ENHANCING LIQUIDITY RISK MANAGEMENT IN COMMERCIAL BANKS OF UZBEKISTAN THROUGH THE ASSESSMENT OF MAJOR FUNDING SOURCE CONCENTRATION

This study examines the impact of major funding source concentration on liquidity risk, drawing on an analysis of selected commercial banks in Uzbekistan. The research evaluates banks' reliance on major funding sources in relation to their holdings of high-quality liquid assets (HQLA), highlighting the importance of incorporating this relationship into liquidity risk assessment. Based on the findings, the study proposes an approach to assessing and managing liquidity risk using the ratio of the aggregate volume of the ten largest funding sources (TOP-10) to HQLA. This approach facilitates the identification of potential liquidity pressures arising from the withdrawal or reduction of major funding sources, enables a more comprehensive assessment of banks' dependence on concentrated funding, and supports more effective decision-making in liquidity risk management.