Kerentanan Perbankan di Indonesia: Pengukuran dan Penyebabnya

Banking Fragility in Indonesia: Measurement and Causes

  • Wisnu Wibowo Departemen Ilmu Ekonomi, Fakultas Ekonomi dan Bisnis Universitas Airlangga
  • Amir Ambyah Zakaria Departemen Ilmu Ekonomi, Fakultas Ekonomi dan Bisnis Universitas Airlangga
Keywords: bank, indeks kerentanan bank, informasi asimetris, regresi logit

Abstract


This study aims to identify banking vulnerabilities and analyze the factors that influence them. The tool used to identify bank vulnerabilities uses modification crisis and default index (C&D Index) while hypothesis testing uses logit regression. Commercial banks in Indonesia from 2008 to 2018 was taken as sample. As a result, in 2008 and 2013 were the most vulnerable conditions for banks in Indonesia. The reason most banks have been identified as vulnerable is due to decreased profits, increased liabilities in foreign currencies and increased Non Performing Loan (NPL). Logit regression test show that banking fragility is negatively related to capital, liquid assets, and financial assets. ------------------------------ Penelitian ini bertujuan untuk mengidentifikasi kerentanan perbankan dan menguji faktor yang diduga memengaruhinya. Kerentanan bank diidentifikasi menggunakan modifikasi crisis and default index (C&D Index), sedangkan pengujian hipotesis menggunakan regresi logit. Sampel penelitian ini adalah 27 bank komersil di Indonesia periode 2008 sampai 2018. Hasilnya, tahun 2008 dan 2013 adalah kondisi yang paling rentan bagi perbankan di Indonesia. Penyebab sebagian besar bank teridentifikasi rentan adalah karena penurunan profit, peningkatan pinjaman dalam mata uang asing, dan peningkatan Non Performing Loan (NPL). Hasil uji regresi logit menunjukkan kerentanan perbankan di Indonesia berhubungan negatif dengan permodalan bank, aset likuid bank, dan aset keuangan bank.

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Published
2021-01-24
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How to Cite
Wibowo, W., & Zakaria, A. A. (2021). Kerentanan Perbankan di Indonesia: Pengukuran dan Penyebabnya. Jurnal Ekonomi Dan Pembangunan Indonesia, 21(1), 1-13. https://doi.org/10.21002/jepi.v21i1.1312
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