Technical Assistance Reports

Republic of Uzbekistan: Technical Assistance Report-Macro Stress Testing of the Uzbek Banking Sector

April 4, 2025

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International Monetary Fund. Monetary and Capital Markets Department "Republic of Uzbekistan: Technical Assistance Report-Macro Stress Testing of the Uzbek Banking Sector", Technical Assistance Reports 2025, 032 (2025), accessed June 21, 2025, https://doi.org/10.5089/9798229006361.019

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Summary

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.

Subject: Credit, Credit risk, Financial institutions, Financial regulation and supervision, Loans, Money, Mortgages, Nonperforming loans

Keywords: Bank solvency stress testing, Central Bank of Uzbekistan., Credit, Credit risk, Donor partner, Financial stability, Financial stability report, Global, IMF's Monetary, Loans, Macroprudential stress testing, Mortgages, Nonperforming loans, Operating expenses, Request of the Central Bank of Uzbekistan, Satellite models, Scenario design, Solvency risk, Stress testing, Uzbek banking system, Uzbekistan

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