IMPROVING THE EFFICIENCY OF CREDIT RISK MANAGEMENT IN COMMERCIAL BANKS

This thesis examines ways to improve the effectiveness of credit risk management in commercial banks through risk-based lending decisions, borrower monitoring, forward-looking loss measurement and stronger governance. The study applies a conceptual and comparative review of international supervisory guidance, IFRS 9 requirements and Uzbekistan’s financial-stability publications. An integrated framework is proposed linking credit origination, probability-of-default assessment, early-warning indicators, portfolio concentration limits and collection strategies. The results of this analytical synthesis suggest that efficiency should be measured not only by the non-performing loan ratio but also by the timeliness of risk detection, the quality of provisions, decision consistency and risk-adjusted profitability. A comparative chart is provided as an illustrative framework rather than a measurement of actual bank performance.