Hasil Pencarian  ::  Simpan CSV :: Kembali

"[ABSTRAKBank dalam menjalankan pengelolaan likuiditasnya mempunyai potensikeuntungan dan kerugian yang selalu mengikuti. Untuk mengendalikan risikotersebut perlu suatu proses manajemen risiko yang memadai, mulai dariidentifikasi risiko, pengukuran risiko hingga implementasi mitigasi risiko.Pengukuran risiko likuiditas pada Bank Sinarmas yaitu menggunakan LiquidityCoverage Ratio. Penyediaan likuiditas sangat penting untuk mengantisipasiadanya kebutuhan likuiditas sehingga dapat mengcover kewajiban Bank baikdalam kondisi normal maupun krisis. Namun demikian, penyediaan likuiditastidak boleh tersedia secara berlebihan karena timbul biaya likuiditas yang harusditanggung oleh Bank. Oleh karena itu, diperlukan penetapan limit biayapengelolaan likuiditas yang bersedia di tanggung oleh Bank berdasarkan riskappetite dari management serta batas limit maksimum Liquidity Coverage Ratioharus ditetapkan oleh Bank. Penetapan limit tersebut merupakan hal pentingdalam proses mitigasi risiko agar pendapatan yang hilang karena adanyapenyediaan likuiditas dapat diminimalkan sehingga dapat tercipta peningkatanlaba bagi Bank. Data yang diperoleh dalam penelitian ini merupakan komponendari Liquidity Coverage Ratio Bank Sinarmas selama 3 Tahun (2012-2014).Metode dalam penelitian ini secara kuantitatif. Pada kondisi saat ini BankSinarmas belum melakukan pengelolaan likuiditas jangka pendeknya secaraefektif. Hal ini terbukti dari hasil perhitungan rata-rata Liquidity Coverage Ratioyang masih tinggi yaitu 206.01%. Bahkan pernah tertinggi sebesar 392% padabulan Juli 2014. Regulator menetapkan batas Liquidity Coverage Ratio minimumsebesar 100%. Dengan adanya, penetapan pengelolaan biaya pemeliharaanlikuiditas maksimum dan penetapan limit maksimum Liquidity Coverage Ratiodiharapkan dapat diimplementasikan oleh Bank Sinarmas sehingga dapat terciptapeningkatan laba bagi Bank

