MACROPRUDENTIAL STRESS TESTING OF CREDIT RISK: MULTI-LEVEL CAPITAL ADEQUACY RATIO ON INDONESIAN BANKING SECTOR
Macroprudential policy is implemented to foster financial stability in the financial system, and stress testing process is used as a regular assessment of the resilience level of given shock scenarios. This study tries to design a credit risk stress testing on Indonesia’s monthly empirical data t...
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| Main Author: | |
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| Format: | Theses |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/36845 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |