Credit Risk Models For Five Major Sectors In Indonesia

This paper analyze Nonperforming Loan ratio to total credit (NPL), as a proxy for credit risk, for five major economic sectors by utilizing panel data of 117 commercial banks in Indonesia over period 2000Q1 to 2016Q3. Our empirical analysis shows that real economic growth is the main driver that is...

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Bibliographic Details
Main Authors: Ndari Surjaningsih, Ina Nurmalia Kurniati, Reni Indriani
Format: Article
Language:Indonesian
Published: Bank Indonesia 2018-04-01
Series:Bulletin Ekonomi Moneter dan Perbankan
Subjects:
Online Access:https://www.bmeb-bi.org/index.php/BEMP/article/view/900

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