---

ABSTRACTBank in carrying out liquidity management always followed with potential gainsand losses. There should be an adequate risk management process to manage theserisks, starting from risk identification, risk measurement to risk mitigationimplementation. Liquidity risk measurement in Bank Sinarmas using LiquidityCoverage Ratio. The providing of liquidity is very important to anticipate liquidityneeds so as to cover the liabilities of the Bank both in normal and crisisconditions. However, the providing of liquidity should not be available to excessliquidity because there will be costs to be borne by the Bank. Therefore, it isnecessary to establish limit liquidity management fee paid by the Bank preparedbased on the risk appetite by management as well as the maximum limit of theLiquidity Coverage Ratio must be determined by the Bank. The limit settingprocess is important in order to mitigate the risk of lost revenue due to theproviding of liquidity could be minimized so as to create an increase in profits forthe Bank. Data obtained in this study is a component of the Liquidity CoverageRatio Bank Sinarmas for 3 years (2012-2014). The method in this research isquantitative. In the current conditions the Bank Sinarmas not do short-termliquidity management effectively. This is evident from the results of thecalculation of average Liquidity Coverage Ratio are still high at 206.01%. Thehighest ever amounted to 392% in July 2014. Regulator set a minimum limit ofthe Liquidity Coverage Ratio at 100%. With the, determination of maximumliquidity management of maintenance costs and maximum limits LiquidityCoverage Ratio is expected to be implemented by the Bank Sinarmas so as tocreate an increased Bank profitability;Bank in carrying out liquidity management always followed with potential gainsand losses. There should be an adequate risk management process to manage theserisks, starting from risk identification, risk measurement to risk mitigationimplementation. Liquidity risk measurement in Bank Sinarmas using LiquidityCoverage Ratio. The providing of liquidity is very important to anticipate liquidityneeds so as to cover the liabilities of the Bank both in normal and crisisconditions. However, the providing of liquidity should not be available to excessliquidity because there will be costs to be borne by the Bank. Therefore, it isnecessary to establish limit liquidity management fee paid by the Bank preparedbased on the risk appetite by management as well as the maximum limit of theLiquidity Coverage Ratio must be determined by the Bank. The limit settingprocess is important in order to mitigate the risk of lost revenue due to theproviding of liquidity could be minimized so as to create an increase in profits forthe Bank. Data obtained in this study is a component of the Liquidity CoverageRatio Bank Sinarmas for 3 years (2012-2014). The method in this research isquantitative. In the current conditions the Bank Sinarmas not do short-termliquidity management effectively. This is evident from the results of thecalculation of average Liquidity Coverage Ratio are still high at 206.01%. Thehighest ever amounted to 392% in July 2014. Regulator set a minimum limit ofthe Liquidity Coverage Ratio at 100%. With the, determination of maximumliquidity management of maintenance costs and maximum limits LiquidityCoverage Ratio is expected to be implemented by the Bank Sinarmas so as tocreate an increased Bank profitability;Bank in carrying out liquidity management always followed with potential gainsand losses. There should be an adequate risk management process to manage theserisks, starting from risk identification, risk measurement to risk mitigationimplementation. Liquidity risk measurement in Bank Sinarmas using LiquidityCoverage Ratio. The providing of liquidity is very important to anticipate liquidityneeds so as to cover the liabilities of the Bank both in normal and crisisconditions. However, the providing of liquidity should not be available to excessliquidity because there will be costs to be borne by the Bank. Therefore, it isnecessary to establish limit liquidity management fee paid by the Bank preparedbased on the risk appetite by management as well as the maximum limit of theLiquidity Coverage Ratio must be determined by the Bank. The limit settingprocess is important in order to mitigate the risk of lost revenue due to theproviding of liquidity could be minimized so as to create an increase in profits forthe Bank. Data obtained in this study is a component of the Liquidity CoverageRatio Bank Sinarmas for 3 years (2012-2014). The method in this research isquantitative. In the current conditions the Bank Sinarmas not do short-termliquidity management effectively. This is evident from the results of thecalculation of average Liquidity Coverage Ratio are still high at 206.01%. Thehighest ever amounted to 392% in July 2014. Regulator set a minimum limit ofthe Liquidity Coverage Ratio at 100%. With the, determination of maximumliquidity management of maintenance costs and maximum limits LiquidityCoverage Ratio is expected to be implemented by the Bank Sinarmas so as tocreate an increased Bank profitability;Bank in carrying out liquidity management always followed with potential gainsand losses. There should be an adequate risk management process to manage theserisks, starting from risk identification, risk measurement to risk mitigationimplementation. Liquidity risk measurement in Bank Sinarmas using LiquidityCoverage Ratio. The providing of liquidity is very important to anticipate liquidityneeds so as to cover the liabilities of the Bank both in normal and crisisconditions. However, the providing of liquidity should not be available to excessliquidity because there will be costs to be borne by the Bank. Therefore, it isnecessary to establish limit liquidity management fee paid by the Bank preparedbased on the risk appetite by management as well as the maximum limit of theLiquidity Coverage Ratio must be determined by the Bank. The limit settingprocess is important in order to mitigate the risk of lost revenue due to theproviding of liquidity could be minimized so as to create an increase in profits forthe Bank. Data obtained in this study is a component of the Liquidity CoverageRatio Bank Sinarmas for 3 years (2012-2014). The method in this research isquantitative. In the current conditions the Bank Sinarmas not do short-termliquidity management effectively. This is evident from the results of thecalculation of average Liquidity Coverage Ratio are still high at 206.01%. Thehighest ever amounted to 392% in July 2014. Regulator set a minimum limit ofthe Liquidity Coverage Ratio at 100%. With the, determination of maximumliquidity management of maintenance costs and maximum limits LiquidityCoverage Ratio is expected to be implemented by the Bank Sinarmas so as tocreate an increased Bank profitability, Bank in carrying out liquidity management always followed with potential gainsand losses. There should be an adequate risk management process to manage theserisks, starting from risk identification, risk measurement to risk mitigationimplementation. Liquidity risk measurement in Bank Sinarmas using LiquidityCoverage Ratio. The providing of liquidity is very important to anticipate liquidityneeds so as to cover the liabilities of the Bank both in normal and crisisconditions. However, the providing of liquidity should not be available to excessliquidity because there will be costs to be borne by the Bank. Therefore, it isnecessary to establish limit liquidity management fee paid by the Bank preparedbased on the risk appetite by management as well as the maximum limit of theLiquidity Coverage Ratio must be determined by the Bank. The limit settingprocess is important in order to mitigate the risk of lost revenue due to theproviding of liquidity could be minimized so as to create an increase in profits forthe Bank. Data obtained in this study is a component of the Liquidity CoverageRatio Bank Sinarmas for 3 years (2012-2014). The method in this research isquantitative. In the current conditions the Bank Sinarmas not do short-termliquidity management effectively. This is evident from the results of thecalculation of average Liquidity Coverage Ratio are still high at 206.01%. Thehighest ever amounted to 392% in July 2014. Regulator set a minimum limit ofthe Liquidity Coverage Ratio at 100%. With the, determination of maximumliquidity management of maintenance costs and maximum limits LiquidityCoverage Ratio is expected to be implemented by the Bank Sinarmas so as tocreate an increased Bank profitability]"

