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...
| 出版年: | Buletin Ekonomi Moneter dan Perbankan |
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| 主要な著者: | , |
| フォーマット: | 論文 |
| 言語: | 英語 |
| 出版事項: |
Bank Indonesia
2020-02-01
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| 主題: | |
| オンライン･アクセス: | https://www.bmeb-bi.org/index.php/BEMP/article/view/1093 |