Penyesuaian Penyangga Modal dan Risiko Bank-Bank di Indonesia Sebagai Respon Terhadap Potensi Krisis Keuangan di Tengah Kondisi Ketidakpastian Global

Authors

  • Cici Widowati Universitas Peradaban

DOI:

https://doi.org/10.32585/jbfe.v5i2.5708

Keywords:

Risk adjustment, Capital buffer adjustment, Systemic risk

Abstract

This study aims to analyze the impact of capital buffer adjustment and risk adjustment on systemic risk, using a sample of 18 banks in Indonesia, from 2006 to 2020. The results of this study indicate that risk adjustment has a positive effect on systemic risk, and capital buffer adjustment has a negative effect on systemic risk. The results of this study also show that risk adjustments and capital buffer adjustments, in response to a potential financial crisis in the midst of global uncertainty, have different impacts on systemic risk depending on global conditions.

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References

Andries, A. M., Nistor, S., & Sprincean, N. (2018). The impact of central bank transparency on systemic risk: Evidence from Central and Eastern Europe. Research in International Business and Finance. https://doi.org/10.1016/j.ribaf.2018.06.002

Bernal, O., Gnabo, J.-Y., & Guilmin, G. (2014). Assessing the contribution of banks, insurance and other financial services to systemic risk. Journal of Banking & Finance, 47, 270–287. https://doi.org/10.1016/j.jbankfin.2014.05.030

Bank for International Settlements. (2021). Credit-to-GDP gaps. Retrieved from https://www.bis.org/statistics/c_gaps.htm

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Published

2024-08-21

How to Cite

Cici Widowati. (2024). Penyesuaian Penyangga Modal dan Risiko Bank-Bank di Indonesia Sebagai Respon Terhadap Potensi Krisis Keuangan di Tengah Kondisi Ketidakpastian Global. Journal of Business, Finance, and Economics (JBFE), 5(2), 66–85. https://doi.org/10.32585/jbfe.v5i2.5708

Issue

Vol. 5 No. 2 (2024): Journal Of Business, Finance, and Economics (JBFE)

Section

Publication Ethics

License

Copyright (c) 2024 Journal of Business, Finance, and Economics (JBFE)

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