MACROPRUDENTIAL STRESS-TESTING THE INDONESIAN BANKING SYSTEM USING THE CREDIT RISK MODEL
This study implements a macroprudential stress test and develops the Economic Risk Weighted-Capital Adequacy Ratio (ERW-CAR) to evaluate the resilience of the Indonesian banking sector. The results show that the historical and one-year ahead predicted ERW-CARs are currently three percent lower than...
| الحاوية / القاعدة: | Buletin Ekonomi Moneter dan Perbankan |
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| المؤلفون الرئيسيون: | , |
| التنسيق: | مقال |
| اللغة: | الإنجليزية |
| منشور في: |
Bank Indonesia
2020-02-01
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://www.bmeb-bi.org/index.php/BEMP/article/view/1093 |