SYSTEMIC RISK AND FINANCIAL LINKAGES MEASUREMENT IN THE INDONESIAN BANKING
This paper measures the insolvency risk of bank in Indonesia. We apply Merton model to identify the probability of defaul tover 30 banks during the period of 2002-2013. This paper also identify role of financial linkage a cross banks on transmitting from one bank to another; which enable us to asses...
| Main Authors: | , |
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| Format: | Article |
| Language: | Indonesian |
| Published: |
Bank Indonesia
2014-04-01
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| Series: | Bulletin Ekonomi Moneter dan Perbankan |
| Online Access: | https://www.bmeb-bi.org/index.php/BEMP/article/view/439 |