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Pengaruh Capital Regulation, Credit Risk, Liquid Assets, dan Long-Term Debt terhadap Tingkat Eksposur Risiko Likuiditas Bank Konvensional, Syariah, dan Hybrid di Indonesia, Malaysia, Filipina, Thailand, dan Singapura pada Periode 2010-2019
This research study aims to analyze the effect of capital regulation, credit risk, liquid assets, and long-term debt on the level of liquidity risk exposure in the banking sector by trying to compare the level of liquidity risk exposure between conventional, Islamic, and hybrid banks. The sample of this study consists of 47 commercial banks in Indonesia, Malaysia, Philippines, Thailand, and Singapore which are listed on the stock exchanges of each country within the period of 2010-2019. Liquidity risk exposure is measured by calculating the level of financing gap ratio. The regression method used in this study is the panel data regression method with random-effects model. The results show that Islamic banks are more exposed to liquidity risk than conventional and hybrid banks. Furthermore, this study finds that capital regulation, credit risk, and long-term debt have a positive and significant impact on liquidity risk exposure. Besides, the results also indicate a negative impact of liquid assets on liquidity risk exposure..Ada Tabel
Call Number | Location | Available |
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12989 | PSB lt.2 - Karya Akhir | 1 |
Penerbit | Depok Program Studi Manajemen Fakultas Ekonomi dan Bisnis UI., 2021 |
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Edisi | - |
Subjek | Islamic banks Liquidity Risk Conventional banks Hybrid Banks |
ISBN/ISSN | - |
Klasifikasi | - |
Deskripsi Fisik | xvii, 114 p. ; diagr. ; 30 cm |
Info Detail Spesifik | - |
Other Version/Related | Tidak tersedia versi lain |
Lampiran Berkas | Tidak Ada Data |