Keterkaitan Capital Buffer, Stabilitas, dan Efisiensi Bank:Studi Empiris pada Bank Umum Konvensional di Indonesia = Studi Empiris pada Bank Umum Konvensional di Indonesia The Relationship of Capital Buffer Bank Stability and Efficiency: Empirical Study of Indonesias Commercial
Dwi Nastiti Danarsari;
Viverita, promotor; Rofikoh Rokhim, co-promotor; Kresnohadi Ariyoto Karnen, examiner; Dony Abdul Chalid, examiner; Sigit Sulistiyo Wibowo, examiner; Wahyoe Soedarmono, examiner; Zaafri Ananto Husodo, examiner
([Publisher not identified]
, 2018)
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ABSTRAK Penelitian ini bertujuan untuk menguji dampak dari tambahan capital buffer terhadap perubahan stabilitas serta perubahan efisiensi bank, serta menguji hubungan kausalitas antara stabilitas dan efisiensi bank. Periode penelitian mencakup tahun 2001 sampai dengan 2015 yang menangkap efek dari krisis keuangan 2007-2008 serta implementasi beberapa regulasi modal. Sampel yang digunakan sebanyak 68 bank umum konvensional yang meliputi 973 observasi. Penelitian ini menggunakan model regresi dynamic panel dan model Granger Causality dengan GMM estimator. Stabilitas bank diproksikan dengan Z-Score, dan efisiensi diestimasi dengan pendekatan parametrik Stochastic Frontier Analysis (SFA). Hasil penelitian menunjukkan bahwa tambahan capital buffer berdampak positif signifikan terhadap penguatan stabilitas bank namun memiliki potensi trade-off pada sisi efisiensi bank. Selain itu, ditemukan hubungan non-linieritas antara tambahan capital buffer dengan perubahan stabilitas bank serta perubahan efisiensi bank. Lebih lanjut, penelitian ini menemukan bahwa peningkatan efisiensi bank Granger Cause penguatan stabilitas bank, atau dengan kata lain bank yang efisien akan cenderung stabil. Temuan dari penelitian ini diekspektasikan memberikan gambaran atas kondisi stabilitas dan efisiensi pada bank umum di Indonesia. ABSTRACT This research aims to examine the effect of additional capital buffer on changes in bank stability and changes in bank efficiency as well as the relationship between bank stability and bank efficiency. The research horizon covers the period of year 2001 to 2015 which capture the impact of financial crisis in 2007-2008, as well as, implementation of capital regulations in Indonesias banking sector. This study uses sample of 68 commercial banks which covers 973 observations and employs dynamic panel regression and Granger Causality using GMM estimator. Bank stability is proxied by Z-Score, and efficiency is estimated using parametric approach Stochastic Frontier Analysis (SFA). The regression estimations indicate that additional capital buffer will enhance bank stability yet have a potential trade-off on bank efficiency. This study also finds non-linearity relationship between additional capital buffer with changes in bank stability and changes in bank efficiency. Moreover, this study finds that improvement in bank efficiency Granger Cause strengthen in bank stability. The results of this study are expected to provide insight regarding bank stability and bank efficiency in Indonesias commercial banks. |
 D2561-Dwi Nastiti Danarsari.pdf :: Unduh
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| No. Panggil : | D2561 |
| Entri utama-Nama orang : | |
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| Entri tambahan-Nama badan : | |
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| Penerbitan : | [Place of publication not identified]: [Publisher not identified], 2018 |
| Program Studi : |
| Bahasa : | ind |
| Sumber Pengatalogan : | LibUI ind rda |
| Tipe Konten : | text |
| Tipe Media : | unmediated ; computer |
| Tipe Carrier : | volume ; online resource |
| Deskripsi Fisik : | xiv, 160 pages : illustration ; 28 cm + appendix |
| Naskah Ringkas : | |
| Lembaga Pemilik : | Universitas Indonesia |
| Lokasi : | Perpustakaan UI, Lantai 3 |
| No. Panggil | No. Barkod | Ketersediaan |
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| D2561 | 07-19-222966128 | TERSEDIA |
| Ulasan: |
| Tidak ada ulasan pada koleksi ini: 20487597 |
