IMPROVEMENT OF THE RISK MANAGEMENT SYSTEM IN BANKING INVESTMENTS
Keywords:
Banking investments, risk management, risk management, Basel principles, Value-at-Risk, stress testing, credit risks, liquidity risks, diversification, financial stability .Abstract
This article analyzes the issues of improving the risk management system in banking investments. Financial, credit, market, and liquidity risks arising in the investment activities of banks, as well as mechanisms for their reduction, were studied. The importance of the Basel Committee principles used in international practice, modern risk management methods, including Value-at-Risk, stress tests, credit rating systems, and diversification policy in increasing the stability of the bank's investment portfolio, is highlighted. Also, the national practice of risk assessment and management in the activities of commercial banks of Uzbekistan was analyzed, and proposals for their more effective organization were developed.
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