Assessing Corporate Vulnerabilities in Indonesia : A Bottom-Up Default Analysis »
Journal Issue
Volume/Issue: 2017/97
Series: IMF Working Papers
Author(s): Jorge Chan-Lau , Weimin Miao , Ken Miyajima , and Jongsoon Shin
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 26 April 2017
DOI: http://dx.doi.org/10.5089/9781475595130.001
ISBN: 9781475595130
Keywords: Indonesia, Corporate sector, Asia and Pacific, bottom-up default analysis, default risk, scenario analysis, simulation, hazard rate models, Model Evaluation and Testing, General
Under adverse macroeconomic conditions, the potential realization of corporate sector vulnerabilities could pose major risks to the economy. This paper assesses corporate vulnerabilities in Indonesia by using a Bot...