Pengembangan Model Portfolio Bank Dengan Memasukkan Faktor Nilai Tukar Dan Faktor Kondisi Modal Bank

Zulverdi, Doddy; Gunadi, I Gusti Ngurah Bagus; Pramono, Bambang

doi:10.21098/bemp.v8i4.147

Cited by 1 publication

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“…Bentuk-bentuk aset yang dapat menjadi pilihan bagi bank untuk mendapatkan return misalnya dalam bentuk kredit, surat berharga pemerintah, PUAB, ataupun instrumen moneter seperti SBI dan term deposit (TD), serta pasar modal, dll. Zulverdi et al (2004) menyebutkan bahwa setiap bank menghadapi masalah manajemen likuiditas jangka pendek dan selalu berupaya untuk mengoptimalkan komposisi portfolio untuk menghasilkan tingkat keuntungan yang maksimal. Namun demikian, upaya ini dibatasi oleh balance sheet constraint, dimana pada setiap waktu jumlah aktiva harus sama dengan jumlah pasiva.…”

Section: Struktur Neraca Bankunclassified

Impact of Global Financial Shock to International Bank Lending in Indonesia

Silalahi¹,

Wibowo²,

Nurliana³

2012

BEMP

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This study intends to determine whether a shock that occurred in developed countries, the source of funding, was transmitted to Indonesia through international bank lending both directly and indirectly. The methods used estimated the determinants of international bank lending. International bank lending is one form of capital flows that have the potential for rapid reversal and that can lead to a financial crisis as it has in the past. Understanding the determinants of bank lending is important as it can be used to mitigate the impact of a financial crisis in the future. The empirical results showed that international bank lending, either directly or indirectly, contributed to the Indonesian crisis. During the shock, Indonesia saw global banking contract financing. It was also found that credit activities by foreign affiliates in Indonesia saw a contraction in the country of the parent bank during the shock. However, it was found that the bank lending by foreign affiliates, as joint ventureswere more stable compared to the branch offices of a foreign bank. In aggregate, international bank lending is affected by push and pulls factors such as economic growth (in developed countries and Indonesia), risk factors, and liquidity conditions, both in Indonesia and globally. As for micro-banking models, other than the push and pull factors, the bank balance sheet and other portfolio assets also affected bank lending activities to Indonesia.Keywords: Global Financial Shocks, Foreign Affiliates, International Bank Lending, transmission path,dynamic panel.JEL Classification: C33, E51, G15

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Section: Struktur Neraca Bankunclassified