A Stress Test for Stock Price : In Indonesia Example

Authors(2) :-Aris Wahyu Kuncoro, Rinni Meidiyustiani

This study aims to see how the application of the endurance test application can be used in calculating the price of shares in 10 companies in Indonesia. This study uses a model of test method of resistance, better known by the name of stress testing, at 10 Integration stock companies that are considered a good category in Indonesia. From the research that has been done can be concluded that firms should make better use of stress testing.

Authors and Affiliations

Aris Wahyu Kuncoro
Lecture Universitas Budi Luhur, Jakarta, Indonesia
Rinni Meidiyustiani
Lecture Universitas Budi Luhur, Jakarta, Indonesia

Financial Crisis, Risk Management, Stress Tests, Value At Risk.

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Publication Details

Published in : Volume 3 | Issue 3 | March-April 2017
Date of Publication : 2017-04-30
License:  This work is licensed under a Creative Commons Attribution 4.0 International License.
Page(s) : 99-104
Manuscript Number : IJSRST173312
Publisher : Technoscience Academy

Print ISSN : 2395-6011, Online ISSN : 2395-602X

Cite This Article :

Aris Wahyu Kuncoro, Rinni Meidiyustiani, " A Stress Test for Stock Price : In Indonesia Example", International Journal of Scientific Research in Science and Technology(IJSRST), Print ISSN : 2395-6011, Online ISSN : 2395-602X, Volume 3, Issue 3, pp.99-104, March-April-2017.
Journal URL : http://ijsrst.com/IJSRST173312

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