Value at risk estimation of exchange rate in banking industry
More integrated financial sector has made market risk arising from volatility of exchange rate critical for banking industry. In attempt to mitigate such risk, this study aims to measure risk from IDR/USD exchange rate movement using value-at-risk method by comparing results of estimates using stand...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universitas Merdeka Malang
2020-10-01
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| Series: | Jurnal Keuangan dan Perbankan |
| Subjects: | |
| Online Access: | http://jurnal.unmer.ac.id/index.php/jkdp/article/view/4808 |