"Bank dalam menjalankan pengelolaan likuiditasnya mempunyai potensi keuntungan dan kerugian yang selalu mengikuti. Untuk mengendalikan risiko tersebut perlu suatu proses manajemen risiko yang memadai, mulai dari identifikasi risiko, pengukuran risiko hingga implementasi mitigasi risiko. Pengukuran risiko likuiditas pada BNI yaitu menggunakan Liquidity Coverage Ratio. Penyediaan likuiditas sangat penting untuk mengantisipasi adanya kebutuhan likuiditas sehingga dapat mengcover kewajiban Bank baik dalam kondisi normal maupun krisis. Namun demikian, penyediaan likuiditas tidak boleh tersedia secara berlebihan karena timbul biaya likuiditas yang harus ditanggung oleh Bank. Oleh karena itu, diperlukan penetapan limit biaya pengelolaan likuiditas yang bersedia di tanggung oleh Bank berdasarkan risk appetite dari management serta batas limit maksimum Liquidity Coverage Ratio harus ditetapkan oleh Bank. Penetapan limit tersebut merupakan hal penting dalam proses mitigasi risiko agar pendapatan yang hilang karena adanya penyediaan likuiditas dapat diminimalkan sehingga dapat tercipta peningkatan laba bagi Bank. Data yang diperoleh dalam penelitian ini merupakan komponen dari Liquidity Coverage Ratio BNI selama 2 Tahun 2015-2016 . Metode dalam penelitian ini secara kuantitatif. Pada kondisi saat ini BNI belum melakukan pengelolaan likuiditas jangka pendeknya secara efektif. Hal ini terbukti dari hasil perhitungan rata-rata Liquidity Coverage Ratio yang masih tinggi yaitu 267 . Bahkan pernah tertinggi sebesar 389 pada Q4 2015. Regulator menetapkan batas Liquidity Coverage Ratio minimum sebesar 100 . Dengan adanya, penetapan pengelolaan biaya pemeliharaan likuiditas maksimum dan penetapan limit maksimum Liquidity Coverage Ratio diharapkan dapat diimplementasikan oleh BNI sehingga dapat tercipta peningkatan laba bagi Bank.

---

Bank in carrying out liquidity management always followed with potential gains and losses. There should be an adequate risk management process to manage these risks, starting from risk identification, risk measurement to risk mitigation implementation. Liquidity risk measurement in BNI using Liquidity Coverage Ratio. The providing of liquidity is very important to anticipate liquidity needs so as to cover the liabilities of the Bank both in normal and crisis conditions. However, the providing of liquidity should not be available to excess liquidity because there will be costs to be borne by the Bank. Therefore, it is necessary to establish limit liquidity management fee paid by the Bank prepared based on the risk appetite by management as well as the maximum limit of the Liquidity Coverage Ratio must be determined by the Bank. The limit setting process is important in order to mitigate the risk of lost revenue due to the providing of liquidity could be minimized so as to create an increase in profits for the Bank. Data obtained in this study is a component of the Liquidity Coverage Ratio BNI for 2 years 2015 2016 . The method in this research is quantitative. In the current conditions the BNI not do short term liquidity management effectively. This is evident from the results of the calculation of average Liquidity Coverage Ratio are still high at 267 . The highest ever amounted to 389 in Q4 2015. Regulator set a minimum limit of the Liquidity Coverage Ratio at 100 . With the, determination of maximum liquidity management of maintenance costs and maximum limits Liquidity Coverage Ratio is expected to be implemented by the BNI so as to create an increased Bank profitability."

