MENGUKUR RISIKO SISTEMIK DAN KETERKAITAN FINANSIAL PERBANKAN DI INDONESIA
This paper measures the insolvency risk of bank in Indonesia. We apply Merton model to identify the probability of default over 30 banks during the period of 2002 – 2013. This paper also identify role of financial linkage across banks on transmitting from one bank to another; which enable us to asse...
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | Indonesian |
| Published: |
Bank Indonesia
2018-05-01
|
| Series: | Bulletin Ekonomi Moneter dan Perbankan |
| Online Access: | https://www.bmeb-bi.org/index.php/BEMP/article/view/12 |