BANK TIZIMIDA TAVAKKALCHILIKLARNI MONITORING QILISHNING NAZARIY ASOSLARI
Ключевые слова:
bank monitoringi, tavakkalchilik, risk-menejment, KRI, EWS, stress-test, machine learning, Explainable AI, SupTech, prudensial nazorat.Аннотация
Maqolada bank tavakkalchiliklarini monitoring qilishning nazariy-metodologik asoslari risklarni aniqlash, baholash, dinamik kuzatish, prognozlash va boshqaruv qaroriga aylantirish zanjiri doirasida tizimlashtiriladi. Tadqiqot doirasida Basel Core Principles 2024, ISO 31000:2018, Early Warning System, KRI, stress-test, machine learning, Explainable AI va SupTech yondashuvlari tahlil qilinadi. O‘zbekiston bank tizimi uchun monitoringning normativ-huquqiy bazasi O‘RQ-580-sonli “Banklar va bank faoliyati to‘g‘risida”gi Qonun, 3427-son risk-menejment nizomi, 2693-son kapital monandligi, 2709-son likvidlik va 2696-son aktivlar sifati bo‘yicha talablar bilan bog‘lanadi. Adabiyotlar tahlilida bank nazorati va risk-menejmentida forward-looking yondashuv, real vaqtga yaqin monitoring, ma’lumotlar sifati, algoritmik shaffoflik va model interpretatsiyasi masalalari ajratib ko‘rsatiladi. Tahlil natijasida monitoringning “signal – baholash – prognoz – boshqaruv javobi” mantiqiga asoslangan ko‘p bosqichli arxitekturasi tizimlashtiriladi. Shuningdek, ma’lumotlar qatlami, indikatorlar qatlami, analitika qatlami, signal qatlami va boshqaruv qatlamidan iborat konseptual monitoring modeli asoslanadi. Maqolada retrospektiv hisobotdan proaktiv boshqaruvga o‘tish, EWS va risk-dashboard orqali kredit, likvidlik, bozor hamda operatsion risklarni birgalikda kuzatish, AI va machine learning modellarini explainability, model validation, data quality va human-in-the-loop tamoyillari bilan uyg‘unlashtirish zarurligi ko‘rsatiladi. Olingan xulosalar banklarda tavakkalchiliklarni monitoring qilishning nazariy asoslarini tizimlashtirish va monitoring mexanizmlarini zamonaviy raqamli yondashuvlar bilan takomillashtirishga qaratilgan.
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