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UI - Skripsi (Membership) :: Kembali

Analisa kemungkinan contagion risk dalam sektor perbankan indonesia sebelum selama dan sesudah krisis keuangan global 2007-2009 = Analysis of contagion risk in indonesian banking sector before during and after the global financial crisis of 2007-2009

Achlam Said Basalamah; Dony Abdul Chalid, supervisor; Eko Rizkianto, examiner; Wardatul Adawiyah, examiner (, 2014)
 Abstrak
[ABSTRAK
Tujuan dari penelitian ini adalah menganalisis kemungkinan terjadinya contagion risk dalam sektor perbankan Indonesia pada periode sebelum, selama, dan sesudah krisis keuangan global tahun 2007-2009, menggunakan metode Value-at-Risk dan conditional Value-at-Risk. Hasil estimasi dari penelitian ini mendukung adanya contagion risk pada sektor perbankan Indonesia, di mana risiko-risiko individual setiap bank dalam sampel menunjukkan kemungkinan menyebar ke sektor perbankan secara keseluruhan. Sehubungan dengan adanya kemungkinan contagion risk pada sektor perbankan Indonesia, ditemukan bahwa risiko terbesar dimiliki oleh bank-bank yang memiliki ukuran besar.


ABSTRACT
;This study aims to analyse the possibility of contagion risk in Indonesian
banking sectore before, during, and after the Global Financial Crisis of 2007-
2009, using the Value-at-Risk and conditional Value-at-Risk methods. The
estimated result from this study supports the existence of contagion risk in
Indonesian banking sector, where the individual risks of each bank in the
sample show a symptom of contagion after being assessed with the market
value of the whole financial sector. With respect to the possibility of contagion
risk in Indonesian banking sector, banks with biggest capital size appear to
posses the biggest risks, as they contribute the most to the total assets of
Indonesian banking sector, This study aims to analyse the possibility of contagion risk in Indonesian
banking sectore before, during, and after the Global Financial Crisis of 2007-
2009, using the Value-at-Risk and conditional Value-at-Risk methods. The
estimated result from this study supports the existence of contagion risk in
Indonesian banking sector, where the individual risks of each bank in the
sample show a symptom of contagion after being assessed with the market
value of the whole financial sector. With respect to the possibility of contagion
risk in Indonesian banking sector, banks with biggest capital size appear to
posses the biggest risks, as they contribute the most to the total assets of
Indonesian banking sector]
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 Metadata
No. Panggil : S57425
Pengarang :
Pengarang/kontributor lain :
Subjek :
Penerbitan : [Place of publication not identified]: [Publisher not identified], 2014
Program Studi :
Naskah Ringkas : Download Naskah Ringkas
Kode Bahasa : eng
Sumber Pengatalogan : LibUI eng rda
Tipe Konten : text
Tipe Media : unmediated ; computer
Tipe Carrier : volume ; online resource
Deskripsi Fisik : xiv, 90 pages : illustration ; 28 cm + appendix
Catatan Bibliografi : pages 87-90
Lembaga Pemilik : Universitas Indonesia
Lokasi : Perpustakaan UI, Lantai 3
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No. Panggil No. Barkod Ketersediaan
S57425 14-18-177710578 TERSEDIA
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