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"[ABSTRAKTesis ini bertujuan untuk menguji adanya kausalitas antar risiko perbankan dandampaknya terhadap probabilitas kegagalan bank. Penelitian ini menggunakandata individu perbankan dari 5 negara, seperti Filipina, Indonesia, Malaysia,Singapura, dan Thailand. Untuk menguji adanya kausalitas dalam risikoperbankan, dipergunakan VAR-Granger Causality model. Sebagai tambahan,model regresi OLS dipergunakan untuk menguji dampak dari interaksi antar risikoini terhadap probabilitas kegagalan bank. Hasil dari penelitian ini adalahkausalitas antar risiko kredit dan risiko likuiditas hanya ditemukan di Malaysia.Sedangkan, kausalitas antar risiko kredit dan risiko tingkat suku bunga ditemukandi Filipina, Malaysia, Thailand, dan ASEAN. Namun, tidak ditemukan adanyapengaruh dari interaksi antar risiko ini terhadap probabilitas kegagalan.Probabilitas kegagalan terbukti kuat dipengaruhi oleh risiko kredit, ukuran bank,dan produk domestik bruto.

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ABSTRACTThis thesis aims to investigate the occurrence of causality in banking risks and itsimpact on probability of default. This thesis used individual bank data of fivecountries, i.e: Indonesia, Malaysia, Singapore, Thailand, and the Philippine. Inorder to investigate the occurrence of causality in banking risks, we used VARGrangerCausality model. In addition, OLS regression models are used toinvestigate the impact of this causality on default probability. Results of this studyrevealed that the causality between credit risk and liquidity risk only occurred inthe Philippine, Malaysia, Thailand, and all banks in ASEAN. However, the impactof the interaction between banks risk on default probability is not significant.Furthermore, credit risk, bank size, and gross domestic product are significantlyimpact probability of default, This thesis aims to investigate the occurrence of causality in banking risks and itsimpact on probability of default. This thesis used individual bank data of fivecountries, i.e: Indonesia, Malaysia, Singapore, Thailand, and the Philippine. Inorder to investigate the occurrence of causality in banking risks, we used VARGrangerCausality model. In addition, OLS regression models are used toinvestigate the impact of this causality on default probability. Results of this studyrevealed that the causality between credit risk and liquidity risk only occurred inthe Philippine, Malaysia, Thailand, and all banks in ASEAN. However, the impactof the interaction between banks risk on default probability is not significant.Furthermore, credit risk, bank size, and gross domestic product are significantlyimpact probability of default]"

"ABSTRAKFokus utama penelitian ini adalah untuk mengetahui perbandingan bank syariah dan bank konvensional di Indonesia pada model bisnis, efisiensi, stabillitas, dan profitabilitas. Model bisnis diukur dengan menggunakan analisa uji Mann-Whitney melalui 3 tiga indikator, yaitu Fee Based Income Ratio, Non Deposit Funding Ratio, dan Loans Deposit Ratio. Efisiensi diukur dengan menggunakan analisa uji Mann-Whitney melalui 2 dua indikator, yaitu Operating Cost Ratio dan Cost Income Ratio. Stabilitas diukur dengan menggunakan analisa uji Mann-Whitney melalui indikator Z-Score. Dan profitabilitas diukur dengan menggunakan analisa uji Mann-Whitney melalui 2 dua indikator, yaitu return on asset ROA dan return on equity ROE , serta analisa regresi data panel dengan metode pengolahan fixed effect melalui 1 satu indikator, yaitu pengaruh tingkat persaingan terhadap profitabilitas, yang diukur masing-masing menggunakan ROA dan ROE, dimana tingkat persaingan diukur dengan menggunakan lerner index.Dengan menggunakan data pada 69 bank konvensional dan 10 bank syariah di Indonesia selama periode kuartal ketiga tahun 2010 s.d. kuartal kedua tahun 2014, hasil penelitian menunjukkan bahwa pertama, model bisnis bank syariah dan bank konvensional berbeda, dimana bank konvensional lebih baik daripada bank syariah. Kedua, efisiensi bank syariah dan bank konvensional berbeda, dimana bank syariah lebih baik daripada bank konvensional. Ketiga, stabilitas berbeda, dimana bank konvensional lebih stabil daripada bank syariah. Dan keempat, profitabilitas berbeda, dimana dengan menggunakan analisa uji Mann-Whitney ditemukan bahwa bank konvensional memiliki profitabilitas yang lebih tinggi daripada bank syariah, namun dengan menggunakan pengaruh tingkat persaingan terhadap profitabilitas ditemukan bahwa tingkat persaingan berpengaruh lebih besar untuk meningkatkan profitabilitas pada bank syariah daripada bank konvensional.Kata Kunci: disparitas, model bisnis bank, efisiensi bank, stabilitas bank, profitabilitas bank, tingkat persaingan bank

