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All Journal The Asian Journal of Technology Management (AJTM)
Koesrindartoto, Deddy P.
School of Business and Management, Institut Teknologi Bandung
Decision Sciences, Operations Research & Management

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Interbank Lending Decisions in An Economic Downturn: An Agent-Based Approach Koesrindartoto, Deddy P.; Novanto, Erdi
The Asian Journal of Technology Management (AJTM) Vol 4, No 1 (2011)
Publisher : School of Business and Management Institut Teknologi Bandung

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Abstract

Interbank lending is one mechanism that can make shock, which is accepted by one bank spread to other banks (contagion). There are several researchers that focused their research on analyzing the effect of interbank lending to systemic risk. However, there is a few research that analyzed the effect of banks’ decision maker’s behavior, especially on the bank interbank lending to the systemic risk. In this research, the author creates an agent-based  simulation of the banking system to analyze the effect of banks’ decision maker’s behavior to systemic risk in economic downturn condition. The preliminary result from this research is for an economic downturn in a long time period, the banking system with a low net worth to the asset's ratio threshold will produce more default bank than the banking system with a high net worth to the asset's ratio threshold. However, for an economic downturn in small time period, banking system which all bank in their system has the higher net worth to assets ratio threshold will have the default bank first than the banking system which has the lower net worth to the asset's ratio threshold. Keywords: agent-based simulation, banker behavior, interbank lending, economic downturn
Co-Authors Novanto, Erdi