{"title":"印度尼西亚的银行系统风险","authors":"L. Kholishoh, C. Anwar, I. Suhendra","doi":"10.47191/jefms/v7-i6-17","DOIUrl":null,"url":null,"abstract":"Banks are the primary participants and play a crucial role in the financial systems of most economies, including Indonesia. Banks face systemic risk because of their dynamic structure and the complex economic environment in which they operate. This study aims to measure the systemic risk in the Indonesian banking industry. This study employs quarterly data from 2010 to 2022 for 39 banks listed on the Indonesian stock exchange. In order to obtain the systemic risk index, this study uses the approach of conditional value at risk (CoVar) as well as marginal expected shortfall (MES).","PeriodicalId":300881,"journal":{"name":"Journal of Economics, Finance And Management Studies","volume":"17 10","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-06-12","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":"{\"title\":\"Bank Systemic Risk in Indonesia\",\"authors\":\"L. Kholishoh, C. Anwar, I. Suhendra\",\"doi\":\"10.47191/jefms/v7-i6-17\",\"DOIUrl\":null,\"url\":null,\"abstract\":\"Banks are the primary participants and play a crucial role in the financial systems of most economies, including Indonesia. Banks face systemic risk because of their dynamic structure and the complex economic environment in which they operate. This study aims to measure the systemic risk in the Indonesian banking industry. This study employs quarterly data from 2010 to 2022 for 39 banks listed on the Indonesian stock exchange. In order to obtain the systemic risk index, this study uses the approach of conditional value at risk (CoVar) as well as marginal expected shortfall (MES).\",\"PeriodicalId\":300881,\"journal\":{\"name\":\"Journal of Economics, Finance And Management Studies\",\"volume\":\"17 10\",\"pages\":\"\"},\"PeriodicalIF\":0.0000,\"publicationDate\":\"2024-06-12\",\"publicationTypes\":\"Journal Article\",\"fieldsOfStudy\":null,\"isOpenAccess\":false,\"openAccessPdf\":\"\",\"citationCount\":\"0\",\"resultStr\":null,\"platform\":\"Semanticscholar\",\"paperid\":null,\"PeriodicalName\":\"Journal of Economics, Finance And Management Studies\",\"FirstCategoryId\":\"1085\",\"ListUrlMain\":\"https://doi.org/10.47191/jefms/v7-i6-17\",\"RegionNum\":0,\"RegionCategory\":null,\"ArticlePicture\":[],\"TitleCN\":null,\"AbstractTextCN\":null,\"PMCID\":null,\"EPubDate\":\"\",\"PubModel\":\"\",\"JCR\":\"\",\"JCRName\":\"\",\"Score\":null,\"Total\":0}","platform":"Semanticscholar","paperid":null,"PeriodicalName":"Journal of Economics, Finance And Management Studies","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.47191/jefms/v7-i6-17","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
Banks are the primary participants and play a crucial role in the financial systems of most economies, including Indonesia. Banks face systemic risk because of their dynamic structure and the complex economic environment in which they operate. This study aims to measure the systemic risk in the Indonesian banking industry. This study employs quarterly data from 2010 to 2022 for 39 banks listed on the Indonesian stock exchange. In order to obtain the systemic risk index, this study uses the approach of conditional value at risk (CoVar) as well as marginal expected shortfall (MES).
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