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"ABSTRAKTesis ini menganalisis interconnectedness pasar uang antar bank PUAB pada perbankan sebagai salah satu indikator kerentanan sistem keuangan dalam rangka mitigasi risiko sistemik. Penelitian ini menggunakan pendekatan kuantitatif dengan metode analisis regresi linear berganda. Data yang digunakan adalah time series transaksi pasar uang antar bank yang telah diolah menggunakan aplikasi GEPHI sehingga menghasilkan dua variabel dependen yaitu Graph Density dan Average Path Length yang menunjukkan kerapatan dan rata-rata jumlah koneksitas transaksi di pasar uang antar bank yang berpotensi menimbulkan efek contagion. Penelitian membuktikan bahwa rasio likuiditas AL/NCD dan LDR berpengaruh signifikan terhadap density kerapatan transaksi pasar uang antar bank, sementara variabel GWM Primer growth tidak secara signifikan mempengaruhi tingkat density transaksi pasar uang antar bank. Kesimpulan selanjutnya adalah variabel LDR dan GWM Primer berpengaruh signifikan terhadap rata-rata koneksi yang dibutuhkan oleh setiap bank dalam pasar uang antar bank, sementara rasio AL/NCD tidak secara signifikan mempengaruhi average path length. Likuiditas perbankan menjadi salah satu faktor penentu koneksitas antar bank. Hasil analisis tersebut telah dikonfirmasi positif dengan rasio transaksi dalam sistem pembayaran.

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ABSTRACTThis research analyzes interconnectedness of interbank money market in banking as one indicator of financial system vulnerability in order to mitigate systemic risk. This research uses quantitative approach with multiple regression analysis method. The data used are time series of interbank money market transactions that have been processed using GEPHI application to produce two dependent variables namely Graph Density GD and Average Path Length APL indicating the density and number of transaction interbank money market which has potential to cause contagion effect. Research can be concluded that the liquidity ratio AL NCD and LDR has a significant effect on the density of interbank money market, while the Primary GWM variable does not significantly affect the density level of interbank money market transactions. The next conclusion is that the LDR and Primary GWM variables significantly affect the APL in the interbank money market, while the AL NCD ratio does not significantly affect the APL. Bank liquidity becomes one of the determinants of inter bank connectivity. The results of these analyzes have been confirmed positively by the ratio of transactions in the payment system."

"ABSTRAK Penelitian ini dilakukan dengan tujuan untuk menguji hubungan antara konsentrasi Dana Pihak Ketiga DPK pada Bank ABCD Bank-Bank BUKU IV di Indonesia terhadap besarnya Suku Bunga pada Pasar Uang Antar Bank PUAB di Indonesia pada tenor ON overnight , satu minggu 1Wk , dua minggu 2Wk dan satu bulan 1Mo . Penelitian ini menggunakan data harian dengan periode penelitian 2015 ndash; 2017. Perhitungan konsentrasi DPK menggunakan Hirchman-Herfindahl Index HHI dan Concentration Ratio untuk empat Bank CR4 . Dari hasil penelitian didapatkan bahwa konsentrasi DPK pada Bank ABCD mempengaruhi secara signifikan pembentukan suku bunga PUAB pada tenor 1 bulan 1Mo , sedangkan pada tenor ON dan 1Wk lebih dipengaruhi oleh Proyeksi Likuiditas Harian PLH . Besarnya Suku Bunga pada hari sebelumnya berpengaruh signifikan pada seluruh tenor dalam penelitian ini, yakni tenor ON, 1Wk dan 2Wk serta pada tenor 1Mo.

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This paper aimed to test the relation between Third Party Fund TPF Concentration on Bank ABCD BUKU IV Banks in Indonesia and the level of interest rate in Interbank Money Market in Indonesia for tenor ON overnight , one week 1Wk , two weeks 2Wk and one month 1Mo . This study was used daily data for period 2015 ndash 2017. The concentration calculation employed Hirchman Herfindahl Index and Concentration Ratio for four Banks CR4 . The result showed that there is significant positive relation between the TPF concentration and the formation of interest rate for tenor 1Mo, while for tenor ON and 1Wk more affected significantly by Daily Liquidity Projection PLH . The interest rate that had been transacted on the previous day affects significantly to all tenor in this research, ON, 1Wk, 2Wk and tenor 1Mo."

"Penelitian ini bertujuan untuk mengetahui pengaruh risiko bank terhadap perubahan jumlah pinjaman antar bank, tingkat suku bunga pinjaman antar bank, serta imbal hasil saham bank. Sumber data yang digunakan berasal dari industri perbankan di lima negara di Asia Tenggara yaitu Indonesia, Malaysia, Singapura, Thailand, dan Filipina. Penelitian ini menggunakan metode panel dengan data tahunan selama 10 tahun yaitu pada periode 2008-2019. Metode regresi menggunakan regresi panel dengan random effect dan pooled least squares. Hasil penelitian menunjukkan bahwa risiko bank mempengaruhi tingkat pinjaman antar bank, tingkat suku bunga pinjaman antar bank, dan tingkat imbal hasil saham bank. Hal tersebut menunjukan bahwa pasar uang dan pasar saham dapat berperan dalam membangun sistem perbankan yang sehat melalui efek disiplin pasar.

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The research aims to investigate the impact of bank risk on the rate change in interbank borrowing, interbank borrowing interest rates, and stock return. The data sources that used on this research are come from banking industry in five countries across South East Asia such as Indonesia, Malaysia, Singapore, Thailand, and Philippine. This study uses a panel method with annual data for 10 years, within the period of 2008-2019. This paper employes panel regression technique with random effect modeland pooled least squares model. Researchs finding suggests that bank risk and performance influenced interbank borrowing, interbank borrowing rate and banks stock return. These findings imply that improving both the interbank market and the stock market may play a role in establishing a sound banking system through market discipline effects. "

"Tesis ini membahas tentang kedudukan Kreditor dalam perjanjian interbank call money dimana perjanjian ini dilaksanakan melalui perdagangan surat berharga. Sumber dana melalui Interbank Call Money merupakan sumber dana paling cepat bagi bank. Mekanisme Call money ini sering digunakan oleh bank-bank yang sedang mengalami kekurangan likuiditas harian. Penerbitan Surat Berharga berupa Promes ini pada dasarnya adalah sebuah perikatan hutang piutang antara Debitor dan Kreditor, sehingga seharusnya Debitorlah yang bertanggungjawab sepenuhnya atas penerbitan Promes dimaksud, karena pada Debitorlah hutang asli atau pokok itu terletak. Namun, kedudukan Kreditor pemegang surat berharga lemah, karena penerbitan surat berharga tidak dijamin dengan asset Debitor. Hal ini berbeda dan fasilitas Pinjaman Likuiditas Jangka Pendek (PLJP) Bank Indonesia telah menerima informasi bahwa bank terlibat dalam masalah likuiditas jangka pendek, memiliki agunan yang cukup dan dilakukan penyelidikan lebih lanjut dari bank jika diperlukan. Kedudukan bank sebagai kreditor dalam perjanjian interbank call money adalah bersifat sebagai kreditor konkuren yang tidak mempunyai hak istimewa untuk melakukan eksekusi terhadap asset debitor jika dalam perjanjian interbank call money terjadi wanprestasi atau gagal bayar. Tesis ini menggunakan penelitian yuridis normatif karena menitikberatkan pada penelitian kepustakaan yang intinya meneliti asas dan teori hukum, sistematis hukum, dan sinkronisasi hukum dengan cara menganalisanya. Data yang diperoleh dianalisis dengan menggunakan metode deskriptif analisis dan metode kualitatif. Selanjutnya, permasalahan yang dibahas dalam tesis ini adalah mengenai kedudukan bank sebagai kreditor dalam perjanjian interbank call money dan menjabarkan upaya yang harus dilaksanakan dalam memitigasi risiko gagal bayar pinjaman likuditas tersebut.

