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Kerentanan Perbankan Di Indonesia: Pengukuran Dan Penyebabnya, Wisnu Wibowo, Amir Ambyah Zakaria
Kerentanan Perbankan Di Indonesia: Pengukuran Dan Penyebabnya, Wisnu Wibowo, Amir Ambyah Zakaria
Jurnal Ekonomi dan Pembangunan Indonesia
This study aims to identify banking vulnerabilities and analyze the factors that influence them. The tool used to identify bank vulnerabilities uses modification crisis and default index (C&D Index) while hypothesis testing uses logit regression. Commercial banks in Indonesia from 2008 to 2018 was taken as sample. As a result, in 2008 and 2013 were the most vulnerable conditions for banks in Indonesia. The reason most banks have been identified as vulnerable is due to decreased profits, increased liabilities in foreign currencies and increased Non Performing Loan (NPL). Logit regression test show that banking fragility is negatively related to capital, …
Uji Empiris Mekanisme Transmisi Kebijakan Moneter: Interest Rate Pass-Through Sektor Perbankan Indonesia, Buddi Wibowo, Eduardo Lazuardi
Uji Empiris Mekanisme Transmisi Kebijakan Moneter: Interest Rate Pass-Through Sektor Perbankan Indonesia, Buddi Wibowo, Eduardo Lazuardi
Jurnal Ekonomi dan Pembangunan Indonesia
Robust measurement of interest rates speed of adjustment to monetary policy changes is very important to obtain a comprehensive understanding on the monetary transmission process and the effectiveness of monetary policy. The speed of adjustment are determined by number of frictions that interfere with the transmission of monetary policy. We measure Indonesia interest rate pass-through which have distinct characteristics in terms of banking competition, segmented banking market and concentrated structure. Interest rate pass-through is measured by using Vector Error Correction Model (VECM) and Mean Adjusted Lags (MAL). This paper shows the interest rate adjustment did take a relatively long time.