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All Journal Jurnal Nuansa Akademik: Jurnal Pembangunan Masyarakat Journal of Business and Political Economy: Biannual Review of The Indonesian Economy Review
Muhammad Rudi Nugroho
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Religion Civil Engineering, Building, Construction & Architecture Economics, Econometrics & Finance Education Law, Crime, Criminology & Criminal Justice Social Sciences

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Macroeconomic Strest Testing terhadap Risiko Kegagalan Perbankan di Indonesia Fitrotul Fardila; Muhammad Rudi Nugroho
Journal of Business and Political Economy : Biannual Review of The Indonesian Economy Vol. 2 No. 1 (2020): Journal of Business and Political Economy: Biannual Review of The Indonesian Ec
Publisher : INDEF - Institute for Development of Economics and Finance

Show Abstract | Download Original | Original Source | Check in Google Scholar | Full PDF (250.386 KB) | DOI: 10.46851/30

Abstract

The economic crisis that hit Indonesia in 1998 had a negative impact on the stability of the Indonesian economy, including the banking sector. The banking sector as the coffers that drain funds to all sectors of the economy cost the restructuring is not small. The stress test is a method used to measure the stability of the financial system through the calculation of credit risk. In addition, stress tests can provide information about the nature of the financial system in crisis conditions and assist policymakers in calculating the level of financial system vulnerabilities. So that if the vulnerability of the financial system can be detected early, the government can take preventive measures to minimize the consequences. Thus, this study aims to examine the effect of macroeconomic variable shock on the probability of default of conventional banking and sharia banking in Indonesia through a logistic regression method. The probability of default occurrence as the dependent variable in this study is determined by using the credit failure ratio. While the independent variables used in this study are macroeconomic variables consisting of growth variables Gross Domestic Product (GDP), Exchange rate, inflation, and IHSG. The result of this research using the data of period 1st quarter of 2006 to 3rd quarter of 2017 concludes that IHSG is chosen as the main variable in forming stress test scenario. Based on the results of macroeconomic stress tests, great shock on IHSG holds the most significant change to the possibility of a banking default. By using the curve-fitting method, it is known that Syariah Rural Bank (BPRS) has the greatest possibility of default when shock occurs on IHSG variables compared to 8 other banks. Keywords: Probability of Default, Stress Test, Macroeconomic Stress Testing, Financial Stability
Pengaruh Ekonomi dan Non-Ekonomi terhadap Emisi Karbon di Negara ASEAN: Analisis Environmental Kuznets Curve Farah, Najma Taralia; Muhammad Rudi Nugroho
Nuansa Akademik: Jurnal Pembangunan Masyarakat Vol. 9 No. 2 (2024)
Publisher : Lembaga Dakwah dan Pembangunan Masyarakat Universitas Cokroaminoto Yogyakarta (LDPM UCY)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47200/jnajpm.v9i2.2922

Abstract

The study aims to determine the effect of carbon emissions on several countries to minimize their impact through Environmental Kuznets Curve (EKC) Analysis. This study uses combined panel data analysis from a cross-section of 6 ASEAN countries with a time series from 2015 to 2023. The results of the model specification test show that the System Generalized Method of Moments approach is the best model to use. It was found that the Population, Government Quality, Economic Growth, Trade Openness and FDI (Foreign Direct Investment) variables have an effect on carbon emissions. The Population, Economic Growth, and Trade Openness variables have a positive and significant effect on carbon emissions. While the Government Quality variable has a negative and significant effect on carbon emissions. However, in the long term the government quality variable has a negative and insignificant effect on carbon emissions and the FDI variable has a significant positive effect on carbon emissions in ASEAN-6 countries from 2015 to 2023.
Co-Authors Farah, Najma Taralia Fitrotul Fardila