RAQAMLI TRANSFORMATSIYA SHAROITIDA TIJORAT BANKLARINING AKTIV VA PASSIVLARINI MUDDATLAR BO‘YICHA MUVOFIQLASHTIRISH YO‘LLARI

Eshmurodov Sulton Suvonqulovich

Toshkent Kimyo xalqaro universiteti

mustaqil izlanuvchisi
eshmurodovsulton@gmail.com

Annotatsiya. Ushbu tadqiqotda raqamli transformatsiya sharoitida tijorat banklarining aktiv va passivlarini muddatlar bo‘yicha muvofiqlashtirishning nazariy-metodologik asoslari va amaliy yo‘nalishlari tadqiq etilgan. Mobil va onlayn xizmatlar, tezkor to‘lovlar hamda raqamli depozit va kreditlash banklar resurslarining xulq-atvoriy muddatini qisqartirib, depozitlarning foiz stavkasiga sezgirligini va ularning chiqib ketish («raqamli run») tezligini oshirmoqda. O‘zbekiston Respublikasi Markaziy bankining 2023–2025-yillardagi hisobotlari asosida kredit va depozitlar nisbati, LCR va NSFR koeffitsientlari, talab qilib olinguncha depozitlar ulushi hamda valyuta kesimidagi moliyalashtirish farqi tahlil qilingan, depozitlar chiqib ketishi ssenariylarida tizim likvidligining chidamliligi baholangan. Natijalar muddat nomuvofiqligining asosiy manbai uzoq muddatli kreditlar bilan barqaror moliyalashtirish o‘rtasidagi, ayniqsa xorijiy valyutadagi tarkibiy farq ekanini ko‘rsatdi. Tadqiqot yakunida xulq-atvoriy muddat modellari, real vaqtdagi likvidlik monitoringi, uzoq muddatli resurslarni jalb etish va valyuta pozitsiyasini muvofiqlashtirishni o‘z ichiga olgan ALM mexanizmi taklif etilgan.

Kalit so‘zlar: aktiv va passivlarni boshqarish (ALM), muddatlar bo‘yicha muvofiqlashtirish, muddat nomuvofiqligi, likvidlik riski, raqamli transformatsiya, LCR, NSFR, xulq-atvoriy muddat, raqamli run, tijorat banklari.

WAYS TO ALIGN THE MATURITIES OF COMMERCIAL BANKS’ ASSETS AND LIABILITIES UNDER DIGITAL TRANSFORMATION

Eshmurodov Sulton Suvonqulovich

Independent Researcher at

Kimyo International University in Tashkent

eshmurodovsulton@gmail.com

Abstract. This study examines the theoretical, methodological and practical directions of matching the maturities of assets and liabilities of commercial banks under digital transformation. Mobile and online services, instant payments, and digital deposit and lending products shorten the behavioral maturity of bank funding and increase the interest-rate sensitivity of deposits and the speed of their outflows (“digital runs”). Using the Central Bank of Uzbekistan’s reports for 2023–2025, the paper analyzes the loan-to-deposit ratio, the liquidity coverage (LCR) and net stable funding (NSFR) ratios, the share of demand deposits, and the funding gap by currency, and assesses the resilience of system liquidity under deposit-outflow scenarios. The results show that the main source of maturity mismatch is the structural gap between long-term loans and stable funding, concentrated in foreign currency. The paper proposes an asset-liability management (ALM) mechanism that includes behavioral maturity models, real-time liquidity monitoring, extension of funding maturities, and alignment of currency positions.

Key words: asset-liability management (ALM), maturity matching, maturity mismatch, liquidity risk, digital transformation, LCR, NSFR, behavioral maturity, digital run, commercial banks.

ПУТИ СОГЛАСОВАНИЯ СРОКОВ АКТИВОВ И ПАССИВОВ КОММЕРЧЕСКИХ БАНКОВ В УСЛОВИЯХ ЦИФРОВОЙ ТРАНСФОРМАЦИИ

Ешмуродов Султон Сувонқулович

Самостоятельный соискатель,

Международный
университет Кимё в Ташкенте
eshmurodovsulton@gmail.com

Аннотация. В статье исследуются теоретико-методологические основы и практические направления согласования активов и пассивов коммерческих банков по срокам в условиях цифровой трансформации. Мобильные и онлайн-сервисы, мгновенные платежи, цифровые депозитные и кредитные продукты сокращают поведенческий срок банковских ресурсов, повышают чувствительность депозитов к процентным ставкам и скорость их оттока (digital run). На основе отчётности Центрального банка Республики Узбекистан за 2023–2025 годы проанализированы соотношение кредитов и депозитов, коэффициенты LCR и NSFR, доля депозитов до востребования и разрыв в финансировании в разрезе валют, а также оценена устойчивость ликвидности системы в сценариях оттока депозитов. Показано, что основным источником несоответствия сроков является структурный разрыв между долгосрочными кредитами и стабильным финансированием, сосредоточенный преимущественно в иностранной валюте. Предложен механизм управления активами и пассивами (ALM), включающий модели поведенческих сроков, мониторинг ликвидности в реальном времени, удлинение сроков ресурсной базы и согласование валютных позиций.

Ключевые слова: управление активами и пассивами (ALM), согласование сроков, несоответствие сроков, риск ликвидности, цифровая трансформация, LCR, NSFR, поведенческий срок, цифровой отток вкладов (digital run), коммерческие банки.

Eshmurodov Sulton Suvonqulovich. (2026). RAQAMLI TRANSFORMATSIYA SHAROITIDA TIJORAT BANKLARINING AKTIV VA PASSIVLARINI MUDDATLAR BO’YICHA MUVOFIQLASHTIRISH YO’LLARI. «Moliyaviy texnologiyalar» ilmiy elektron jurnali, 5(5), 71. https://doi.org/10.5281/zenodo.23634845

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