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THEORETICAL FOUNDATIONS OF DIVERSIFICATION OF THE BANK’S CREDIT PORTFOLIO

Field of Science:Economics, Econometrics and Finance (miscellaneous)
National field of science (HAC):08.00.01 — Economic theory08.00.02 — Macroeconomics08.00.03 — Industrial economics08.00.04 — Agricultural economics08.00.05 — Service sector economics08.00.06 — Econometrics and statistics08.00.08 — Accounting, economic analysis and audit08.00.09 — World economy08.00.10 — Demography. Labor economics08.00.11 — Marketing08.00.12 — Regional economics08.00.13 — Management08.00.14 — Information systems and technologies in economics08.00.15 — Economics of entrepreneurship and small business08.00.16 — Digital economy and international digital integration08.00.17 — Tourism and hospitality08.00.07 — Finance, money circulation and credit
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Entrepreneurship and pedagogy scientific and methodical journal

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ARTICLE ANNOTATION

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This article is dedicated to studying the theoretical foundations of diversifying the loan portfolio in the activities of commercial banks. The study systematically examines scientific approaches ranging from Markovitz’s portfolio theory to Basel’s prudential principles based on an analysis of domestic and foreign literature. The theoretical foundations, opportunities, and limitations of types of diversification by horizontal, vertical, geographical, product, and customer segments are analyzed from a scientific perspective. The advantages of the Herfindahl-Hirschman Index (HHI) as a means of assessing concentration levels, as well as its methodological limitations related to the fact that it does not take the correlation factor into account, are also discussed. Research findings indicate that excessive diversification can lead to a decrease in the quality of loan portfolio monitoring and a decline in management efficiency. A balanced and quality-oriented diversification strategy serves to ensure the financial stability of the banking system only when applied in combination with stress testing and prudential control mechanisms.

AUTHORS

Science ID: BSD-0726-0008

Tags

# kredit# konsentratsiya# bank# korrelyatsiya# barqarorlik# optimal# taqsimot# kreditlash# moliyaviy# risk-menejment# strategiyasi# aktivlari# darajasi# portfeli

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Article Identifiers

ROI:

https://eroi.uz/11.187/A026-668902

DOI:

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References

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