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Middle East and Central Asia > Uzbekistan, Republic of

You are looking at 1 - 2 of 2 items for :

  • Type: Journal Issue x
  • Financing Policy; Financial Risk and Risk Management; Capital and Ownership Structure; Value of Firms; Goodwill x
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Cover Technical Assistance Reports
Republic of Uzbekistan: Technical Assistance Report-Macro Stress Testing of the Uzbek Banking Sector
International Monetary Fund. Monetary and Capital Markets Department
The Technical Assistance (TA) mission, conducted in Tashkent, Uzbekistan, from August 21 to 31, 2023, assisted the Central Bank of Uzbekistan’s (CBU) authorities in developing their stress testing (ST) framework for the banking sector. This TA was the second of a multi-mission TA project following on the recommendations of the 2020 Financial Sector Stability Review (FSSR). This mission duly assessed the progress on the implementation of the previous mission (2022) that had introduced a multi-horizon ST tool based on explicit macroeconomic scenarios along with a credit risk satellite model. The purpose of this mission was to build on the earlier work and further strengthen the capacity of the Financial Stability Department (FSD) staff to carry out stress tests and thus assess the resilience of the Uzbek banking system. The high-level objectives of the mission encompassed improving performance of the credit risk and profit & loss satellite models, providing training on ST scenario design with working procedures for cross-departmental collaboration, and setting up guidelines to operate, maintain and improve the ST toolkit and communicate the results with senior management and general public.
Keywords:
Stress testing; macroprudential stress testing; credit risk; solvency risk; bank solvency stress testing; scenario design; financial stability; financial stability report; satellite models; Uzbekistan; Central Bank of Uzbekistan.; operating expenses; IMF's Monetary; donor partner; request of the Central Bank of Uzbekistan; Uzbek banking system; Nonperforming loans; Loans; Credit; Mortgages; Global
Cover IMF Working Papers
Determinants of Bank Interest Margins in the Caucasus and Central Asia
Raja Almarzoqi
and
Samy Ben Naceur
In this paper, we use a bank-level panel dataset to investigate the determinants of bank interest margins in the Caucasus and Central Asia (CCA) over the period 1998–2013. We apply the dealership model of Ho and Saunders (1981) and its extensions to assess the extent to which high spreads of banks in the CCA can be related to bank-specific variables, to competition, and to macroeconomic factors. We find that interest spreads are affected by operating cost, credit risk, liquidity risk, bank size, bank diversification, banking sector competition, and macroeconomic policies; but the impact depends on the country.
Keywords:
WP; interest margin; interest; bank