[ABSTRAK
Tesis ini membahas pengaruh siklus bisnis terhadap capital buffer yang dikelola oleh bank-bank di Indonesia dengan menggunakan sampel bank konvensional pada periode 2003-2011 dengan menggunakan pertumbuhan GDP serta masa sebelum krisis, masa saat krisis dan masa sesudah krisis sebagai proxy siklus bisnis. Hasil yang diperoleh menyatakan bahwa siklus bisnis yang diproxikan dengan menggunakan pertumbuhan GDP memiliki pengaruh negatif terhadap capital buffer sehingga dapat dikatakan bahwa terdapat hubungan countercyclical antara siklus bisnis dengan capital buffer dan diperoleh hasil bahwa bahwa penurunan capital buffer pada saat krisis paling besar dibandingkan dengan masa lainnya. Selain itu, dilakukan pembahasan juga mengenai faktor-faktor lain yang memiliki pengaruh terhadap capital buffer yang terdiri dari capital buffer sebelumnya, pertumbuhan pinjaman, risiko bank, ukuran bank, jenis bank, biaya modal bank, dan akses ke pasar modal.
ABSTRACT
This thesis discusses the influence of business cycle to bank capital buffer in Indonesia using conventional bank in 2003-2011 as the sample. The GDP growth and before crisis period, crisis period and after crisis period are used as the proxy of business cycle. The study state that business cycle has negative influence to capital buffer, so it can be concluded that capital buffer react countercyclal to business cycle and the biggest capital buffer reduction occur during the crisis period. Besides that, this thesis also discusess other factors that influence the capital buffer, such as previous capital buffer, credit growth, bank risk profile, bank size, type of bank, direct cost of capital, and access to capital market;This thesis discusses the influence of business cycle to bank capital buffer in Indonesia using conventional bank in 2003-2011 as the sample. The GDP growth and before crisis period, crisis period and after crisis period are used as the proxy of business cycle. The study state that business cycle has negative influence to capital buffer, so it can be concluded that capital buffer react countercyclal to business cycle and the biggest capital buffer reduction occur during the crisis period. Besides that, this thesis also discusess other factors that influence the capital buffer, such as previous capital buffer, credit growth, bank risk profile, bank size, type of bank, direct cost of capital, and access to capital market, This thesis discusses the influence of business cycle to bank capital buffer in Indonesia using conventional bank in 2003-2011 as the sample. The GDP growth and before crisis period, crisis period and after crisis period are used as the proxy of business cycle. The study state that business cycle has negative influence to capital buffer, so it can be concluded that capital buffer react countercyclal to business cycle and the biggest capital buffer reduction occur during the crisis period. Besides that, this thesis also discusess other factors that influence the capital buffer, such as previous capital buffer, credit growth, bank risk profile, bank size, type of bank, direct cost of capital, and access to capital market] |
T42360-Sari Utami Dewi.pdf :: Unduh