Илғор иқтисодиёт ва педагогик технологиялар 3-том 3-сан (2026) · 497-507-беттер

WAYS TO INCREASE THE LEVEL OF DIVERSIFICATION OF COMMERCIAL BANK FOREIGN EXCHANGE RESERVES (ON THE EXAMPLE OF COMMERCIAL BANKS OF UZBEKISTAN)

Pardayev, Anvarjon, Пардаев, Анваржон, Pardayev, Anvarjon

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Аннотация

This article is dedicated to a comprehensive study of the issues surrounding the diversification of foreign exchange reserves in commercial banks of Uzbekistan. Based on statistical data spanning from 2018 to 2024 and the financial statements of 12 commercial banks, the composition of currency portfolios, risk management mechanisms, and diversification strategies were analyzed. The research findings reveal that 73,4% of foreign exchange reserves in Uzbekistan's commercial banks are concentrated in US dollars, which is 2.5–3 times higher than international standards and significantly increases systemic currency risk. Based on the proposed "5-currency optimal diversification model", it was determined that there is a potential to increase the banks' Sharpe ratio by 96%, reduce maximum losses under stress testing scenarios by 6.3 percentage points, and lower the VaR (Value at Risk) indicator by 4.4 percentage points

foreign exchange reservesdiversificationcommercial bankscurrency riskportfolio managementHerfindahl-Hirschman IndexSharpe ratioвалютные резервыдиверсификациякоммерческие банки

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Цитата алуу

APA 7 
Pardayev, Anvarjon, Пардаев, Анваржон & Pardayev, Anvarjon (2026). WAYS TO INCREASE THE LEVEL OF DIVERSIFICATION OF COMMERCIAL BANK FOREIGN EXCHANGE RESERVES (ON THE EXAMPLE OF COMMERCIAL BANKS OF UZBEKISTAN). Илғор иқтисодиёт ва педагогик технологиялар, 3(3), 497-507.
GOST R 7.0.5 
Pardayev, Anvarjon, Пардаев, Анваржон, Pardayev, Anvarjon WAYS TO INCREASE THE LEVEL OF DIVERSIFICATION OF COMMERCIAL BANK FOREIGN EXCHANGE RESERVES (ON THE EXAMPLE OF COMMERCIAL BANKS OF UZBEKISTAN) // Илғор иқтисодиёт ва педагогик технологиялар. 2026. Т. 3. № 3. С. 497-507.
BibTeX 
@article{anvarjon2026,
  author  = {Pardayev, Anvarjon and Пардаев, Анваржон and Pardayev, Anvarjon},
  title   = {WAYS TO INCREASE THE LEVEL OF DIVERSIFICATION OF COMMERCIAL BANK FOREIGN EXCHANGE RESERVES (ON THE EXAMPLE OF COMMERCIAL BANKS OF UZBEKISTAN)},
  journal = {Илғор иқтисодиёт ва педагогик технологиялар},
  year    = {2026},
  volume  = {3},
  number  = {3},
  pages   = {497-507}
}
RIS 
TY  - JOUR
AU  - Pardayev, Anvarjon
AU  - Пардаев, Анваржон
AU  - Pardayev, Anvarjon
TI  - WAYS TO INCREASE THE LEVEL OF DIVERSIFICATION OF COMMERCIAL BANK FOREIGN EXCHANGE RESERVES (ON THE EXAMPLE OF COMMERCIAL BANKS OF UZBEKISTAN)
JO  - Илғор иқтисодиёт ва педагогик технологиялар
PY  - 2026
VL  - 3
IS  - 3
SP  - 497
EP  - 507
ER  -