This study estimates value-at-risk (VaR) to measure foreign exchange risk in Indonesia's banking industry using quantile regression (QR) approach. Four large banks whose capital and assets were the biggest were observed, and their selection was based on their market share in the industry. To...

Using loan level data of monthly financial information services system database from January 2019 to June 2021, this study applies simple logistic regression to develop credit scoring model for corporate bank loans in Indonesia. Variables used in the model consist of borrower characteristic and...

This paper extends prior literature on the link between consolidation and stability in banking using a single country setting. From a sample of Indonesian commercial banks over the 2010-2015 time span, our empirical results show that higher bank market power is associated with lower insolvency...