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Tijorat Banklarining Moliyaviy Ko‘Rsatkichlari Asosida Muammoli Kreditlar Ulushini (Npl) Ekonometrik Modellashtirish: Panel Ma’Lumotlar Tahlili

Author

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  • Baxrom Ishniyazov
  • Eldor Xurramov

Abstract

Ushbu maqola O‘zbekiston tijorat banklarida muammoli kreditlar ulushini (NPL) moliyaviy ko‘rsatkichlarva makroiqtisodiy omillar asosida ekonometrik modellashtirishga bag‘ishlangan. 2020–2025-yillarga oid oylik panelma’lumotlardan foydalanib, fixed effects (FE), random effects (RE) va dynamic panel modellari qo‘llanilgan. Bankko‘rsatkichlari (aktivlar, kreditlar, kapital, depozitlar) dastlabki hajmi katta bo‘lgani uchun tabiiy logarifm (Ln) orqalitransformatsiya qilingan, bu ma’lumotlar taqsimotini normallashtirish va modellashni yaxshilash uchun kerak edi. Natijalarshuni ko‘rsatadiki, bank-spesifik omillar (kredit va kapital) NPLga salbiy ta’sir ko‘rsatadi, makroiqtisodiy omillar (GDPo‘sishi va valyuta kursi) esa ijobiy yoki salbiy bog‘liq. Dynamic modelda R² = 0.47 bo‘lib, lag qo‘shilishi modelni sezilarlidarajada yaxshilaydi. Hausman testi FE modelini tasdiqlaydi, VIF qiymatlari esa multikollineariya yo‘qligini ko‘rsatadi.Ushbu tahlil R dasturida amalga oshirilgan bo‘lib, bank sektorida kredit riskini boshqarish uchun amaliy tavsiyalar beradi

Suggested Citation

  • Baxrom Ishniyazov & Eldor Xurramov, 2025. "Tijorat Banklarining Moliyaviy Ko‘Rsatkichlari Asosida Muammoli Kreditlar Ulushini (Npl) Ekonometrik Modellashtirish: Panel Ma’Lumotlar Tahlili," GREEN ECONOMY AND DEVELOPMENT, "Ma'rifat-Print-Media" LLC, Tashkent State University of Economics, vol. 3(12), December.
    • Handle: RePEc:teu:ged000:v:3:y:2025:i:12:id:8520
    DOI: 10.5281/zenodo.18087435
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