Matriks Eksposur Interbank (Rp T) — baris = pemberi, kolom = penerima
pemberi ↓ / penerima →
Bank A
Bank B
Bank C
Bank D
Modal
Bank A
—
Bank B
—
Bank C
—
Bank D
—
Skenario Pemicu Default
Bank pemicu gagal
Bank A
Bank B
Bank C
Bank D
Recovery rate asumsi (%)
Bank Gagal (cascade)
—
Loss Sistem (Rp T)
—
Systemic Event
—