Tijorat banklarining investitsiya portfellarida qimmatli qogʻozlar tarkibining tahlili

Maxametov Saitdjalolxon Azamovich

Marketing · 2026-yil

Annotatsiya

The article analyses the volume, composition and structural shifts of the investment portfolios of Uzbekistanʼs commercial banks in 2019-2024, using banklevel data of the Ahbor-Reyting rating agency. The share of investments in assets, loans, deposits and equity, their concentration across banks (CR ratios and the Herfindahl-Hirschman index), and the grouping of banks by investment intensity are assessed. The results show that bank investments grew 19-fold over five years to UZS 57.1 trillion, their share in total assets rose from 1.10% to 7.42%, and portfolio concentration declined. At the same time, an investment-to-equity ratio of 49.8% indicates the need to strengthen requirements for managing interest rate risk in the banking book. The study uses data on 30-35 commercial banks for 2019-2024, CR ratios, the HHI and modified duration. The rise to 21 banks with an investment share above 5% of assets in 2024 shows that securities investment has become routine for most banks. The article offers proposals on disclosing portfolio composition, assessing interest rate risk through stress tests and setting limits on portfolio duration.

Maqola ma’lumotlari
MualliflarMaxametov Saitdjalolxon Azamovich
JurnalMarketing
NashriyotТошкент давлат иқтисодиёт университети
ISSN3060-4621
Nashr sanasi2026-09-07
Son9
Betlar502-513
TilO‘zbek
Ilmiy sohaIqtisodiyot
DOI10.67668/mj/2026iss9/2009
Indeksga qo‘shilgan2026-09-30

DOI: 10.67668/mj/2026iss9/2009 · Maqolaning asl sahifasi

Kalit so‘zlar

tijorat banki, investitsiya portfeli, qimmatli qogʻozlar, davlat obligatsiyalari, portfel tarkibi, konsentratsiya, Herfindahl-Hirschman indeksi, foiz riski, коммерческий банк, инвестиционный портфель, ценные бумаги, государственные облигации, структура портфеля, концентрация, индекс Херфиндаля-Хиршмана, процентный риск, commercial bank, investment portfolio, securities, government bonds, portfolio structure, concentration, Herfindahl-Hirschman index, interest rate risk

Ilmiy soha

Iqtisodiyot

Iqtibos keltirish

APAMaxametov Saitdjalolxon Azamovich (2026). TIJORAT BANKLARINING INVESTITSIYA PORTFELLARIDA QIMMATLI QOGʻOZLAR TARKIBINING TAHLILI. Marketing, (9), 502-513. https://doi.org/10.67668/mj/2026iss9/2009
GOST (OAK)Maxametov Saitdjalolxon Azamovich TIJORAT BANKLARINING INVESTITSIYA PORTFELLARIDA QIMMATLI QOGʻOZLAR TARKIBINING TAHLILI // Marketing. – 2026. – № 9. – B. 502-513. – DOI: 10.67668/mj/2026iss9/2009.
MLAMaxametov Saitdjalolxon Azamovich. “TIJORAT BANKLARINING INVESTITSIYA PORTFELLARIDA QIMMATLI QOGʻOZLAR TARKIBINING TAHLILI.” Marketing, (9), 502-513, 2026. https://doi.org/10.67668/mj/2026iss9/2009
ChicagoMaxametov Saitdjalolxon Azamovich. “TIJORAT BANKLARINING INVESTITSIYA PORTFELLARIDA QIMMATLI QOGʻOZLAR TARKIBINING TAHLILI.” Marketing, (9), 502-513 (2026). https://doi.org/10.67668/mj/2026iss9/2009
HarvardMaxametov Saitdjalolxon Azamovich (2026) ‘TIJORAT BANKLARINING INVESTITSIYA PORTFELLARIDA QIMMATLI QOGʻOZLAR TARKIBINING TAHLILI’, Marketing, (9), 502-513. https://doi.org/10.67668/mj/2026iss9/2009
BibTeX
@article{maxametovsaitdjalolxonazamovich2026,
  title = {TIJORAT BANKLARINING INVESTITSIYA PORTFELLARIDA QIMMATLI QOGʻOZLAR TARKIBINING TAHLILI},
  author = {Maxametov Saitdjalolxon Azamovich},
  journal = {Marketing},
  year = {2026},
  number = {9},
  pages = {502-513},
  doi = {10.67668/mj/2026iss9/2009},
  url = {https://doi.org/10.67668/mj/2026iss9/2009}
}

Boshqa maqola uchun iqtibos tayyorlash

Marketing jurnalidan boshqa maqolalar

Marketing — barcha maqolalar · 2026-yil arxivi

Iqtisodiyot sohasidagi boshqa maqolalar

Iqtisodiyot sohasidagi OAK jurnallari