The simultaneous estimation of credit growth, valuation, and stability of the Gulf Cooperation Council banking industry

Al‐Khouri, Ritab; Arouri, Houda

doi:10.1016/j.ecosys.2015.12.005

Cited by 42 publications

(33 citation statements)

References 52 publications

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“…Sebaliknya, apabila terjadi pelemahan nilai tukar meningkat dan tekanan inflasi, maka risiko pasar yang dihadapi perbankkan akan semakin besar sehingga pihak bank akan melakukan pengetatan dengan menaikkan suku bunga yang tinggi. Tentunya, hal ini akan membawa pengaruh yang negatif terhadap stabilitas sistem perbankan (Adrian & Liang, 2016;Al-Khouri & Arouri, 2016;Bohl et al, 2016;Jayakumar et al, 2018;Ntarmah et al, 2019;Widyastuti & Armanto, 2013).…”

Section: Pendahuluanunclassified

“…Oleh karena itu, rasio NPL dan LDR ini mempunyai pengaruh yang kuat atas indeks stabilitas perbankan karena kedua rasio tersebut yang dijadikan indikator dalam perhitungan indeks stabilitas bank yang diterbitkan oleh Lembaga Penjamin Simpanan (LPS). Hasil penelitian ini sesuai dengan penelitian Al-khouri dan Arouri tahun 2016 yang menyatakan pada tingkat pertumbuhan kredit yang tinggi, bank menjadi kurang stabil (Al-Khouri & Arouri, 2016). Terkait dengan pengaruh CAR (Capital Adequacy Ratio) terhadap stabilitas perbankan.…”

Section: Hasil Penelitian Dan Pembahasanunclassified

“…Lebih lanjut, variabel NPL (Non Performing Loan) memiliki pengaruh signifikan terhadap stabilitas bank. Hasil ini menunjukkan bahwa tingginya pertumbuhan kredit macet akan mengurangi perolehan laba dari kredit yang diberikan bank sehingga membuat ketidaklancaran perputaran kas dan akan berpengaruh pada buruknya stabilitas bank (Al-Khouri & Arouri, 2016;Jayakumar et al, 2018;Warjiyo, 2006;Yudaruddin, 2016Yudaruddin, , 2018. Selanjutnya, variabel CAR (Capital Adequacy Ratio) memiliki pengaruh tidak signifikan terhadap stabilitas bank.…”

Section: Ivkesimpulanunclassified

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Analisis Pengaruh Faktor-Faktor Fundamental Kinerja Bank Dan Makro Ekonomi Terhadap Stabilitas Perbankan Di Indonesia

Setiawati

2020

JBK

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This study aimed to analyze the influence of fundamental factors and macro-economic performance of the bank to the stability of banks in Indonesia during the period 2011-2017. Fundamental factors indicated by the LDR, NPL and CAR. Meanwhile, macroeconomic factors indicated by variable Bi rate and inflation. Banking stability is reflected by the banking stability index. This study uses a quantitative approach to the panel regression analysis model data by using the tools of the computer program eviews 10. The results of these empirically demonstrated that simultaneous, variable factors of fundamental and macroeconomic factors have a significant influence on the stability of perbankan. While partially, the results of this study indicate that the variable LDR, NPL, Bi rate and inflation significant influence on the stability of the banking and CAR variables not significant effect on the stability of the banking system.

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Section: Pendahuluanunclassified

Section: Hasil Penelitian Dan Pembahasanunclassified

Section: Ivkesimpulanunclassified

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Analisis Pengaruh Faktor-Faktor Fundamental Kinerja Bank Dan Makro Ekonomi Terhadap Stabilitas Perbankan Di Indonesia

Setiawati

2020

JBK

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“…From the industry-specific of the banking system, the degree of competition among banks is considered by this current study as an essential determinant of bank fragility and generally measured by concentration ratio (Note 1) (Al-Khouri & Arouri, 2016). One of the most common measures used to measure banking concentration is the Herfindahl-Hirschman index (Note 2) (HHI), which ranges from 0 (i.e., zero is represented minimum concentration or maximum competition) to 10,000 (i.e., 10,000 is represented maximum concentration or minimum competition).…”

Section: Literature Reviewmentioning

confidence: 99%

Capital and Liquidity Risks and Financial Stability: Pre, During and Post Financial Crisis Between Islamic and Conventional Banks in GCC Countries, in the Light of Oil Prices Decline

