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Prosiklikalitas sektor perbankan dan faktor-faktor yang mempengaruhi
Procyclicality of bank?s credit is a logical consequence of a process by which the financial sector finances economic growth. Banks will lend higher when the economy in booming and will reduce lending on the opposite conditions. Excessive procyclicality potentially cause instability in the financial sector. This study aims to analyze the extent to which procyclicality of credit occurred in the banking sector and analyzes the factors that could potentially increase the procyclicality condition. We used monthly series data from 2000 to 2012 and monthly 86 panel data bank since 2007 until 2010. The aggregate monthly data series were tested using simple regression equation and VAR while panel data are tested using panel data regression. Empirical results indicate the presence of procyclicality. Procyclicality effect tends to be stronger in periods of expansion than in contraction period. Bank?s procyclical behavior is influenced by macro variables (economic growth), the tendency of banks to rely on collateral in credit assessment, the level of bank?s risk, the condition of capital, bank size and ownership of banks (foreign banks and domestic banks)..
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| PSB lt.2 - Karya Akhir | 1 |
| Penerbit | : Jurnal BPPK 2012 |
|---|---|
| Edisi | - |
| Subjek | Credit Risk analysis Banking sector Procyclicality |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |