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All Journal JDM Petra International journal of Business Studies (IJBS)
Andreas Krisvian
Universitas Indonesia
Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Social Sciences

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Financial Risk Management in 2020's Recession: Evidence from ASEAN Countries Andreas Krisvian; Rofikoh Rokhim
Petra International Journal of Business Studies Vol. 5 No. 1 (2022): JUNE 2022
Publisher : Master of Management, School of Business and Management, Petra Christian University

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (595.478 KB) | DOI: 10.9744/ijbs.5.1.56-73

Abstract

This study aims to determine the effect of bank financial risk consisting of liquidity risk, credit risk, and other factors on bank stability. This study took samples from 41 open conventional banks in five ASEAN countries that experienced crises, namely Indonesia, Malaysia, the Philippines, Singapore, and Thailand. The analysis methods used in this study are a combination of simultaneous and non-simultaneous GMM and VECM for the data period between Q-4 2015 to Q-3 2020. It covers the period before and during the crisis. This study found a reciprocal effect of the two financial risks on bank stability in the long term, an effect of the combined two risks ­on bank stability in the short term, and other factors that also affect each of the risks and bank stability. The results of this study can provide further knowledge about bank financial risk management that can be useful for reducing the potential for bank bankruptcy during a crisis.
Manajemen Risiko Permodalan Perusahaan-Perusahaan Asuransi Jiwa di Indonesia Andreas Krisvian; Erfan Rizki Prabowo; Muhammad Rifqi Abrar; Yusuf Kresna; Dewi Hanggraeni
Jurnal Dinamika Manajemen Vol. 10 No. 3 (2022): Jurnal Dinamika Manajemen
Publisher : Prodi Magister Manajemen Fakultas Ekonomi dan Bisnis Universitas Jambi

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.22437/jdm.v10i3.11535

Abstract

Penelitian ini bertujuan untuk mengetahui pengaruh risiko investasi dan penjaminan emisi terhadap tingkat RBC perusahaan asuransi jiwa di Indonesia. Metode yang digunakan dalam penelitian ini adalah metode kuantitatif, dengan teknik pengolahan data Ordinary Least Squares (OLS) dan Robust Least Squares (RLS). Penelitian ini menggunakan data statistik asuransi Indonesia dari Otoritas Jasa Keuangan (OJK) pada periode 2016 - Oktober 2020 di 50 perusahaan asuransi jiwa Indonesia sebagai sampel penelitian. Hasil dari penelitian ini menunjukkan bahwa pengaruh risiko investasi memiliki pengaruh yang signifikan dan berkorelasi positif terhadap RBC serta pengaruh risiko penjaminan emisi memiliki pengaruh yang signifikan dan berkorelasi negatif terhadap RBC. Penelitian ini dapat meningkatkan pemahaman tentang pentingnya bagi perusahaan asuransi untuk memperhatikan risiko investasi dan risiko penjaminan emisi yang berpengaruh terhadap RBC. This study aims to determine the effect of investment risk and underwriting on the RBC level of life insurance companies in Indonesia. The method used in this research is quantitative method, with data processing techniques Ordinary Least Squares (OLS) and Robust Least Squares (RLS). This study uses statistical data on Indonesian insurance from Otoritas Jasa Keuangan (OJK) in the period 2016 - October 2020 in 50 Indonesia’s life insurance companies as the research sample. The results of this study indicate that the effect of investment risk has a significant and positive correlation to RBC and the effect of underwriting risk has a significant and negative correlation to RBC. This research can improve understanding of the importance for insurance companies to pay attention to investment risks and underwriting risks that affect RBC.
Co-Authors Erfan Rizki Prabowo Hanggraeni, Dewi Muhammad Rifqi Abrar Rofikoh Rokhim Yusuf Kresna