Assessing corporate vulnerabilities in Indonesia : a bottom-up default analysis / by Jorge A. Chan-Lau [and three others].
Material type:
TextSeries: WP/17/97Publisher: Washington, District of Columbia : International Monetary Fund, 2017Copyright date: ©2017Description: 1 online resource (23 pages) : illustrationsContent type: - text
- computer
- online resource
- 1475596510
- 9781475596519
- 332.0959809049 23
- HG187.I5
| Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds | |
|---|---|---|---|---|---|---|---|---|
eBook
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e-Library | EBSCO Business | Available |
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 Bottom-Up Default Analysis (BuDA) approach, which allows projecting corporate probabilities of default (PDs) under different macroeconomic scenarios. In particular, a protracted recession and the ensuing currency depreciation could erode buffers on corporate balance sheets, pushing up the probabilities of default (PDs) in the corporate sector to the high levels observed during the Global Financial Crisis. While this is a low-probability scenario, the results suggest the need to closely monitor vulnerabilities and strengthen contingency plans.
Added to collection customer.56279.3 - Master record variable field(s) change: 072