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This thesis discusses the position of Creditors in the interbank call money agreement where this agreement is implemented through securities trading. Source of funds through Interbank Call Money is the fastest source of funds for banks. Call money mechanism is often used by banks that are experiencing daily liquidity shortages. Issuance of Securities in the form of Promissory Notes is basically a debt agreement between the Debtor and Creditor, so that the Debtor should be fully responsible for the issuance of the Promissory note, because it is on the Debtor that the original or principal debt lies. However, the position of creditors holding securities is weak, because the issuance of securities is not guaranteed by the debtor's assets. This is different and Bank Indonesia's Short-Term Liquidity Loan (PLJP) facility has received information that the bank is involved in short-term liquidity problems, has sufficient collateral and is subject to further investigation from the bank if necessary. The position of the bank as a creditor in the interbank call money agreement is as a concurrent creditor who does not have the privilege to execute the debtor's assets if the interbank call money agreement is in default or default. This thesis uses normative juridical research because it focuses on library research which essentially examines legal principles and theories, legal systems, and legal synchronization by analyzing them. The data obtained were analyzed using descriptive analysis methods and qualitative methods. Furthermore, the problem discussed in this thesis is regarding the position of the bank as a creditor in the interbank call money agreement and describes the efforts that must be carried out in mitigating the risk of default on the liquidity loan."

"ABSTRAKFokus dari penelitian ini adalah untuk mengidentifikasi bank-bank yang dianggap berisiko sebagai counterpart oleh bank lainnya dalam transaksi Pasar Uang Antar Bank PUAB , sehingga diharapkan dapat mencegah serta memitigasi potensi terjadinya risiko sistemik pada industri perbankan di Indonesia. Data yang digunakan dalam penelitian ini adalah data transaksi intraday bilateral pinjam meminjam tanpa agunan dengan tenor overnight O/N yang diambil dari transaksi PUAB dengan periode observasi dari Januari 2008-Juni 2009. Dari hasil penelitian, berhasil diidentifikasi sebanyak 4 bank yaitu FI 81, FI 94, FI 3 dan FI 54 yang secara statistik signifikan menunjukkan signal risiko tertinggi di PUAB.Selain itu ditemukan juga bukti bahwa sebagian besar bank yang menunjukkan frekuensi signal yang tinggi umumnya bertindak sebagai net peminjam di PUAB, hal ini mengindikasikan bahwa bank tersebut terus-menerus menghadapi permasalahan likuiditas. Dari hasil regresi ditemukan juga bukti adanya hubungan negatif dengan tingkat kemiringan slope sebesar -0,93 antara besarnya share signal risiko terhadap Z Score. Dari hasil penelitian ini diharapkan metode ini dapat digunakan sebagai tools pelengkap dalam melakukan monitoring risiko individual bank selain dari angka rasio keuangan, serta dapat diaplikasikan sebagai Early Warning System EWS perbankan

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ABSTRACTThe focus of this study is to identify which banks that are considered risky as counterpart by other banks in interbank money market transactions PUAB , and it is expected to prevent and mitigate the potential of systemic risk in the banking industry in Indonesia. In this research used intraday bilateral lending transaction without collateral data with overnight tenor O N taken from PUAB transaction with observation period from January 2008 to June 2009. Based on the research result, it was identified 4 banks, FI 81, FI 94, FI 3 and FI 54 which statistically show the highest sign of risk in PUAB.There is also evidence that most banks that exhibit high signal frequencies generally act as net borrowers in the interbank money market, indicating that banks are constantly facing liquidity problems. From the regression results found also evidence of a negative relationship with the level of slope 0.93 between the amount of risk signal share against Z Score. Hopefully the method from this study can be used as a complementary tool in monitoring individual bank risk apart from the financial ratio, and can be applied as the Early Warning System EWS banking"

"ABSTRAKPenelitian ini menjelaskan mengenai pengharuh tingkat kompetisi pasar terhadap risiko sistemik pada perusahaan perbankan yang terdaftar di pasar modal di negara Indonesia, Malaysia, Filipina, Singapura, Thailand, dan Vietnam pada tahun 2005-2018. Sampel yang digunakan dalam penelitian ini mencakup 798 observasi yang melibatkan 57 perusahaan dalam waktu 14 tahun. Pengujian hipotesis guna menentukan pengaruh tingkat kompetisi pasar terhadap risiko sistemik dilakukan dengan menggunakan metode regresi data panel fixed-effect dan random-effect. Hasil penelitian berikut menunjukkan bahwa tingkat kompetisi (Lerner Index, Herfindahl-Hirschman Index, H-Statistic, Boone Indicator, 5-Concentration Ratio, dan Net Interest Margin) yang rendah akan diikuti dengan paparan risiko sistemik (Systemic Risk Index dan Long Run Marginal Expected Shortfall) yang semakin meningkat.

