The paper argues that although key improvements in credit risk modelling have been made - motivated by Basel-II capital adequacy standard - yet the current turmoil in the global credit markets couldn't be forecasted and subsequently avoided. The aim of the study is to investigate the cyclical...

Our paper investigates Indonesia's systemically important banks (SIBs) using theoretical approaches-CoVaR, marginal expected shortfall (MES), and SRISK-to compare with the Basel guidelines as benchmark. We use Indonesian banks' market and supervisory data over the 2008-2019 period. The research...

The paper investigates the competitive structure of the banking industry in five emerging Asian countries (Bangladesh, Indonesia, India, Philippines, and Vietnam) during the period 2005-2012. The results reveal that the trends of competition follow a V-shape or inverted V-shape. Almost of...