Estimating a joint probability of default index for Indonesian banks : a copula approach
Zaafri Ananto Husodo, Sigit Sulistyo Wibowo, Muhammad Budi Prasetyo, and Usman Arief, Maulana Harris Muhajir
| Year of publication: |
2020
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|---|---|
| Authors: | Husodo, Zaäfri Ananto ; Wibowo, Sigit Sulistyo ; Prasetyo, Muhammad Budi ; Arief, Usman ; Muhajir, Maulana Harris |
| Published in: |
Bulletin of monetary economics and banking. - Jakarta : Bank Indonesia, ISSN 2460-9196, ZDB-ID 2819944-3. - Vol. 23.2020, 3, p. 389-412
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| Subject: | Copula | Pair copula construction | Systemic risk | Financial system | Multivariate Verteilung | Multivariate distribution | Indonesien | Indonesia | Systemrisiko | Kreditrisiko | Credit risk | Risikomanagement | Risk management | Finanzkrise | Financial crisis | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.21098/bemp.v23i3.1358 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012423334