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FINANCIAL ECONOMICS

Early warning systems in Indonesian Islamic banks: A comparison of Islamic commercial and rural banks

ORCID Icon, , &
Article: 2172803 | Received 25 Aug 2022, Accepted 22 Jan 2023, Published online: 03 Feb 2023

Figures & data

Table 1. Summary of variable

Figure 1. Z-score of ICB (Red Line) and IRB (Blue Line) (Source: Authors’ calculation).

Figure 1. Z-score of ICB (Red Line) and IRB (Blue Line) (Source: Authors’ calculation).

Table 2. Descriptive statistics

Table 3. Differential statistics of Z-score

Table 4. Coefficient of ICB and IRB (Markov switching—dynamic regression)

Table 5. ICB regime transition probabilities

Table 6. IRB Regime Transition Probabilities

Table 7. Regime 0 differential Statistics

Table 8. Regime 1 differential Statistics

Table 9. Regime Period for ICB

Figure 2. ICB Regime Transition (Source: Authors’ calculation).

Figure 2. ICB Regime Transition (Source: Authors’ calculation).

Figure 3. IRB Regime Transition (Source: Authors’ calculation).

Figure 3. IRB Regime Transition (Source: Authors’ calculation).

Table 10. Regime period for IRB