Macroprudential stress-testing the Indonesian banking system using the credit risk model
Year of publication: |
2020
|
---|---|
Authors: | Kurniawati, Shilvia ; Koesrindartoto, Deddy Priatmodjo |
Published in: |
Bulletin of monetary economics and banking. - Jakarta : Bank Indonesia, ISSN 2460-9196, ZDB-ID 2819944-3. - Vol. 23.2020, 1, p. 121-138
|
Subject: | Stress test | Credit risk | Macroprudential supervision | Kreditrisiko | Bankenaufsicht | Banking supervision | Stresstest | Indonesien | Indonesia | Finanzmarktaufsicht | Financial supervision | Basler Akkord | Basel Accord | Risikomanagement | Risk management | Finanzsystem | Financial system | Systemrisiko | Systemic risk | Finanzkrise | Financial crisis | Finanzsektor | Financial sector |
-
Advancements in stress-testing methodologies for financial stability applications
Budnik, Katarzyna, (2024)
-
Models of financial stability and their application in stress tests
Aymanns, Christoph, (2017)
-
Macroprudential stress test of the euro area banking system
Budnik-Gałązka, Katarzyna, (2019)
- More ...
-
The determinants of systemic risk : evidence from Indonesian commercial banks
Aini, Mutiara, (2020)
-
Global competition strategies for Indonesian SMEs
Aryani, Sinta, (2020)
-
Does credit performance change in the postcovid-19? : evidence from Java Island, Indonesia
Darjana, Darjana, (2022)
- More ...