Stabilitas Bank, Tingkat Persaingan Antar Bank dan Diversifikasi Sumber Pendapatan: Analisis Per Kelompok Bank di Indonesia

Wibowo, Buddi

doi:10.12695/jmt.2016.15.2.5

Cited by 16 publications

(14 citation statements)

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“…Gigineishvili menyarankan negara dengan tingkat interest rate pass through yang lemah dan sulit untuk dapat ditingkatkan, sebaiknya tidak menggunakan kerangka inflation targeting yang membutuhkan interest rate pass-through yang efektif, dan sebaiknya mempertimbangkan penggunaan kerangka kebijakan moneter lainnya. Dalam hal ini, penelitian dengan data perbankan Indonesia ini menjadi penting untuk dapat secara akademis lebih tajam dan teruji secara ilmiah dalam mengukur kecepatan penyesuaian suku bunga perbankan sebagai reaksi kebijakan moneter BI yang menggunakan kerangka inflation targeting, sementara Indonesia memiliki karakteristik persaingan perbankan yang rendah dengan penguasaan pasar yang dominan oleh beberapa bank besar saja (Wibowo, 2016) dan industri keuangan non-bank (IKNB) yang relatif kecil, sehingga peran IKNB dalam proses transmisi moneter dapat diduga relatif tidak signifikan (World Bank, 2011).…”

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Uji Empiris Mekanisme Transmisi Kebijakan Moneter: Interest Rate Pass-through Sektor Perbankan Indonesia

Wibowo

Lazuardi

2016

JEPI

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Robust measurement of interest rates speed of adjustment to monetary policy changes is very important to obtain a comprehensive understanding on the monetary transmission process and the effectiveness of monetary policy. The speed of adjustment are determined by number of frictions that interfere with the transmission of monetary policy. We measure Indonesia interest rate pass-through which have distinct characteristics in terms of banking competition, segmented banking market and concentrated structure. Interest rate pass-through is measured by using Vector Error Correction Model (VECM) and Mean Adjusted Lags (MAL). This paper shows the interest rate adjustment did take a relatively long time. Keywords: Interest Rate Pass-through; Bank; Monetary; VECM; MAL AbstrakPengukuran kecepatan penyesuaian suku bunga perbankan terhadap perubahan kebijakan moneter sangat penting sehingga diperoleh pemahaman komprehensif atas proses transmisi moneter dan efektivitas kebijakan. Kecepatan perubahan suku bunga deposito dan kredit perbankan ditentukan oleh adanya friksi-friksi transmisi kebijakan moneter ke sektor perbankan dan sektor riil. Penelitian ini mengukur interest rate pass-through perbankan Indonesia yang memiliki karakteristik khas dalam hal tingkat kompetisi perbankan, segmentasi pasar, dan struktur industri perbankan yang tinggi. Interest rate pass-through diukur dengan menggunakan Vector Error Correction Model (VECM) dan Mean Adjusted Lags (MAL). Hasil uji menunjukkan penyesuaian suku bunga membutuhkan waktu yang lama.

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Uji Empiris Mekanisme Transmisi Kebijakan Moneter: Interest Rate Pass-through Sektor Perbankan Indonesia

Wibowo

Lazuardi

2016

JEPI

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“…This view states that if bank has low market power in loan market, they will protect their overall franchise value by diversifying their income and enter to non-traditional activities. Compared to interest income which is considerably very sensitive to volatile interest rates and economic cycles, fee-based and commission-based income provides diversification opportunities and stabilize bank profitability (Wibowo, 2016;Lin, 2017;Ozili & Uadile, 2017). Table 5 show the result of our second hypothesis where we can conclude that government ownership has a significant effect on the relationship between market power and income diversification.…”

Section: Resultsmentioning

confidence: 99%

Market Power, Types of Ownership and Bank Income Diversification: Cases of Asian Countries

Robertho

Wibowo

2018

JDM

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This study aims to analyze the effects of market power and type of ownership on bank' s income diversification in Indonesia, Malaysia, the Philippines, Thailand, and China. Banks diversifies their source of income to stabilize profitability level. Bank' s market power is a critical factor which affect its income diversification efforts. This study uses Lerner Index as a proxy for banks' market power. By using a sample of 80 banks in five countries from 2012 to 2016 and operating Fixed Effect Model and Generalized Least Square, the result shows that banks with greater market power earn more non-interest income, except in the Philippines. Also, government ownership is proven to heighten the relation between market power and income diversification, with consistent results shown in each subsamples. Foreign ownership also heighten the relation between market power and income diversification, except in Thailand. Info Article

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“…Yudaruddin can be calculated as follows: 26 The explanation can be described as follows as contained in the journal (Wibowo, 2016): Z-Score : Bank Stability ROA : Return on Asset (the ability to make a profit) Eq : Average total equity or bank capital TA : Average total bank assets SDROA : ROA volatility is calculated using the standard deviation of ROA The higher Z-score, reflecting the higher bank stability (Wibowo,23 . Meanwhile, banks that have a negative Z-score are insolvent.…”

Section: Islamic Bank Stabilitymentioning

confidence: 99%

“…Analisis Pengaruh Ekonomi Makro dan Stabilitas Perbankan Syariah terhadap Pembiayaan Produktif dan Konsumtif pada Perbankan Syariah di Indonesia Periode Januari 2010-Maret 2017. Jurnal Akses Vol.12 No.23,[68][69][70][71][72][73][74][75][76][77][78][79][80][81][82][83] Wibowo, B. 2016.…”

Section: Introductionunclassified

The Influence of Inflation, Exchange Rates, Car And NPF to Stability of Islamic Banks in Indonesia Period 2015-2019

pratama

Kusnendi

Utami

2020

IQTISHODUNA: Jurnal Ekonomi Islam

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This study aims to see the extent of the influence of the level of Inflation (CPI), Exchange Rate (kurs), Capital Adequacy Ratio (CAR) and Non Performing Financing (NPF) on the Stability of Islamic Banks in Indonesia Period 2015-2019. To support research, we use the Vector Error Correction Model (VECM) methodology. VECM test results show that in the short term the significant effect on the level of stability are Kurs and CAR, with the direction of a negative relationship (reducing the level of stability). Meanwhile, in the long term the significant effect on the level of stability are inflation and Kurs with the direction of a negative relationship (reducing the level of stability). From the results of this study it can be concluded that the macroeconomic variables significantly affect the stability of Islamic banking, therefore the government has an important role in controlling macroeconomic turmoil to maintain Islamic banking stability. Besides that, the internal variables of the banking sector are considered to have no significant effect partially, therefore it is necessary to conduct further research with a variety of internal factors in the banking industry to prove their effects on the stability of Islamic banking

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Stabilitas Bank, Tingkat Persaingan Antar Bank dan Diversifikasi Sumber Pendapatan: Analisis Per Kelompok Bank di Indonesia

Cited by 16 publications

References 0 publications

Uji Empiris Mekanisme Transmisi Kebijakan Moneter: Interest Rate Pass-through Sektor Perbankan Indonesia

Uji Empiris Mekanisme Transmisi Kebijakan Moneter: Interest Rate Pass-through Sektor Perbankan Indonesia

Market Power, Types of Ownership and Bank Income Diversification: Cases of Asian Countries

The Influence of Inflation, Exchange Rates, Car And NPF to Stability of Islamic Banks in Indonesia Period 2015-2019

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