Tel: +998712392813

Jild 5 № 4 (2026)
"Mehnat iqtisodiyoti va inson kapitali" ilmiy elektron jurnali

Articles

TIJORAT BANKI RISK-MENEJMENTI TIZIMIDA ESG-RISKLARINI BAHOLASH MEXANIZMI

DOI 10.67668/LEHC/vol5iss4/359 Google Scholar Scholar’da qidirish Betlar 28-42

Nashr etilgan 2026-10-14

Mualliflar
Tuychiyeva Madina Gafarovna
Tashkilot
USAT, "Moliya va moliyaviy texnologiyalar" kafedrasi Toshkent davlat transport universiteti "Korporativ boshqaruv" kafedrasi
Mehnat iqtisodiyoti va inson kapitali · 4 · 2026
PDF (ruscha) Yuklab olish

Annotatsiya

Maqolada ekologik, ijtimoiy va boshqaruv (ESG) risklarini tijorat bankining risk-menejmenti tizimiga integratsiyalash muammosi koʻrib chiqiladi. Xalqaro regulyatorlik standartlari (Bank nazorati boʻyicha Bazel qoʻmitasi, Yevropa bank nazorati organi, Yevropa markaziy banki, NGFS) tahlili, nazorat ostidagi iqlimiy stress-testlash natijalari hamda Oʻzbekistonda "yashil" moliyalashtirish bozorining rivojlanishi toʻgʻrisidagi maʼlumotlar asosida ESG-risklarini baholashning besh bosqichli mexanizmi asoslab berilgan: identifikatsiya qilish, oʻlchash, anʼanaviy bank risklari turlariga transmissiya qilish, boshqarish va monitoring. Qarz oluvchining tarmoq tuzatishlariga ega boʻlgan integral ESG-skoring modeli hamda shartli hisob-kitob misolida tasvirlangan defolt ehtimolligini tuzatish metodikasi taklif etilgan. ESG-risklarni alohida kategoriya sifatida emas, balki kredit, bozor, operatsion va likvidlik risklarini kuchaytiruvchi omil sifatida koʻrib chiqish lozimligi toʻgʻrisida xulosa qilingan.

Kalit so‘zlar

ESG-risklar, risk-menejment, tijorat banki, iqlimiy risk, ESG-skoring, stress-testlash, "yashil" moliyalashtirish, defolt ehtimolligi

