Vol. 5 No. 6 (2026), Articles
Vol. 5 No. 6 (2026)

MOLIYA BOZORIDAGI TAVAKKALCHILIKLARNI BAHOLASH VA BOSHQARISHDA STATISTIK INDIKATORLARNING ROLI

Articles
Published 2026-10-01
Shakirova Nigora Axralovna
Tashkent State University of Economics PhD, Associate Professor Department of Economic statistics
Ismoilov Fayyozbek Farxod o’g’li
Toshkent davlat iqtisodiyot universiteti Moliya fakulteti 2-kurs talabasi
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Keywords

moliya bozori, tavakkalchilik, statistik indikatorlar, standart og‘ish, tavakkal ostidagi qiymat (VaR), beta koeffitsienti, volatillik, GARCH modeli, stress-test.

Abstract

Ushbu maqolada moliya bozorida yuzaga keladigan turli xil tavakkalchiliklarni (bozor, kredit, likvidlik va operatsion tavakkalchiliklar) baholash va boshqarishda qo‘llaniladigan statistik indikatorlarning ilmiy-nazariy va amaliy ahamiyati tahlil qilinadi. Standart og‘ish, dispersiya, variatsiya koeffitsienti, korrelyatsiya va kovariatsiya, beta koeffitsienti, Sharp va Sortino koeffitsientlari, tavakkal ostidagi qiymat (VaR) va shartli tavakkal ostidagi qiymat (CVaR), shuningdek GARCH turkumidagi ekonometrik modellar kabi zamonaviy statistik vositalarning imkoniyatlari, ularning O‘zbekiston moliya bozori sharoitida qo‘llanilishining o‘ziga xos xususiyatlari yoritilgan. Tadqiqot natijalariga ko‘ra, statistik indikatorlar tizimini rivojlantirish moliyaviy institutlarning tavakkalchilikni erta aniqlash va boshqarish salohiyatini sezilarli darajada oshirishi mumkin.

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