Stress test of credit risk using Monte Carlo simulation: Indonesian sharia rural banks
This study examines the influence of macroeconomic shocks on credit risk within Indonesian sharia rural banks for a period of January 2010 to March 2020. This study employs Monte Carlo simulations and the Error Correction Model (ECM). The results indicate that GDP growth, inflation, and exchange rat...
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| Main Authors: | , |
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| Format: | Article |
| Language: | en |
| Published: |
Universiti Teknologi MARA Selangor
2025
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| Subjects: | |
| Online Access: | https://ir.uitm.edu.my/id/eprint/123797/1/123797.pdf https://ir.uitm.edu.my/id/eprint/123797/ https://journal.uitm.edu.my/ojs/index.php/JEEIR |
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