Al-Wesabi¹,

Yusof²

2019

IJFR

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Purpose: The main purpose of this paper is to investigate the impact of capital ratio and liquidity risks and the effects of the Global Financial Crisis (GFC) periods on financial stability of conventional and Islamic banks before, during, and after GFC in the year of 2008 five GCC countries. To examine empirically the comparison between conventional and Islamic banks based on financial stability and soundness, as well as capitalization and liquidity in the light of the adverse effects of GFC and oil prices declining during the period of (2000-2017).Design/methodology/approach: By using time series data, this study employs Pedroni’s panel cointegration analysis to test the long run relationship between financial stability of conventional banks and Islamic banks as a dependent variable and independent variables including financial crisis under three periods; pre (2006-2007), during (2008-2009) and post (2010-2011) crisis. As well as employing Generalized Least Squares (GLS) to examine the effects between independent variables which are GDP, inflation, financial crisis periods, oil prices fluctuations risk, banking competition, financial sector development, liquidity risk and capital adequacy ratio and dependent variable which is financial stability of conventional and Islamic banks in GCC countries before (2000-2006) during (2006-2009) and after (2010-2017) crisis.Findings: The findings of this research suggest that there is a long run relationship between financial stability of conventional and Islamic banks and capital ratios, liquidity risk and other independent variables. As well as study’s findings support some previous studies and it generally concludes that Islamic banks were performed better during the crisis than conventional banks. Whereas Islamic banks were more stable during crisis as their business model helped to limit the adverse effects of crisis in 2008, they were also more capitalized and less exposure to liquidity risk. Nevertheless, decrease in Islamic banks’ liquidity led some Islamic banks in GCC countries to declare significant losses in 2009.Originality/value: The result of the study contributes towards understanding the determinants of financial stability of both Islamic banks and conventional banks during financial crisis periods. It is important for policy ramifications by the Central Banks in GCC in terms of treating both types of banks differently to mitigate against future financial crises.

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“…Studi ini juga dilakukan oleh Khouri & Arouri (2016) yang mengkaji hubungan stabilitas bank, kinerja dan pertumbuhan kredit. Studi dilakukan terhadap 59 bank di wilayah negara teluk selama periode 2004-2012.…”

Section: Penelitian Terdahuluunclassified

Risiko Kredit, Stabilitas, dan Kebijakan Pembiayaan Bank Syariah di Indonesia

Syatiri

Hamdaini

2018

JURNAL MANAJEMEN DAN BISNIS SRIWIJAYA

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Tujuan penelitian – Paper ini bertujuan untuk mengetahui hubungan antara risiko kredit, stabilitasbank dan kebijakan pembiayaan.Desain/Metodologi/Pendekatan – Data yang digunakan data sekunder laporan tahunan sembilanunit bank umum syariah periode 2010-2016. Analisis data menggunakan uji korelasi.Temuan – Hasil studi mendapatkan bahwa variabel stabilitas yang memiliki hubungan signifikandengan variabel financing to deposit ratio. Variabel eksternal berupa inflasi memiliki hubungansignifikan dengan stabilitas, sedangkan variabel BI_Rate memiliki hubungan signifikan denganpembiayaan murabahah (MBAF). Untuk variabel risiko kredit tidak memiliki hubungan signifikandengan semua variabel.Keterbatasan penelitian – Paper ini memfokuskan pada kajian tentang risiko, stabilitas danpembiayaan perbankan syariah di Indonesia

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The simultaneous estimation of credit growth, valuation, and stability of the Gulf Cooperation Council banking industry

Cited by 42 publications

References 52 publications

Analisis Pengaruh Faktor-Faktor Fundamental Kinerja Bank Dan Makro Ekonomi Terhadap Stabilitas Perbankan Di Indonesia

Analisis Pengaruh Faktor-Faktor Fundamental Kinerja Bank Dan Makro Ekonomi Terhadap Stabilitas Perbankan Di Indonesia

Capital and Liquidity Risks and Financial Stability: Pre, During and Post Financial Crisis Between Islamic and Conventional Banks in GCC Countries, in the Light of Oil Prices Decline

Risiko Kredit, Stabilitas, dan Kebijakan Pembiayaan Bank Syariah di Indonesia

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