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The term BLBI includes all lending by the central bank to the banking sector other than BI Liquidity Credits (Kredit Likuiditas BI, or KLBI); the latter are loans provided to
The provincial development banks could have undertaken supervision of the local government-owned BPRs ‘on behalf of BI’, and the central bank could have agreed to the
Figure 6 plots the point estimates of global minimum- variance weights for the out-of-sample periods based on covariance forecasts from three alternative approaches: the or-
Hence the direction vector of the maximum normal curvature may indicate the local influence of minor perturbations in the postulated model, and scatterplots of its components are
The potential benets of this modeling framework to bank supervisors manifest themselves in the broadest terms with respect to the issue of systemic risk and more narrowly on
This article uses the variance ratio-based multiple comparison test and the Richardson–Smith Wald test procedures to test for the martingale property of daily exchange rates of
The strategy for identifying the effects of time limits is based on the interaction of three sources of variation: (1) state variation: each state s has a specific total stock
In each year, a cohort without large earnings changes is formed as the set of individuals whose measure of variance, either permanent variance or squared earnings change, was be-
