Publication Details
Abstract
Driven by the acceleration of global financial integration processes and the technological modernization of the banking system, diversifying commercial bank loan portfolio structures based on advanced international benchmarks and optimizing asset quality represent critical determinants of institutional stability. This study evaluates asset composition, loan portfolio structural shifts, and the changing trends in expected credit loss provisions within global financial models, specifically focusing on the investment banking framework of the UK's "Barclays Bank" and the banking system of the Netherlands' "Rabobank". Consequent to the analysis, a comprehensive package of scientific-methodological proposals and actionable recommendations has been synthesized for the commercial banks of the Republic of Uzbekistan. These solutions focus on assessing and mitigating credit asset sectoral concentration risks within asset quality and risk-management frameworks, leveraging capital market instruments for portfolio diversification, integrating digital scoring systems, and structurally transforming short-term liabilities into highly stable, long-term resource funds.