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ABSTRACTThe main focus of this thesis is to study disparities between syariah banks and conventional banks in Indonesia by business model, efficiency, stability, and profitability. The business model is measured using Mann Whitney test analysis by 3 three indicator, which is fee based income ratio, non deposit funding ratio, and loans deposit ratio. The efficiency is measured using Mann Whitney test analysis by 2 two indicator, which is operating cost ratio and cost income ratio. The stability is measured using Mann Whitney test analysis by 1 one indicator, which is Z Score. And profitability is measured using Mann Whitney test analysis by 2 two indicator, which is return on asset ROA and return on equity ROE , and using panel data fixed effect method by 1 one indicator, which is the impact of competition on the profitability, which is measured by ROA and ROE, and competition is measured by lerner index.By using data 69 conventional banks and 10 syariah banks in Indonesia, started from the 3rd quarter of 2010 until the 2nd quarter of 2014, the research shows that first, business model syariah and conventional banks is different, where conventional banks is better than syariah banks. Second, efficiency syariah and conventional banks is different, where syariah bank is better than conventional bank. Third, stability syariah and conventional banks isn rsquo t different. And fourth, profitability is different, where by using Mann Whitney test analysis, the research shows that conventional banks have higher profitability than syariah banks, but by using impact of competitive condition on the profitability, the research shows that competition will have a greater effect to improve profitability in syariah banks than conventional banks.Key words disparity, bank business model, bank efficiency, bank stability, bank profitability, bank competition"

"Penelitian ini bertujuan untuk membandingkan struktur modal dan kecepatan penyesuaian struktur modal perusahaan domestik dan multinasional serta membandingkan struktur modal dan mengamati kecepatan penyesuaian struktur modal perusahaan multinasional yang diklasifikasikan berdasar mode of entry yang digunakan. Jenis mode of entry yang digunakan adalah ekspor, international joint venture (IJV) dan foreign direct investment (FDI), selama periode 2002-2011. Dengan menggunakan balanced panel data,ditemukan bahwa tidak terdapat perbedaan yang signifikan antara struktur modal perusahaan domestik dan perusahaan multinasional. Ditemukan juga perusahaan multinasional memiliki kecepatan penyesuaian struktur modal terhadap sebesar 0.50 terhadap target, sedangkan perusahaan domestik memiliki kecepatan penyesuaian struktur modal sebesar 0.41. Berdasarkan modes of entry, tidak ditemukan adanya perbedaan struktur modal pada perusahaan multinasional. Mode of entry ekspor memiliki kecepatan penyesuaian struktur modal tercepat pada variabel dependen market debt ratio, sedangkan mode of entry IJV memiliki kecepatan penyesuaian struktur modal tercepat pada variabel dependen book debt ratio.

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The objectives of this study are to compare the capital structure and its speed of adjustment between domestic company (DC) and multinational company (MNC). Furthermore, this study will also compare the capital structure and its speed of adjustment of MNC’sthat are classified based on mode of entry strategy used. Types of modes of entry used are export, international joint venture (IJV) and foreign direct investment (FDI) within year 2002-2011. Using balanced panel data, this study found there is no significant differences of capital structure between multinational and domestic companies. This study also found the capital structure speed of adjustment of multinational companies are 0.50 and the capital structure speed of adjustment of domestic companies are 0.41. In addition, there is no significant difference of capital structure between multinational companies which are classified by modes of entry. Moreover, companies that use export as mode of entry strategy has the fastest speed of adjustment when market debt ratio used as dependent variable while companies that use FDI as mode of entry strategy has the fastest speed of adjustment when book debt ratio used as dependent variable."