Measuring Systemic Risk of Banking in Indonesia: Conditional Value at Risk Model Application
<p>Systemic risk is a risk of collapse of the financial system that would cause the financial system is not functioning properly. Measurement of systemic risk in the financial institutions, especially banks are crucial, because banks are highly vulnerable to financial crisis. In this study, to...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Universitas Islam Negeri Syarif Hidayatullah Jakarta
2017-07-01
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| Series: | Signifikan |
| Subjects: | |
| Online Access: | http://journal.uinjkt.ac.id/index.php/signifikan/article/view/5296 |