Adabiyotlar

  1. Carney M. Breaking the tragedy of the horizon – climate change and financial stability: speech at Lloyd's of London, 29 September 2015. – London: Bank of England, 2015. – 16 p
  2. NGFS. A call for action: Climate change as a source of financial risk. First comprehensive report. – Paris: Network for Greening the Financial System, 2019. – 40 p
  3. Basel Committee on Banking Supervision. Principles for the effective management and supervision of climate-related financial risks. – Basel: Bank for International Settlements, 2022. – 21 p
  4. European Banking Authority. Final Report. Guidelines on the management of environmental, social and governance (ESG) risks (EBA/GL/2025/01). – Paris: EBA, 2025
  5. Постановление Президента Республики Узбекистан от 4 октября 2019 г. № ПП-4477 «Об утверждении Стратегии по переходу Республики Узбекистан на «зелёную» экономику на период 2019–2030 годов» // Национальная база данных законодательства. – URL: https://lex.uz
  6. Указ Президента Республики Узбекистан от 11 сентября 2023 г. № УП-158 «О Стратегии «Узбекистан – 2030»» // Национальная база данных законодательства. – URL: https://lex.uz
  7. Friede G., Busch T., Bassen A. ESG and financial performance: aggregated evidence from more than 2000 empirical studies // Journal of Sustainable Finance & Investment. – 2015. – Vol. 5, No. 4. – P. 210–233
  8. Chava S. Environmental externalities and cost of capital // Management Science. – 2014. – Vol. 60, No. 9. – P. 2223–2247
  9. Bolton P., Kacperczyk M. Do investors care about carbon risk? // Journal of Financial Economics. – 2021. – Vol. 142, No. 2. – P. 517–549
  10. Capasso G., Gianfrate G., Spinelli M. Climate change and credit risk // Journal of Cleaner Production. – 2020. – Vol. 266. – Art. 121634
  11. Battiston S., Mandel A., Monasterolo I., Schütze F., Visentin G. A climate stress-test of the financial system // Nature Climate Change. – 2017. – Vol. 7. – P. 283–288
  12. Bolton P., Despres M., Pereira da Silva L.A., Samama F., Svartzman R. The green swan: central banking and financial stability in the age of climate change. – Basel: BIS, 2020. – 107 p
  13. Berg F., Kölbel J.F., Rigobon R. Aggregate confusion: the divergence of ESG ratings // Review of Finance. – 2022. – Vol. 26, No. 6. – P. 1315–1344
  14. European Banking Authority. Report on management and supervision of ESG risks for credit institutions and investment firms (EBA/REP/2021/18). – Paris: EBA, 2021. – 172 p
  15. European Central Bank. Guide on climate-related and environmental risks: supervisory expectations relating to risk management and disclosure. – Frankfurt am Main: ECB, 2020. – 54 p
  16. Task Force on Climate-related Financial Disclosures. Recommendations of the Task Force on Climate-related Financial Disclosures: final report. – Basel: FSB, 2017. – 74 p
  17. IFRS Foundation. IFRS S1 General Requirements for Disclosure of Sustainability-related Financial Information; IFRS S2 Climate-related Disclosures. – London: ISSB, 2023
  18. Partnership for Carbon Accounting Financials (PCAF). The Global GHG Accounting and Reporting Standard for the Financial Industry. Part A: Financed Emissions. – 2nd ed. – 2022. – 177 p
  19. Банк России. Влияние климатических рисков и устойчивого развития на финансовый сектор Российской Федерации: доклад для общественных консультаций. – М.: Банк России, 2020. – 43 с
  20. NGFS. NGFS membership announcement: press release, Paris, 17 January 2025. – URL: https://www.ngfs.net/en/press-release/ngfs- membership-announcement
  21. NGFS. Annual Report 2024. – Paris: NGFS, 2025. – URL: https://www.ngfs.net/en/publications-and-statistics/publications/annual- report-2024
  22. NGFS. Membership (as of 5 January 2026). – URL: https://www.ngfs.net/en/about-us/membership
  23. European Central Bank. Banks must sharpen their focus on climate risk, ECB supervisory stress test shows: press release, 8 July 2022. – URL: https://www.bankingsupervision.europa.eu/press/pr/date/2022/html/ssm. pr220708~565c38d18a.en.html
  24. OECD. Financing Uzbekistan's Green Transition: The Potential of Green Bonds. – Paris: OECD Publishing, 2023. – URL: https://doi.org/10.1787/27d2489d-en
  25. UNDP Uzbekistan. Uzbekistan issues first ever green sovereign Eurobonds worth 4.25 trillion UZS on the London Stock Exchange: press release, 9 October 2023. – URL: https://www.undp.org/uzbekistan/press- releases
  26. Ismailov M. Uzbekistan debuts green sovereign bonds on LSE // bne IntelliNews. – 2023. – 8 October. URL: https://www.intellinews.com/uzbekistan-debuts-green-sovereign-bonds-on- lse-295869/
  27. AIFC Green Finance Centre. With support from AIFC Green Finance Centre the first green bonds were issued on the Tashkent Stock Exchange. – Astana: AIFC, 2024. – URL: https://aifc.kz
  28. «Зелёное» финансирование в Узбекистане: состояние рынка [Электронный ресурс] // Spot.uz. – 2026. – 13 августа. – URL: https://www.spot.uz/ru/2026/08/13/green-finance/
  29. Всемирный банк. Методические рекомендации по «зелёной» таксономии для Узбекистана. – Вашингтон: Группа Всемирного банка, 2023. URL: https://documents.worldbank.org/curated/en/099021424113022889
  30. ESG в Узбекистане: зачем компаниям устойчивое развитие [Электронный ресурс] // Spot.uz. – 2024. – 13 марта. – URL: https://www.spot.uz/ru/2024/03/13/esg-uzbekistan/
  31. Закон Республики Узбекистан от 5 ноября 2019 г. № ЗРУ-580 «О банках и банковской деятельности» // Национальная база данных законодательства. – URL: https://lex.uz

Yuklab olishlar

Yuklab olish ma’lumotlari hali mavjud emas.

Xuddi shu muallif(lar)ning eng ko‘p o‘qilgan maqolalari