TIJORAT BANKLARIDA DERIVATIV INSTRUMENTLAR YORDAMIDA VALYUTA RISKLARINI KAMAYTIRISH YO‘LLARI (“KAPITALBANK” ATB MISOLIDA)

Dilmurod Saidov

Keywords

valyuta riski, derivativ instrumentlar, hedjing, forvard shartnoma, fyyuchers shartnoma, svop bitimi, opsion, risklarni boshqarish, tijorat banklari, Kapitalbank ATB, ochiq valyuta pozitsiyasi, moliyaviy barqarorlik, kurs farqi, xavfni diversifikatsiya qilish.

Abstract

Mazkur maqolada tijorat banklarining moliyaviy barqarorligini ta’minlashda valyuta risklarini boshqarish muammolari va ularni kamaytirish yo‘llari tahlil qilinadi. Xususan, derivativ moliyaviy instrumentlar – forvard, fyyuchers, svop va opsion shartnomalarining banklarning ochiq valyuta pozitsiyasiga ta’siri, ularning xavflarni kamaytirishdagi roli amaliy misollar asosida yoritiladi. “Kapitalbank” ATB faoliyati misolida derivativlar vositasida valyuta kursi o‘zgarishlaridan kelib chiqadigan zararni kamaytirish imkoniyatlari ko‘rib chiqiladi. Xulosa qismida O‘zbekiston tijorat banklarida derivativlar bozorini yanada rivojlantirish va ularni risk-menejment tizimiga integratsiyalash bo‘yicha tavsiyalar ishlab chiqilgan.

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