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ABSTRACT

Bank Competition and Systemic Risk have become long-debated research issues among researchers. Researchers are trying to continue to explicate the impact of bank competition on bank systemic risk. In this paper, we examine the empirical relationship between competition and systemic risk by using the case of Indonesia, Malaysia, Philipine, Singapore, Thailand, and Vietnam regional banking system in 2005-2018. We find that competition proxies tend to escalate the regional-wide banking systemic risk. We demonstrate the hypothesis testing regarding the impact of competition on banking systemic risk by using fixed-effect panel and random-effect panel regression model. "

"[ABSTRAK

Penelitian ini menyelidiki pengaruh kinerja dan risiko bank terhadap perubahan

jumlah pinjaman antar bank, tingkat suku bunga pinjaman antar bank, serta imbal

hasil saham bank.Sampel penelitian meliputi 6 bank anggota indeks LQ45 pada

periode per-kuartal 2010-2014.Metode regresi memakai regresi panel dengan

random effect dan pooled least squares. Hasil penelitian menunjukkan bahwa

kinerja dan risiko bank mempengaruhi tingkat suku bunga pinjaman antar bank,

dan faktor biaya mempengaruhi tingkat imbal hasil saham bank.

ABSTRACT

This research aims to investigate the impact of bank risk and performance on the

rate of change in interbank borrowing, interbank borrowing interest rate, and

stock return. Research sample includes 6 banksfrom LQ45 indexfor the quarterly

period of 2010-2014. This paper employes panel regression techniquewith

random effect modeland pooled least squares model. Research?s finding suggests

thatbank risk and performance influenced interbank borrowing interest rate and

overhead cost affects bank?s stock return.;This research aims to investigate the impact of bank risk and performance on the

rate of change in interbank borrowing, interbank borrowing interest rate, and

stock return. Research sample includes 6 banksfrom LQ45 indexfor the quarterly

period of 2010-2014. This paper employes panel regression techniquewith

random effect modeland pooled least squares model. Research?s finding suggests

thatbank risk and performance influenced interbank borrowing interest rate and

overhead cost affects bank?s stock return.;This research aims to investigate the impact of bank risk and performance on the

rate of change in interbank borrowing, interbank borrowing interest rate, and

stock return. Research sample includes 6 banksfrom LQ45 indexfor the quarterly

period of 2010-2014. This paper employes panel regression techniquewith

random effect modeland pooled least squares model. Research?s finding suggests

thatbank risk and performance influenced interbank borrowing interest rate and

overhead cost affects bank?s stock return.;This research aims to investigate the impact of bank risk and performance on the

rate of change in interbank borrowing, interbank borrowing interest rate, and

stock return. Research sample includes 6 banksfrom LQ45 indexfor the quarterly

period of 2010-2014. This paper employes panel regression techniquewith

random effect modeland pooled least squares model. Research?s finding suggests

thatbank risk and performance influenced interbank borrowing interest rate and

overhead cost affects bank?s stock return.;This research aims to investigate the impact of bank risk and performance on the

rate of change in interbank borrowing, interbank borrowing interest rate, and

stock return. Research sample includes 6 banksfrom LQ45 indexfor the quarterly

period of 2010-2014. This paper employes panel regression techniquewith

random effect modeland pooled least squares model. Research?s finding suggests

thatbank risk and performance influenced interbank borrowing interest rate and

overhead cost affects bank?s stock return., This research aims to investigate the impact of bank risk and performance on the

rate of change in interbank borrowing, interbank borrowing interest rate, and

stock return. Research sample includes 6 banksfrom LQ45 indexfor the quarterly

period of 2010-2014. This paper employes panel regression techniquewith

random effect modeland pooled least squares model. Research’s finding suggests

thatbank risk and performance influenced interbank borrowing interest rate and

overhead cost affects bank’s stock return.]"

"[ABSTRAKPenelitian ini bertujuan untuk menganalisis hubungan jangka panjang daripasar keuangan Indonesia dengan pertumbuhan ekonomi di Indonesia. Variabelpenelitian yang digunakan adalah gross domestic product (GDP) harga konstan,kompetisi perbankan yang diproksi dengan Herfindahl Index (HHI), kapitalisasipasar saham, dan financial development. Untuk menjawab tujuan penelitian makadigunakan metode Autoregressive Distributed Lag (ARDL) dan akanmenggunakan bound testing cointegration untuk melihat hubungan kointegrasidari variabel-variabel yang diteliti. Hasil dari penelitian ini menunjukkan bahwakompetisi perbankan dan kapitalisasi pasar saham berpengaruh positif dansignifikan dalam jangka panjang terhadap pertumbuhan ekonomi di Indonesia.

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ABSTRACTThe purpose of this study is to analyzes the long run relationship betweenmoney market with economic growth in Indonesia. The research variables aregross domestic product (GDP) by constant price, banking competition that isproxied by Herfindahl Index, stock market capitalization, and financialdevelopment. To answer the research objective, we use AutoregressiveDistributed Lag (ARDL) and using bound testing cointegration for testing thecointegration relationship between the research variables. The results show that inthe long run, the banking competition and stock market capitalization have impactsignificantly positive to the economic growth in Indonesia.;The purpose of this study is to analyzes the long run relationship betweenmoney market with economic growth in Indonesia. The research variables aregross domestic product (GDP) by constant price, banking competition that isproxied by Herfindahl Index, stock market capitalization, and financialdevelopment. To answer the research objective, we use AutoregressiveDistributed Lag (ARDL) and using bound testing cointegration for testing thecointegration relationship between the research variables. The results show that inthe long run, the banking competition and stock market capitalization have impactsignificantly positive to the economic growth in Indonesia., The purpose of this study is to analyzes the long run relationship betweenmoney market with economic growth in Indonesia. The research variables aregross domestic product (GDP) by constant price, banking competition that isproxied by Herfindahl Index, stock market capitalization, and financialdevelopment. To answer the research objective, we use AutoregressiveDistributed Lag (ARDL) and using bound testing cointegration for testing thecointegration relationship between the research variables. The results show that inthe long run, the banking competition and stock market capitalization have impactsignificantly positive to the economic growth in Indonesia.]"

"Penelitian ini bertujuan untuk mengetahui pengaruh dari kegiatan diversifikasi terhadap tingkat efisiensi bank umum di Indonesia pada periode sebelum dan selama krisis keuangan global. Penelitian ini menggunakan metode Stochastic Frontier Analysis untuk memperoleh nilai efisiensi profit dari bank umum di Indonesia. Selanjutnya, digunakan metode panel dengan data tahunan selama 9 tahun (2001-2009) untuk mengetahui pengaruh kegiatan diversifikasi terhadap tingkat efisiensi. Hasil penelitian ini menemukan bahwa kegiatan diversifikasi dapat meningkatkan efisiensi dari bank umum di Indonesia. Faktor lain seperti tingkat permodalan bank juga memberikan pengaruh pada peningkatan efisiensi. Selain itu, faktor-faktor lain seperti ukuran bank dan krisis keuangan global memiliki insignifikansi terhadap tingkat efisiensi.

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This research aims to determine the effect of diversification towards the efficiency of commercial banks in Indonesia before and during the global financial crisis. This research uses Stochastic Frontier Analysis to obtain the profit efficiency value of commercial banks in Indonesia. Furthermore, panel method is used along with annual data for 9 years (2001-2009) to determine the effect of diversification towards efficiency level. This research found that diversification can improve the efficiency of commercial banks in Indonesia. Other factor like the level of bank capital also gives an impact on increased efficiency. In addition, other factors like the size of banks and the global financial crisis are insignificant on the efficiency."