ALFREDO, Josep and KURNIA, Akhmad Syakir (2016) MACROECONOMIC STRESS TESTING UNTUK RISIKO KREDIT BANK UMUM DI INDONESIA TAHUN 2005 - 2015. Undergraduate thesis, Fakultas Ekonomika dan Bisnis.
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Global crisis that occurred in 1998 and 2008 have been an important lesson for the monetary authority that unanticipated credit growth could be a trigger of vulnerability in the financial system. The aim of this study was to analyze the resilience of Indonesia’s financial system. A stress test on banking credit risk (Non Performing Loans) based on the scenarios analysis was employed by performing a simulation of downturn of macroeconomic condition; thus impact on the ratio of NPL of the banking were explored. The results showed that the inflation rate and interest rate positively and significantly effects banking NPL ratio, whereas growth of GDP real is not significantly and negatively correlated with NPL. This research also found that shocks in economic condition that drives an increase in the level of inflation and interest rates will significantly affect the stability of financial system through an increase in the ratio of NPL. The results of the simulated increase in interest rates and inflation caused by internal factors provide the most considerable impact on the condition of non performing loans banking.
|Item Type:||Thesis (Undergraduate)|
|Additional Information:||credit Risk, financial System, non performing loans, stress Test|
|Uncontrolled Keywords:||credit Risk, financial System, non performing loans, stress Test|
|Subjects:||H Social Sciences > H Social Sciences (General)|
|Divisions:||Faculty of Economics and Business > Department of Economics and Development Studies|
|Deposited By:||Mr. Perpustakaan Fakultas Ekonomi|
|Deposited On:||20 Jan 2017 14:08|
|Last Modified:||20 Jan 2017 14:08|
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