A Stress Test for Stock Price : In Indonesia Example

Authors

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

Keywords:

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

Abstract

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.

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International Journal of Scientific Research in Science and Technology

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Published

2017-04-30

Issue

Volume 3, Issue 3, March-April-2017

Section

Research Articles

License

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This work is licensed under a Creative Commons Attribution 4.0 International License.

How to Cite

[1]
Aris Wahyu Kuncoro, Rinni Meidiyustiani, " A Stress Test for Stock Price : In Indonesia Example, International Journal of Scientific Research in Science and Technology(IJSRST), Online ISSN : 2395-602X, Print ISSN : 2395-6011, Volume 3, Issue 3, pp.99-104, March-April-2017.