ANALISIS PENGARUH KEBIJAKAN MONETER TAYLOR RULE TERHADAP STABILITAS BANK UMUM KONVENSIONAL DI INDONESIA

CALLISTA SALAM, IRENE (2024) ANALISIS PENGARUH KEBIJAKAN MONETER TAYLOR RULE TERHADAP STABILITAS BANK UMUM KONVENSIONAL DI INDONESIA. S1 thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.

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Abstract

The banking industry plays an important role in the country's economy. In maintaining the country's economy, the central bank carries out special supervision in the banking sector. Therefore, bank stability is very important to maintain. This study was conducted with the aim of identifying how the influence of the Taylor rule monetary policy variables, macroprudential policy, bank size, DER, GDP, and inflation on the stability of conventional Indonesian commercial banks for the period 2012-2023 as measured using the distance to default. The analysis method used in this study is the Dynamic Panel approach with the GMM model. The results of the study stated that the Taylor rule monetary policy, DER, bank size, and GDP had a positive and significant effect on the distance to default. The macroprudential policy and inflation variables had a negative and significant effect on the distance to default.

Item Type:

Thesis (S1)

Contributors:

Contribution	Contributors	NIP/NIM
Thesis advisor	JANDI ANWAR, CEP	197011052008121002
Thesis advisor	DIDU, SAHARUDDIN	197807042010121001

Additional Information:

Industri perbankan memainkan peran penting dalam perekonomian negara. Dalam menjaga perekonomian negara, bank sentral melakukan pengawasan khusus di sektor perbankan. Oleh karena itu, stabilitas bank menjadi hal yang sangat penting untuk dijaga. Penelitian ini dilakukan dengan tujuan untuk mengidentifikasi bagaimana pengaruh variabel kebijakan moneter Taylor rule, kebijakan makroprudensial, ukuran bank, DER, PDB, dan Inflasi terhadap stabilitas bank umum konvensional Indonesia periode 2012-2023 yang diukur menggunakan distance to default. Metode analisis yang dignakan dalam penelitian ini yaitu pendekatan Panel Dinamis dengan model GMM. Hasil penelitian menyatakan kebijakan moneter Taylor rule, DER, ukuran bank, dan PDB berpengaruh positif dan signifikan terhadap distance to default. Variabel kebijakan makroprudensial dan inflasi berpengaruh negatif dan signifikan terhadap distance to default.

Uncontrolled Keywords:

Bank stability, Distance to Default, Monetary Policy, Macroprudential Policy Stabilitas bank, Distance to Default, Kebijakan Moneter, Kebijakan Makroprudensial

Subjects:

H Social Sciences > HB Economic Theory

Divisions:

05-Fakultas Ekonomi dan Bisnis
05-Fakultas Ekonomi dan Bisnis > 60201-Program Sarjana Ilmu Ekonomi Pembangunan

Depositing User:

Irene Callista Salam

Date Deposited:

02 May 2025 06:26

Last Modified:

02 May 2025 06:26

URI:

http://eprints.untirta.ac.id/id/eprint/48401

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