Methodological Framework
Update date: 11 Sep 2026, 18:01
Systemic Contingent Claims Analysis
MPP Index for Uzbekistan
Growth at Risk Model
Quantile Regression Model
Exponential Moving Average
Uzbekistan’s Financial Cycle Index
CBU Debt Burden Survey Sample
CBU Systemic Risk Survey Sample
State Space Model
Principal Component Analysis
Financial Vulnerabilities Heatmap
Generalized Autoregressive Conditional Heteroskedasticity (GARCH) Model
Uzbekistan’s Financial Stress Index
Uzbekistan’s Financial Conditions Index
Cubic Spline Interpolation
Dynamic CoVaR
Bayesian State Space Model
Area Under Receiver Operating Characteristic Curve (AUROC)
Debt Service Ratio Analysis for Individuals
Debt Burden Analysis and Risks
