzbekistan Sh.M.Mirziyoev on June 6 this year to implement the strategy of reforming the banking system of the Republic of Uzbekistan for 2020-2025 and accelerate the transformation of commercial banks, aimed at increasing the share of private sector in bank assets from 15% to 60%. materials 9. Official essages of the Central Bank of the Republic of Uzbekistan. 10. E- source. Investopedia Library of Financial Terms.

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