Methods of Assessing the Economic Security of Uzbekistan Banks Based on Stress Testing Method

This article studies the issues of improving the methodology for assessing the economic security of commercial banks based on the stress-testing method. The study comprehensively analyzes the theoretical and practical aspects of ensuring the stability of the banking system in the conditions of global financial instability, geopolitical risks, inflationary pressures, credit and liquidity risks, high volatility of exchange rates, and an increased probability of bank default observed in the world economy. The article substantiates stress testing as an important analytical and prognostic tool for ensuring the economic security of the banking system. Also, multi-scenario econometric models were developed based on the assessment of macroeconomic and microeconomic factors affecting the activities of banks. In the course of the study, the impact of indicators such as capital adequacy, liquidity, problem loans, return on assets, economic growth, inflation, and probability of default on the economic security of the banking system was assessed using correlation-regression analysis methods. According to the results of the study, liquidity and economic growth have a positive impact on capital stability, while problem loans, inflation, and default risk are the main factors that have a negative impact. The results of multi-factor forecasting indicate a possible decrease in capital adequacy and liquidity indicators, an increase in problem loans, and a decrease in default risk in the banking system of Uzbekistan in 2026-2030.