The mechanism of ESG risk assessment in the risk management system of a commercial bank

Tuychieva Madina Gafarovna, Туйчиева Мадина Гафаровна, Tuychiyeva Madina Gafarovna

Меҳнат иқтисодиёти ва инсон капитали · 2026-yil

Annotatsiya

The article examines the problem of integrating environmental, social, and governance (ESG) risks into the risk management system of a commercial bank. Based on the analysis of international regulatory standards (Basel Committee on Banking Supervision, European Banking Authority, European Central Bank, NGFS), the results of supervisory climate stress testing, and data on the development of the green finance market in Uzbekistan, a five-stage mechanism for ESG risk assessment is substantiated: identification, measurement, transmission into traditional types of banking risks, management, and monitoring. The author proposes a model for the integrated ESG scoring of a borrower with an industry-specific adjustment, alongside a methodology for adjusting the probability of default, illustrated by a conditional calculation. It is concluded that ESG risks should be viewed not as a separate category, but as a driving factor that amplifies credit, market, operational, and liquidity risks.

Maqola ma’lumotlari
MualliflarTuychieva Madina Gafarovna, Туйчиева Мадина Гафаровна, Tuychiyeva Madina Gafarovna
JurnalМеҳнат иқтисодиёти ва инсон капитали
NashriyotТДИУ
ISSN3030-3117
Nashr sanasi2026-10-14
Jild5
Son4
Betlar28-42
TilIngliz
Ilmiy sohaIqtisodiyot
DOI10.67668/lehc/vol5iss4/359
Indeksga qo‘shilgan2026-10-18

DOI: 10.67668/lehc/vol5iss4/359 · Maqolaning asl sahifasi

Kalit so‘zlar

ESG-risklar, risk-menejment, tijorat banki, iqlimiy risk, ESG-skoring, stress-testlash, "yashil" moliyalashtirish, defolt ehtimolligi, ESG-риски, риск-менеджмент, коммерческий банк, климатический риск, ESG-скоринг, стресс-тестирование, «зелёное» финансирование, вероятность дефолта, ESG risks, risk management, commercial bank, climate risk, ESG scoring, stress testing, green finance, probability of default

Ilmiy soha

Iqtisodiyot

Iqtibos keltirish

APATuychieva Madina Gafarovna, Туйчиева Мадина Гафаровна, & Tuychiyeva Madina Gafarovna (2026). THE MECHANISM OF ESG RISK ASSESSMENT IN THE RISK MANAGEMENT SYSTEM OF A COMMERCIAL BANK. Меҳнат иқтисодиёти ва инсон капитали, 5(4), 28-42. https://doi.org/10.67668/lehc/vol5iss4/359
GOST (OAK)Tuychieva Madina Gafarovna, Туйчиева Мадина Гафаровна, Tuychiyeva Madina Gafarovna THE MECHANISM OF ESG RISK ASSESSMENT IN THE RISK MANAGEMENT SYSTEM OF A COMMERCIAL BANK // Меҳнат иқтисодиёти ва инсон капитали. – 2026. – T. 5, № 4. – P. 28-42. – DOI: 10.67668/lehc/vol5iss4/359.
MLATuychieva Madina Gafarovna, Туйчиева Мадина Гафаровна, and Tuychiyeva Madina Gafarovna. “THE MECHANISM OF ESG RISK ASSESSMENT IN THE RISK MANAGEMENT SYSTEM OF A COMMERCIAL BANK.” Меҳнат иқтисодиёти ва инсон капитали, 5(4), 28-42, 2026. https://doi.org/10.67668/lehc/vol5iss4/359
ChicagoTuychieva Madina Gafarovna, Туйчиева Мадина Гафаровна, and Tuychiyeva Madina Gafarovna. “THE MECHANISM OF ESG RISK ASSESSMENT IN THE RISK MANAGEMENT SYSTEM OF A COMMERCIAL BANK.” Меҳнат иқтисодиёти ва инсон капитали, 5(4), 28-42 (2026). https://doi.org/10.67668/lehc/vol5iss4/359
HarvardTuychieva Madina Gafarovna, Туйчиева Мадина Гафаровна, and Tuychiyeva Madina Gafarovna (2026) ‘THE MECHANISM OF ESG RISK ASSESSMENT IN THE RISK MANAGEMENT SYSTEM OF A COMMERCIAL BANK’, Меҳнат иқтисодиёти ва инсон капитали, 5(4), 28-42. https://doi.org/10.67668/lehc/vol5iss4/359
BibTeX
@article{tuychievamadinagafarovna2026,
  title = {THE MECHANISM OF ESG RISK ASSESSMENT IN THE RISK MANAGEMENT SYSTEM OF A COMMERCIAL BANK},
  author = {Tuychieva Madina Gafarovna and Туйчиева Мадина Гафаровна and Tuychiyeva Madina Gafarovna},
  journal = {Меҳнат иқтисодиёти ва инсон капитали},
  year = {2026},
  volume = {5},
  number = {4},
  pages = {28-42},
  doi = {10.67668/lehc/vol5iss4/359},
  url = {https://doi.org/10.67668/lehc/vol5iss4/359}
}

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