EQUITY RISK MANAGEMENT IN COMMERCIAL BANKS OF UZBEKISTAN: REGULATION AND AUTOMATION WAYS

Аннотация

Equity risk is one of the key market risks faced by commercial banks. Changes in prices of securities can have a significant impact on the financial performance of banks and their sustainability. This article examines in detail the methods of equity risk management, regulatory requirements of the Central Bank of Uzbekistan (CBU), as well as modern approaches to automating the management of this risk. Particular attention is paid to the use of algorithmic trading, artificial intelligence (AI) and automated risk management systems (RMS), which help minimize potential losses of banks from fluctuations in the value of securities.