DAMPAK SIKLUS BISNIS DAN DIVERSIFIKASI PENDAPATAN TERHADAP CAPITAL BUFFER DAN RISIKO BANK: STUDI KASUS BANK DI ASEAN

SAHPUTRA, MUHAMMAD RIDHO and Adam, Mohamad and Muizzuddin, Muizzuddin (2024) DAMPAK SIKLUS BISNIS DAN DIVERSIFIKASI PENDAPATAN TERHADAP CAPITAL BUFFER DAN RISIKO BANK: STUDI KASUS BANK DI ASEAN. Masters thesis, Sriwijaya University.

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Abstract

This study aims to determine the impact of business cycle and revenue diversification indicators on the level of adjustment of capital buffers and bank risk proxied through credit risk. A sample of 93 banks in ASEAN were selected from various criteria during the 2020-2022 period. Sampling applies purposive sampling techniques to selected countries, namely the Philippines, Indonesia, Malaysia, Singapore, Thailand, and Vietnam. The model estimation technique uses the two-stage least square (2-SLS) method on the data panel to analyze the model equation built. Research shows that when the economy is in a contraction phase, banks tend to increase capital buffers. Then, increasingly diversified bank income will negatively affect the capital buffer so that bank risk can decrease. On the other hand, the effect of expansion on the business cycle and income diversification has a negative influence that is beneficial for reducing bank risk to encourage the economic growth of a country. In addition, the degree of adjustment of capital buffers and bank risk shows a significant relationship with positive influence on each other. This indicates that when banks are faced with increased risk, they will tend to increase capital buffers as a form of anticipation.

Item Type:	Thesis (Masters)
Uncontrolled Keywords:	Diversifikasi Pendapatan, Penyangga Modal, Risiko Bank, Siklus Bisnis, Simultan
Subjects:	H Social Sciences > HG Finance > HG1-9999 Finance H Social Sciences > HG Finance > HG1501-3550 Banking H Social Sciences > HG Finance > HG4001-4285 Finance management. Business finance. Corporation finance
Divisions:	01-Faculty of Economics > 61101-Management Business and Administration (S2)
Depositing User:	Muhammad Ridho Sahputra
Date Deposited:	24 Jul 2024 02:18
Last Modified:	24 Jul 2024 02:18
URI:	http://repository.unsri.ac.id/id/eprint/152932

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