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Analisis manajemen risiko likuiditas dan credit supply pada bank umum di Indonesia untuk periode 2005-2010
This study aims to analyze the effect of liquidity risk exposure on the growth of liquid assets, loan, and credit origination for Indonesia?s commercial banks. Furthermore, by using Fixed Effect Model for data panel from 2004 to 2010 the result shows that Indonesia?s commercial banks with high illiquid asset portofolios when exposed to liquidity risk will face difficulties in raising capital. Moreover, the high cost of fund during liquidity crisis will give banks no choice but to cut profit which will lead to the reduction of cash and liquid assets, making it unable for banks to hoard liquidity. Findings also show that liquidity crisis encourages banks to increase new lending with higher interest rates even when they have high undrawn commitments. Finally, the results indicate that core deposits played an important role in banks? decision to hoard liquidity and distribute loans. The more core deposits, the fewer drawbacks on banks during a liquidity crisis.Ada tabel
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| 8666 | PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Depok: Program Studi Manajemen, Fakultas Ekonomi Universitas Indonesia 2014 |
|---|---|
| Edisi | - |
| Subjek | Liquidity Risk management Commercial banks Credit |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | xiv, 110 p. : il, ; 30 cm |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |