ANALISA KUALITAS KREDIT 15 BANK DI INDONESIA DALAM MENGHADAPI RISIKO PASAR MELALUI METODE STRESS TEST
The objective of this research is to perform loan quality stress test among 15 biggest bank in Indonesia based on asset, using annually data from 2002 to 2011 when headed with exceptional but plausible market risk shock. This research started with analyze the influence between economic cycle, bank e...
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| Format: | Thesis |
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[Yogyakarta] : Universitas Gadjah Mada
2013
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