Amirov Muammadsharif Savzaevich

Annotation:

The article examines models of financial risk management in commercial banks under conditions of economic instability. The main types of financial risks, including credit risk, market risk, interest rate risk, and liquidity risk, are analyzed along with their impact on the stability of the banking system. Particular attention is paid to classical and modern risk management approaches such as the Value at Risk (VaR) model, stress testing, credit scoring models, and the concept of economic capital. The principles of integrated risk management and the role of international banking regulation standards in shaping an effective financial risk management system are also considered. The study concludes that the comprehensive application of theoretical models, taking into account the specific features of commercial banking activities and the dynamics of financial markets, is essential.

Keywords: management models, financial risk commercial banks, risk management, Value at Risk, stress testing, banking stability.