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Abstrak :
Penelitian ini bertujuan untuk menganalisa pengaruh internasionalisasi terhadap risiko bank. Studi ini menggunakan regresi data panel dengan Generalized Least Square (GLS). Uji Hausman dilakukan pada studi ini dan menghasilkan model fixed effect sebagai model yang paling tepat untuk mengestimasi model. Faktor spesifik bank diantaranya: ukuran bank, biaya overhead bank, diversifikasi pendapatan bank serta faktor makroekonomi diantaranya: pertumbuhan GDP dan GDP per kapita digunakan sebagai variabel kontrol dalam penelitian ini. Penelitian ini menggunakan data dari 743 bank komersial yang berasal dari negara-negara yang tergabung dalam keanggotaan G8 pada periode 2005- 2018. Pada periode tersebut, internasionalisasi berpengaruh positif terhadap risiko bank. Mengikuti periode krisis keuangan, penelitian ini menyimpulkan bahwa internasionalisasi justru meminimalisasi risiko bank pada saat periode krisis. Lokasi dimana bank beroperasi, di negara maju atau berkembang terbukti tidak memiliki pengaruh pada risiko bank ......This study aims to analyse the effect of internationalization to bank risk. This study uses data panel regression analysis techniques with Generalized Least Square (GLS). Hausman test show that the model used as a fixed effect estimation technique. Bankspecific factors such as bank size, bank overhead cost, bank income diversification, and macro-economic factors such as GDP growth and GDP per capita are taken as control variables. Using data from 743 commercial banks from Group of Eight (G8) countries over 2005-2018. Over this period, bank internationalization is associated with higher bank risk. Following the crisis, we find that the effect of internationalization is even more inconspicious during the financial crises. Furthermore, Whether the banks operate in developing or developed countries, has proven to have no significant relationship with bank risk.

Abstrak :
Contents : Introduction -- Creating the quiet period -- Financial crises -- Liquidity and secrets -- Credit booms and manias -- The timing of crises -- Economic theory without history -- Debt during crises -- The quiet period and its end -- Moral hazard and too-big-to-fail -- Bank capital -- Fat cats, crisis costs, and the paradox of financial crises -- The panic of 2007-2008 -- The theory and practice of seeing.

Abstrak :
[This work is an exploration of the global market dynamics, their intrinsic natures, common trends and dynamic inter-linkages during the stock market crises over the last twelve years. The study isolates different phases of crisis and differentiates between any crisis that remains confined to the region and those that take up a global dimension. The latent structure of the global stock market, the inter-regional and intra-regional stock market dynamics around the crises are analyzed to get a complete picture of the structure of the global stock market. The study further probing into the inherent nature of the global stock market in generating crisis finds the global market to be chaotic thus making the system intrinsically unstable or at best to follow knife-edge stability. The findings have significant bearing at theoretical level and on policy decisions., This work is an exploration of the global market dynamics, their intrinsic natures, common trends and dynamic inter-linkages during the stock market crises over the last twelve years. The study isolates different phases of crisis and differentiates between any crisis that remains confined to the region and those that take up a global dimension. The latent structure of the global stock market, the inter-regional and intra-regional stock market dynamics around the crises are analyzed to get a complete picture of the structure of the global stock market. The study further probing into the inherent nature of the global stock market in generating crisis finds the global market to be chaotic thus making the system intrinsically unstable or at best to follow knife-edge stability. The findings have significant bearing at theoretical level and on policy decisions.]