Taruna, Aditya Anta; Harun, Cicilia Anggadewi; Nattan, … - In: Journal of central banking theory and practice 9 (2020), pp. 165-187
This paper develops a macroprudential liquidity stress test model for Indonesian banks. Our model incorporates two … macroeconomic scenario transmission, we find the liquidity stress test to be more consistent with the solvency stress test. …