Econometric Modeling and Forecasting of Factors Affecting the Credit Mechanism

Authors

  • Gadoev Suhrob Jumakulovich Termiz State University, Head of the Department of Finance

DOI:

https://doi.org/10.51699/ajdes.v32i.776

Keywords:

commercial bank, credit, credit mechanism, model, econometric modeling, correlation coefficient, multifactor econometric model

Abstract

Econometric models are widely used to solve various research problems in market economy and transition. In particular, commercial banks are effective in making rational decisions regarding the state of loans given to entities.

In this article, econometric modeling and forecasting of the factors affecting the credit mechanism is carried out and ways of their improvement are proposed.

References

Decree of the President of the Republic of Uzbekistan dated May 12, 2020 No. PF-5992. On the strategy of reforming the banking system of the Republic of Uzbekistan for 2020 - 2025//National database of legal documents, 05/13/2020, No. 06/20/5992/0581; National database of legislative information, 18.10.2021, No. 06/21/6325/0972; 12/30/2021, No. 06/21/42/1224, 03/18/2022, No. 06/22/89/0227; 10.06.2022, No. 06/22/152/0507; 04/27/2023, No. 06/23/62/0232.

Valentseva N.I. Tsenoobrazovanie na rynke bankovskikh uslug//Bankovskoe delo. - Moscow, 2013.

Litvinov E.O. Kreditnoe bremya naseleniya Rossii: voprosy theory i metodologii. Monograph. - Volgograd, 2012. - S. 14.

Lando D., Skodeberg T. Analyzing Rating Transitions and Rating Drift with Continuous Observations // Journal of Banking and Finance. - 2002. - Vol. 26 (2–3). - pp. 423–444.

Wei L., Yuan Z. The Loss Given Default of a Low-Default Portfolio with Weak Contagion//Insurance: Mathematics and Economics. - 2016. - Vol. 66. - pp. 113 -123.

Tasche D. Bayesian Estimation of Probabilities of Default for Low Default Portfolios//Journal of Risk Management in Financial Institutions. - 2013. - Vol. 6(3). - pp. 302–326.

Alimardonov I.M. Improving the methodological and practical foundations of lending to small business entities. I.F.D. diss. autoref. - Tashkent, 2018 - 61 p.

Gadoev S.J. Current issues of liquidity risk management in commercial banks. // Finance. - Tashkent, 2019. - No. 4. 43-50 p.

Gadoev S.J. Regarding the problem of unbalanced liquidity in commercial banks. // International finance and accounting. - Tashkent, 2019. - No. 3. 33-42 p.

Gadoev S.J. Topical issues of liquidity risk management at commercial banks//International Journal of Management, IT & Engineering. (ISSN: 2249-0558) Impact Factor: 7. 119, 2019. – Volume – 9, Issue – 9. – Pg. 73-77.

Gadoev S.J. Theoretical and practical aspects of the practice of using monetary policy instruments. // International finance and accounting. - Tashkent, 2017. - No. 5. 31-39 p.

Gadoev S.J. Ways to ensure the quality of the securities portfolio of commercial banks. // Finance. - Tashkent, 2021. - No. 4. 57-64 p.

Gadoev S.J. Current issues of ensuring liquidity of commercial banks. // Finance. - Tashkent, 2021. - No. 6. 89-98 p.

Gadoev S.J., Jumazoda A. Improving creditworthiness assessment of commercial banks' clients. // Logistics and economy. Tashkent, 2022. - No. 2. 58-65 p.

Gadoev S.J., Jumazoda A. Improving credit efficiency assessment of commercial banks' customers. // Thematic journal of business management (ISSN 2277-3002) Impact Factor: 7.25, 2022. – Volume – 5, Issue – 1. Pg. 18-24.

Downloads

Published

2023-08-03

How to Cite

Gadoev Suhrob Jumakulovich. (2023). Econometric Modeling and Forecasting of Factors Affecting the Credit Mechanism. Academic Journal of Digital Economics and Stability, 32, 20–35. https://doi.org/10.51699/ajdes.v32i.776

Issue

Section

Articles