MAIN WAYS TO DEVELOP INTEREST RATE RISK MANAGEMENT PRACTICES IN COMMERCIAL BANKS OF UZBEKISTAN
DOI:
https://doi.org/10.5281/zenodo.18441789Keywords:
commercial banks, interest rate risk, asset and liability management (ALM), Gap analysis, Duration (duration), financial stability, Uzbek banking system, derivatives, stress testAbstract
This article examines the current state of interest rate risk management in Uzbek commercial banks and ways
to improve it. The issues of reducing the imbalance between banks' assets and liabilities in the context of global economic
volatility and digital transformation of monetary policy are analyzed. During the study, modern methods of assessing interest
rate risk (Gap analysis, Duration and Stress test) were considered, and practical recommendations were developed to
ensure the financial stability of banks. In particular, the possibilities of automating the risk management system and using
derivative instruments in the Uzbek banking system, based on international experience, were substantiated
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