Efektivitas Kebijakan Makroprudensial Bank Indonesia

Abstract

<em>This thesis discusses the effectiveness of macroprudential policies Indonesia Bank in the control of property loans. The independent variables are dummy variables of the loan to value, interest rates on consumer loans, gross domestic product, and the interaction variables of loan to value with interest rates on consumer credit and the dependent variable is the property loans. The method used in this thesis is panel data regression method. This study aims to determine whether macroprudential policy instrument (loan to value) is effective to be applied in Indonesia. The results showed that macroprudential policy instrument (loan to value) is effective to control property loan. Then, simultaneously four independent variables significant effect on property loans and partially interest rates on consumer credit has no significant effect on property loans. Based on the coefficient of integration test result, the ability of independent variables in the model to explain the dependent variable changes is amounted to 62.68%. <strong></strong></em>

Efektifitas kebijakan makroprudensial dan suku bunga SBI terhadap risiko kredit perbankan di Indonesia

“…Jika melihat ketidakseimbangan sektor perbankan di Indonesia pada saat krisis, sektor keuangan di Indonesia tidak bisa menilai, meminimalisir dan memitigasi risiko kegiatan usahanya sehingga menciptakan prosiklikalitas yang berlebihan. Prosiklikalitas perbankan merupakan perilaku penyaluran kredit bank yang berlebihan sehingga mendorong perekonomin tumbuh lebih cepat ketika kondisi ekspansi dan mempercepat penurunan kegiatan ekonomi ketika dalam keadaan kontraksi (Ardely & Syofyan, 2016).…”