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Indonesia: Financial Sector Assessment Program-Technical Note on Stress Testing and Systemic Risk Analysis

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  • International Monetary Fund

Abstract

The FSAP team undertook a thorough top-down corporate and bank solvency, bank liquidity stress tests as well as analysis of interconnectedness using mid-2023 data. This note covers the methodology and results of the scenario-based solvency test, the single factor sensitivity analysis, the liquidity test, and interconnectedness analysis. The stress test exercise was carried out on a sample of 105 commercial banks. The analysis is heavily dependent on supervisory data on individual banks’ positions shared by the OJK and BI as well as publicly available information on corporate sector. While FSAP results are not directly comparable to the authorities’ own stress testing results due to differences in scenarios, methodologies, and objectives, they provide an assessment of the system-wide resilience of the Indonesian banking sector at the current juncture.

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  • International Monetary Fund, 2025. "Indonesia: Financial Sector Assessment Program-Technical Note on Stress Testing and Systemic Risk Analysis," IMF Staff Country Reports 2025/053, International Monetary Fund.
    • Handle: RePEc:imf:imfscr:2025/053
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