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G.A. Diah Utari
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Economics, Econometrics & Finance

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DAMPAK PENERBITAN SUN DOMESTIK TERHADAP PERKEMBANGAN SEKTOR PERBANKAN G.A. Diah Utari; Ina Nurmalia Kurniati; Ndari Surjaningsih
Jurnal BPPK : Badan Pendidikan dan Pelatihan Keuangan Vol 2 (2011): Jurnal BPPK (printed version)
Publisher : Badan Pendidikan dan Pelatihan Keuangan - Kementerian Keuangan Republik Indonesia

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.48108/jurnalbppk.v2i0.55

Abstract

This study examines the impact of public sector credit in the form of gov­erment domestic bond (hereinafter is called SUN Domestic = Surat Utang Negara Domestik) to the development of financial sector especially banking sector. We use Vector Error Correction Method and Panel Data Method for monthly data from period of 2003 to 2009. The study found that the existence SUN domestic have significant impact to the development of banking sector that is represented by the ratio of total credit to GDP and ratio of credit to private sector to GDP. The increase of composition of SUN domestic in the bank’s aset portfolio relative to total credit has negative impact to bank’s lending. Therefore there might be optimal composition of the amount of SUN domestic in bank's aset portfolio that wouldn’t have negative impact to bank’s credit. Empirical result using panel data shows that ownership of SUN domestic in bank's asets portofolio, increases bank's profit and efficiency. Klasifikasi JEL: G21, H6, H63
PROSIKLIKALITAS SEKTOR PERBANKAN DAN FAKTOR FAKTOR YANG MEMPENGARUHI G.A. Diah Utari; Trinil Arimurti; Ina Nurmalia Kurniawati
Jurnal BPPK : Badan Pendidikan dan Pelatihan Keuangan Vol 5 (2012): Jurnal BPPK (Printed Version)
Publisher : Badan Pendidikan dan Pelatihan Keuangan - Kementerian Keuangan Republik Indonesia

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Abstract

Procyclicality of bank’s credit local is a logical consequence of a process by which the financial sector finances economic growth. Bank’s will lend higher when the economy in boomin and will reduce lending on the opposite conditions. Excessive procyclicality potentially cause instability in the financial sector. This study aims to analyze the extent to which procyclicality of credit occured in the banking sector and analyze the factors that could potentially increase the procyclicality condotion. We used monthly series data from 2000 to 2012 and monthly 86 panel data bank since 2007 until 2010. The aggregate monthly data series were tested using simple regression equation and VAR while panel data are tested using panel data regression. Empirical result indicate the presence of procyclicality. Procyclicalityeffect tends to be stronger in periods of expansion than in contraction period. Bank’s procyclicality behavior is influenced by macro variables ( economic growth), the tendency of bank’s to rely on colleteral in credit assement, the level of banks risk, the condition of capital, banks size and ownership of banks( foreign banks and domestic banks)
Co-Authors Ina Nurmalia Kurniati Ina Nurmalia Kurniawati Ndari Surjaningsih Trinil Arimurti