2024
DOI: 10.1108/jfep-04-2023-0094
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Bank fundamental dynamics: the role of optimal bank management

Moch. Doddy Ariefianto,
Tasha Sutanto,
Cecilia Jesslyn

Abstract: Purpose This study aims to investigate the dynamic relationships between profitability, credit risk, liquidity risk and capital in Indonesian banking industry. Design/methodology/approach The authors use a panel vector autoregression model that incorporates macroeconomic variables: growth, interest rate, foreign exchange. The analysis is based on a monthly panel data set of 88 banks spanning from January 2012 to September 2021, which comprises 10,296 bank-month observations. Findings Our key findings highl… Show more

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