DYNAMIC AND COMPARATIVE ASSESSMENT OF COMMERCIAL BANK STABILITY: EVIDENCE FROM THE UNITED STATES, UNITED KINGDOM, GERMANY, JAPAN, SOUTH KOREA AND UZBEKISTAN (2020–2025)
Keywords:
Bank stability; Capital adequacy; Stress testing; Countercyclical buffer; Leverage ratio; Emerging markets; Integrated stability index.Abstract
This study provides a comparative dynamic assessment of commercial bank stability across five advanced economies — the United States, the United Kingdom, Germany, Japan, South Korea — and Uzbekistan over the period 2020–2025. Using capital adequacy (CET1/CAR), non-performing loans (NPL), return on assets (ROA), leverage ratios, liquidity coverage ratios (LCR), and an integrated stability index (IIB), the paper evaluates structural differences in macroprudential frameworks. The findings show that advanced economies rely on dynamic capital planning, stress-testing regimes, countercyclical buffers, and leverage constraints, while Uzbekistan primarily applies static regulatory thresholds. The study proposes an integrated macroprudential reform model for emerging banking systems.
