KLASTER ZANJIRIDA TIZIMLI (SISTEMIK) RISKLARNING TARQALISH DINAMIKASINI BAHOLASH VA STRESS-TESTLASH METODOLOGIYASI
Keywords:
tizimli risk, klaster, risklarning tarqalishi, stress-testlash, tarmoq modeli, DebtRank, spektral radius, teskari stress-test, kutilgan yetishmovchilik, paxta-to‘qimachilik klasteri.Abstract
Mazkur maqolada klaster zanjirida tizimli (sistemik) risklarning tarqalish dinamikasini miqdoriy baholash va klaster barqarorligini stress-testlash metodologiyasi ishlab chiqilgan. Mavzuning dolzarbligi shundan iboratki, paxta-to‘qimachilik klasterlarida jahon narxi tebranishi, eksport tushumining kamayishi va moliyaviy majburiyatlar bo‘yicha muammolar zanjir bo‘ylab kuchayib tarqaladi, biroq risk-menejment amaliyoti asosan alohida korxona darajasida qolmoqda. Tadqiqotning maqsadi klaster zanjirini real (ta’minot) va moliyaviy kanallar orqali bog‘langan tarmoq sifatida ifodalash, boshlang‘ich zarbaning ko‘payish koeffitsiyentini hisoblash hamda risk-menejment choralarini tizimli ahamiyati yuqori bo‘g‘inlarga yo‘naltirish qoidasini asoslashdan iborat. Tadqiqot gipotezasi: tizimli yo‘qotish boshlang‘ich zarbalarning yig‘indisiga teng emas, u tarmoq matritsasining spektral radiusi va zarba tushgan bo‘g‘inning ahamiyati bilan belgilanadi. Ilmiy yangilik — tizimli yo‘qotish indeksi, ko‘payish koeffitsiyenti, tizimli ahamiyat indeksi, kutilgan yetishmovchilik va teskari stress-test chegarasini yagona sxemada beruvchi metodikaning taklif etilganligida. Metodologik asos — DebtRank tipidagi dinamik model, Leontyev tipidagi analitik yechim, Monte-Karlo simulyatsiyasi va teskari stress-test; kalibrlash 2023–2025 yillardagi rasmiy ma’lumotlarga tayangan. Sakkiz tugunli klaster misolidagi imitatsion tajriba shuni ko‘rsatdiki, spektral radius 0,61 bo‘lganda zarbalar 1,84–3,02 barobar kuchayadi, kombinatsiyalangan stsenariyda tizimli yo‘qotish indeksi 0,72 ga yetadi, klaster esa stsenariy zarbasining atigi 34,7 foizida tanqidiy zonaga o‘tadi. Kapital zaxirasi, ta’minot diversifikatsiyasi va to‘lov intizomi choralari majmui kutilgan yetishmovchilikni 0,544 dan 0,370 gacha (32,1 %) kamaytiradi. Natijalar klaster tashkilotchilari va banklar uchun amaliy ahamiyatga ega.
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