MARKET RISKS IN COMMERCIAL BANKS: METHODS OF ASSESSMENT AND ANALYSIS

Authors

  • A.Rakhimov PhD, Tashkent institute of Finance
  • Sh.Mamadjonov Master student, Tashkent institute of Finance

Keywords:

Currency position, spread, yield curve, VaR analysis

Abstract

The article notes that in connection with the crisis in the global economy, the problem of creating an effective system of market risk management in commercial banks has become even more urgent. The increase in the volume of transactions associated with market risks, as well as the complication of financial instruments, have led to an increase in the importance of these problems in Uzbekistan. The article explores the theoretical foundations of the analysis of market risks of commercial banks, their essence and content. Methods for assessing market risks are considered on the example of a specific commercial bank. It is concluded that banks need to develop a culture of risk management, which should be incorporated into all banking operations and policies, taking into account international practice.

References

Regulation of the Central Bank of the Republic of Uzbekistan No. 2229 "On minimum requirements for banking risk management of commercial banks", approved on May 25, 2011.

Ivliyev SV Market risk management: methodology, practice, recommendations. Practical guide. T: Russia. 2019 y.

Kazimagomedov AA Banking: organization of the central bank and commercial bank, non-bank organizations. Textbook. T .: INFRA-M, 2020 y.

Shapkin A. S. Economic and financial risks and their management, - 8th edition. - T .: Dashkov, 2020 y.

Rakhimov, Akmal (2021) "ISSUES OF INCREASING CUSTOMERS SATISFACTION GRADE WITH BANKING SERVICES" International Finance and Accounting: Vol. 2021: Iss. 2 , Article 15. Available at: https://uzjournals.edu.uz/interfinance/vol2021/iss2/15

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Published

2022-03-31

How to Cite

A.Rakhimov, & Sh.Mamadjonov. (2022). MARKET RISKS IN COMMERCIAL BANKS: METHODS OF ASSESSMENT AND ANALYSIS. European Journal of Research Development and Sustainability, 3(3), 92-94. Retrieved from https://scholarzest.com/index.php/ejrds/article/view/2017

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