"Penelitian ini menganalisis mengenai faktor-faktor determinan dari Net Stable Funding Ratio NFSR dalam kerangka kerja manajemen risiko likuiditas sesuai Basel III dan dampak faktor-faktor determinan tersebut bersama NFSR terhadap kinerja keuangan bank umum konvensional di Indonesia. Periode data yang diobservasi adalah 2009-2014 dan Metodologi yang digunakan adalah regresi linear berdasarkan data panel. Hasil penelitian ini menyatakan bahwa NSFR ditentukan oleh faktor-faktor permodalan, ukuran bank, model bisnis, kepemilikan, krisis keuangan dan kurva imbal hasil. NSFR sendiri tidak memiliki pengaruh yang signifikan terhadap kinerja keuangan bank yang diukur dengan variabel ROA, ROE, dan NIM.

---

The main objective of this study is to analyze the determinants of Net Stable Funding Ratio NSFR within Basel III liquidity risk management framework and its impact along with NSFR to bank performance in Indonesia. All the data were obtained for the period 2009 2014 and the methodology applied in the analysis is linear regression based on panel data.The result highlight that NSFR is determined by capital ratio, bank size, business model, ownership, financial crisis and yield curve. NSFR itself does not have a statistically significant influence on bank profitability measures ROA, ROE, and NIM."

"Sektor perbankan memberikan kontribusi yang penting dalam perekonomian nasional. Sistem perbankan yang tangguh sangat penting dalam mencapai stabilitas dan pertumbuhan ekonomi. Risiko likuiditas merupakan salah satu ancaman signifikan terhadap ketahanan bank. Otoritas Jasa Keuangan (OJK), sebagai regulator lembaga keuangan di Indonesia, telah menetapkan acuan manajemen risiko guna memastikan kelangsungan usaha Bank. Basel III juga mengeluarkan 2 (dua) standar minimum untuk memperkuat kerangka likuiditas bank, yaitu LCR dan NSFR. Praktik penerapan manajemen risiko yang baik secara positif mempengaruhi resiliensi (ketahanan) perusahaan. Penelitian ini menggunakan metode kualitatif deskriptif dengan bentuk studi kasus terhadap Bank XYZ di Indonesia. Tujuan penelitian adalah untuk mengevaluasi praktik manajemen risiko likuiditas yang telah dilakukan dan dampaknya terhadap resiliensi bank. Penelitian menggunakan analisis dokumen dan wawancara dengan orang kunci yang terlibat dalam proses manajemen risiko likuiditas. Hasil penelitian menunjukkan bahwa Bank XYZ telah menerapkan praktik manajemen risiko likuiditas sesuai ketentuan OJK, namun terdapat beberapa kekurangan yang perlu mendapat perhatian manajemen agar Bank XYZ menjadi lebih resilien. Penelitian ini dapat menambah literatur tentang praktik manajemen risiko di industri perbankan di negara berkembang, terutama kaitannya dengan resiliensi. Penelitian ini juga dapat menjadi tolak ukur dewan direksi bank lain dalam praktik manajemen risiko likuiditas.

---

The banking sector provides an essential contribution to the national economy. A resilient banking system is essential in achieving economic stability and growth. Liquidity risk is one of the significant threats to bank resilience. OJK, as the regulator of financial institutions in Indonesia, has established risk management guidelines to ensure the Bank's business continuity. Basel III also issued two (2) minimum standards to strengthen banks' liquidity framework: LCR and NSFR. The research aims to evaluate the liquidity risk management practices at Bank XYZ and their impact on its resilience. This research uses a descriptive qualitative method with a case study. The research used document analysis and semi-structured interviews with key persons involved in the liquidity risk management process. The results showed that Bank XYZ has implemented liquidity risk management practices in accordance with OJK regulations, but some shortcomings need to be considered by management attention so that Bank XYZ becomes more resilient. This research could enrich the literature on risk management practices in the Banking industry in emerging economies, especially concerning resilience. The findings could also provide other banks’ boards of directors as a benchmark of liquidity risk management practices."

