Article

Economic Scenario Generation for Forward-Looking Risk Management in Indonesia: A VAR-Based Framework Integrating Macroeconomic Dynamics and Recession Regimes

2026-03-02

Abstract excerpt

The emerging market economy is characterized by closely interconnected macroeconomic and financial risks, posing significant challenges for long-horizon risk management among insurers, pension funds, and other liability-driven investors. This paper proposes and empirically validates an integrated Economic Scenario Generator (ESG) calibrated to Indonesian data, designed to generate internally coherent forward-looki...

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Literature Corpus work: 76be02b4-562e-5a04-ab57-fdaa71a957b1
DOI: 10.20944/preprints202603.0005.v1

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