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Analisis tingkat risiko sistemik dan keterkaitan finansial perbankan di Indonesia
This article aims to analyze the level of systemic risk in the banking sector of Indonesia to see trade linkages and value of the shares of the banks in Indonesia. The study was conducted on 16 banks whose shares are actively traded on the Indonesia Stock Exchange, by using quantile regression with CoVaR research model. The measurement results and systemic risk analysis showed that the majority of individual banks provide additional contributions to the overall systemic risk. In addition, based on the analysis of financial linkages between banks, it can be concluded that the individual risk of a bank that is conditioned to the risk of other bank generates additional diverse risks. It is confirmed that when a bank experiencing distress, this condition does not necessarily provide additional individual risk to other banks. Based on these results, it is suggested to the government to carry out special supervision by OJK to banks with high systemic risk contribution and strong financial linkages with other banks by monitoring the movement of its shares..
Ketersediaan
| Call Number | Location | Available |
|---|---|---|
| PSB lt.2 - Karya Akhir | 1 |
| Penerbit | Jurnal BPPK., 2014 |
|---|---|
| Edisi | - |
| Subjek | Share valuation Banking sector Systemic risk Quantile regression |
| ISBN/ISSN | - |
| Klasifikasi | - |
| Deskripsi Fisik | - |
| Info Detail Spesifik | - |
| Other Version/Related | Tidak tersedia versi lain |
| Lampiran Berkas | Tidak Ada Data |