"Perbankan sebagai lembaga imtermediasi memiliki kecenderungan untuk melakukan maturity transformation dengan mengambil funding dalam jangka pendek dan melakukan financing dalam jangka panjang dan menimbulkan risiko likuiditas. Hal ini membuat otoritas melakukan tindakan pencegahan agar hal tersebut tidak berubah menjadi krisis yang dapat membahayakan perekonomian. Akan tetapi, terutama perbankan di Indonesia, menjadi terlalu nyaman dalam menaruh dana mereka pada aset berisiko rendah sehingga fungsi intermediasi mereka belum berjalan secara optimal. Kebijakan Makroprudensial atau dalam hal ini Placement Composition Ratio (PCR) diusulkan untuk membatasi penempatan pada aset berisiko rendah bagi perbankan, di sisi lain, perbankan didorong agar lebih disiplin dalam menyelaraskan funding dan financing nya sehingga risiko likuiditas mereka dapat tetap terjaga. Penelitian ini kemudian mencoba untuk melihat potensi dampak dari Kebijakan PCR terhadap CFG di bank syariah dan konvensional melalui data historis secara kuartal dari tahun 2014 – 2023. Hasil dari penelitian tersebut adalah kebijakan ini merupakan kebijakan yang baik, tetapi apabila diterapkan sementara perbankan belum siap justru akan menjadi boomerang. Selain itu, bank syariah dengan segala keunikan produknya seperti SRIA dan CWLD berpotensi untuk meningkatkan fungsi intermediasi sekaligus menurunkan risiko likuiditas atau dengan kata lain dapat comply dengan Kebijakan PCR.

---

Banks as financial intermediaries institutions intend to do maturity transformation, which gains short-term funding and lends it for a long-term financing project. Hence, they will be exposed to the liquidity risk. This issue made the authority to take some preventive actions, so this issue would not spread and create another crisis in the economy. But, especially for the banks in Indonesia, they become too much joy to put their money into the less risky assets, hence their intermediation function becomes sub-optimum. Macroprudential Policy or in this case the Placement Composition Ratio (PCR), is being introduced to limit the placement to the less risky assets. On the other hand, it will push the banks to become more disciplined to synchronize their funding and financing maturities. So, the risk can be still manageable. This research tries to see the potential impact of the PCR Policy on the CFG in the Sharia and conventional banks quarterly from 2014 to 2023. This research suggests that this policy is good, but if the banks are not ready yet to implement this policy, it can be a boomerang. Other than that, Sharia banks with all of their product uniqueness such as SRIA and CWLD have the potential to enhance the intermediation function while lowering the liquidity risk of the banks. In short, that will help the Sharia banks to comply with the PCR Policy."

"Perbankan sebagai lembaga imtermediasi memiliki kecenderungan untuk melakukan maturity transformation dengan mengambil funding dalam jangka pendek dan melakukan financing dalam jangka panjang dan menimbulkan risiko likuiditas. Hal ini membuat otoritas melakukan tindakan pencegahan agar hal tersebut tidak berubah menjadi krisis yang dapat membahayakan perekonomian. Akan tetapi, terutama perbankan di Indonesia, menjadi terlalu nyaman dalam menaruh dana mereka pada aset berisiko rendah sehingga fungsi intermediasi mereka belum berjalan secara optimal. Kebijakan Makroprudensial atau dalam hal ini Placement Composition Ratio (PCR) diusulkan untuk membatasi penempatan pada aset berisiko rendah bagi perbankan, di sisi lain, perbankan didorong agar lebih disiplin dalam menyelaraskan funding dan financing nya sehingga risiko likuiditas mereka dapat tetap terjaga. Penelitian ini kemudian mencoba untuk melihat potensi dampak dari Kebijakan PCR terhadap CFG di bank syariah dan konvensional melalui data historis secara kuartal dari tahun 2014 – 2023. Hasil dari penelitian tersebut adalah kebijakan ini merupakan kebijakan yang baik, tetapi apabila diterapkan sementara perbankan belum siap justru akan menjadi boomerang. Selain itu, bank syariah dengan segala keunikan produknya seperti SRIA dan CWLD berpotensi untuk meningkatkan fungsi intermediasi sekaligus menurunkan risiko likuiditas atau dengan kata lain dapat comply dengan Kebijakan PCR.

---

Banks as financial intermediaries institutions intend to do maturity transformation, which gains short-term funding and lends it for a long-term financing project. Hence, they will be exposed to the liquidity risk. This issue made the authority to take some preventive actions, so this issue would not spread and create another crisis in the economy. But, especially for the banks in Indonesia, they become too much joy to put their money into the less risky assets, hence their intermediation function becomes sub-optimum. Macroprudential Policy or in this case the Placement Composition Ratio (PCR), is being introduced to limit the placement to the less risky assets. On the other hand, it will push the banks to become more disciplined to synchronize their funding and financing maturities. So, the risk can be still manageable. This research tries to see the potential impact of the PCR Policy on the CFG in the Sharia and conventional banks quarterly from 2014 to 2023. This research suggests that this policy is good, but if the banks are not ready yet to implement this policy, it can be a boomerang. Other than that, Sharia banks with all of their product uniqueness such as SRIA and CWLD have the potential to enhance the intermediation function while lowering the liquidity risk of the banks. In short, that will help the Sharia banks to comply with the PCR Policy."

"Perbankan sebagai lembaga imtermediasi memiliki kecenderungan untuk melakukan maturity transformation dengan mengambil funding dalam jangka pendek dan melakukan financing dalam jangka panjang dan menimbulkan risiko likuiditas. Hal ini membuat otoritas melakukan tindakan pencegahan agar hal tersebut tidak berubah menjadi krisis yang dapat membahayakan perekonomian. Akan tetapi, terutama perbankan di Indonesia, menjadi terlalu nyaman dalam menaruh dana mereka pada aset berisiko rendah sehingga fungsi intermediasi mereka belum berjalan secara optimal. Kebijakan Makroprudensial atau dalam hal ini Placement Composition Ratio (PCR) diusulkan untuk membatasi penempatan pada aset berisiko rendah bagi perbankan, di sisi lain, perbankan didorong agar lebih disiplin dalam menyelaraskan funding dan financing nya sehingga risiko likuiditas mereka dapat tetap terjaga. Penelitian ini kemudian mencoba untuk melihat potensi dampak dari Kebijakan PCR terhadap CFG di bank syariah dan konvensional melalui data historis secara kuartal dari tahun 2014 – 2023. Hasil dari penelitian tersebut adalah kebijakan ini merupakan kebijakan yang baik, tetapi apabila diterapkan sementara perbankan belum siap justru akan menjadi boomerang. Selain itu, bank syariah dengan segala keunikan produknya seperti SRIA dan CWLD berpotensi untuk meningkatkan fungsi intermediasi sekaligus menurunkan risiko likuiditas atau dengan kata lain dapat comply dengan Kebijakan PCR.

---

Banks as financial intermediaries institutions intend to do maturity transformation, which gains short-term funding and lends it for a long-term financing project. Hence, they will be exposed to the liquidity risk. This issue made the authority to take some preventive actions, so this issue would not spread and create another crisis in the economy. But, especially for the banks in Indonesia, they become too much joy to put their money into the less risky assets, hence their intermediation function becomes sub-optimum. Macroprudential Policy or in this case the Placement Composition Ratio (PCR), is being introduced to limit the placement to the less risky assets. On the other hand, it will push the banks to become more disciplined to synchronize their funding and financing maturities. So, the risk can be still manageable. This research tries to see the potential impact of the PCR Policy on the CFG in the Sharia and conventional banks quarterly from 2014 to 2023. This research suggests that this policy is good, but if the banks are not ready yet to implement this policy, it can be a boomerang. Other than that, Sharia banks with all of their product uniqueness such as SRIA and CWLD have the potential to enhance the intermediation function while lowering the liquidity risk of the banks. In short, that will help the Sharia banks to comply with the PCR Policy."

"Penelitian ini memperlihatkan pengaruh risiko likuiditas dan risiko kredit terhadap stabilitas bank umum di Indonesia. Dalam melihat pengaruh kedua risiko tersebut juga terhadap stabilitas bank akan ditinjau juga aspek kepemilikan bank dan kondisi ekonomi. Dengan menggunakan estimasi data panel, ditemukan bahwa risiko likuiditas berpengaruh signifikan terhadap stabilitas bank. Arah pengaruh risiko likuiditas terhadap stabilitas bank ini sangat dipengaruhi oleh kepemilikan bank. Faktor kepemilikan bank memiliki pengaruh signifikan terhadap stabilitas bank baik kepemilikan pemerintah maupun asing. Di sisi lain, penelitian ini menemukan bahwa risiko kredit dan kondisi ekonomi tidak memiliki pengaruh signifikan terhadap stabilitas bank umum di Indonesia.

