AEs Advanced economies AUROC Area under the receiver operating characteristic curve CAB Current account balance CAR Capital adequacy ratio CBU Central Bank of Uzbekistan CCoB Capital conservation buffer CCyB Countercyclical capital buffer CoVaR Conditional value at risk DSR Debt service ratio ELA Emergency liquidity assistance EMs Emerging markets EWI Early warning indicator FDIC US Federal Deposit Insurance Corporation FED US Federal Reserve System FGDCB Fund for guaranteeing deposits of citizens in banks FSI Financial stress index GARCH Generalized autoregressive conditional heteroskedasticity GDP Gross domestic product GSADF Generalized supremum augmented Dickey-Fuller HHI Herfindahl-Hirschman index HLA Highly liquid assets HP Hodrick-Prescott IMF International Monetary Fund JSC Joint-stock company LCR Liquidity coverage ratio LTV Loan-to-value MSCI Morgan Stanley Capital International NGFS Network of Central Banks and Supervisors for Greening the Financial System NSFR Net stable funding rate ratio OLS Ordinary least squares PTI Payment-to-income ROA Return on assets ROC Receiver operating characteristic curve ROE Return on equity RWA Risk-weighted assets SIB Systemically important banks SSM State-space model SyRB Systemic risk buffer UCI乌兹别克斯坦综合索引USD美国美元UZS UZBEK SOUM VAR AF PRIGAT AS IAM AS IAG