---

This paper shows the effect of liquidity risk and credit risk to bank stability in Indonesia. In explaining their relationship, we will take bank ownership and economy condition to the account. Using panel data estimation, we find that liquidity risk is significantly affect bank stability. However the direction of the influence is depended on the ownership of the bank. Ownership of bank whether by government or foreign entities has significant effect on bank stability. On the other hand, this paper find no significant impact of credit risk and economy condition on bank stability in Indonesia."

"Penelitian ini memperlihatkan pengaruh risiko likuiditas dan risiko kredit terhadap stabilitas bank umum di Indonesia. Dalam melihat pengaruh kedua risiko tersebutjuga terhadap stabilitas bank akan ditinjau juga aspek kepemilikan bank dan kondisi ekonomi. Dengan menggunakan estimasi data panel, ditemukan bahwa risiko likuiditas berpengaruh signifikan terhadap stabilitas bank. Arah pengaruh risiko likuiditas terhadap stabilitas bank ini sangat dipengaruhi oleh kepemilikan bank. Faktor kepemilikan bank memiliki pengaruh signifikan terhadap stabilitas bank baik kepemilikan pemerintah maupun asing. Di sisi lain, penelitian ini menemukan bahwa risiko kredit dan kondisi ekonomi tidak memiliki pengaruh signifikan terhadap stabilitas bank umum di Indonesia.

---

This paper shows the effect of liquidity risk and credit risk to bank stability in Indonesia. In explaining their relationship, we will take bank ownership and

economy condition to the account. Using panel data estimation, we find that

liquidity risk is significantly affect bank stability. However the direction of the influence is depended on the ownership of the bank. Ownership of bank whether by government or foreign entities has significant effect on bank stability. On the other hand, this paper find no significant impact of credit risk and economy condition on bank stability in Indonesia."

"Penelitian ini bertujuan untuk menganalisis dampak perubahan tingkat risiko likuiditas terhadap pertumbuhan asset likuid, pertumbuhan pinjaman serta kemampuan pemberian kredit baru pada bank umum komersial di Indonesia. Data yang digunakan pada penelitian ini didapatkan dari laporan tahunan bank dalam kurun waktu 2004 sampai dengan 2010. Dengan menggunakan model efek tetap (Fixed Effect Model-FEM) data panel, ditemukan bahwa bank-bank umum di Indonesia yang memiliki banyak portofolio aset tidak likuid ketika terjadi krisis likuiditas mengalami kesulitan dalam menggalang capital inflow. Selain itu, karena tingginya biaya dana (cost of fund) saat krisis likuiditas, bank tidak ada pilihan selain memotong laba usaha mereka yang kemudian berdampak pada berkurangnya kas dan aset likuid yang mereka pegang sehingga bank tidak bisa melakukan penimbunan likuiditas (liquidity hoarding). Selanjutnya, ditemukan juga bahwa krisis likuiditas mendorong bank untuk meningkatkan pembentukan pinjaman baru dengan suku bunga lebih tinggi walau bank memiliki banyak komitmen belum ditarik. Terakhir, ditemukan bahwa dana pihak ketiga memegang peranan penting dalam keputusan bank untuk menimbun aset likuid dan memberikan pinjaman. Semakin banyak dana pihak ketiga yang dimiliki bank, semakin kecil keterbatasan yang dihadapi bank saat terjadi krisis likuiditas.

---

This study aims to analyze the effect of liquidity risk exposure on the growth of liquid assets, loan, and credit origination for Indonesia’s commercial banks. Furthermore, by using Fixed Effect Model for data panel from 2004 to 2010 the result shows that Indonesia’s commercial banks with high illiquid asset portofolios when exposed to liquidity risk will face difficulties in raising capital. Moreover, the high cost of fund during liquidity crisis will give banks no choice but to cut profit which will lead to the reduction of cash and liquid assets, making it unable for banks to hoard liquidity. Findings also show that liquidity crisis encourages banks to increase new lending with higher interest rates even when they have high undrawn commitments. Finally, the results indicate that core deposits played an important role in banks’ decision to hoard liquidity and distribute loans. The more core deposits, the fewer drawbacks on banks during a liquidity crisis."