relation: https://eprints.untirta.ac.id/47906/
title: EFISIENSI KEBIJAKAN MONETER DAN RISIKO SISTEMIK PADA  INDUSTRI PERBANKAN DI INDONESIA
creator: NUR KHOLISHOH, LILIS
subject: H Social Sciences (General)
description: This research aims to identify the relation between monetary policy  efficiency (MPE), macroprudential policy (MaPP), central bank rate (CBR),  financial development (FD), money supply (MS), non-performing loans (NPL), loan  to deposit ratio (LDR), and capital adequacy ratio (CAR) on systemic risk in the  banking industry in Indonesia for the period from Q1 2010 to Q4 2023.  The estimation results using the GMM panel show that MPE has a significant  negative relation with systemic risk. However, MaPP has a positive and significant  relation with MPE. Meanwhile, CBR has a significant negative relation with  systemic risk. On the other hand, financial development and CAR have a positive  and significant relation with systemic risk. While money supply, NPL, and LDR  have a negative relation with systemic risk. These findings imply that policymakers  should increase the efficiency of monetary policy, implement strict monetary  policies by raising the central bank rate, and consider monetary policy easing to  reduce the level of bank systemic risk.
date: 2024
type: Thesis
type: NonPeerReviewed
format: text
language: en
identifier: https://eprints.untirta.ac.id/47906/1/Lilis%20Nur%20Kholihoh_7786220001_Efisiensi%20Kebijakan%20Moneter%20dan%20Risiko%20Sistemik%20pada%20Industri%20Perbankan%20di%20Indonesia.pdf
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language: en
identifier: https://eprints.untirta.ac.id/47906/2/Lilis%20Nur%20Kholihoh_7786220001_01.pdf
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identifier: https://eprints.untirta.ac.id/47906/3/Lilis%20Nur%20Kholihoh_7786220001_02.pdf
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identifier: https://eprints.untirta.ac.id/47906/4/Lilis%20Nur%20Kholihoh_7786220001_03.pdf
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identifier: https://eprints.untirta.ac.id/47906/5/Lilis%20Nur%20Kholihoh_7786220001_04.pdf
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language: en
identifier: https://eprints.untirta.ac.id/47906/6/Lilis%20Nur%20Kholihoh_7786220001_05.pdf
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language: en
identifier: https://eprints.untirta.ac.id/47906/7/Lilis%20Nur%20Kholihoh_7786220001_Reff.pdf
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language: en
identifier: https://eprints.untirta.ac.id/47906/8/Lilis%20Nur%20Kholihoh_7786220001_Lamp.pdf
identifier:   NUR KHOLISHOH, LILIS  (2024) EFISIENSI KEBIJAKAN MONETER DAN RISIKO SISTEMIK PADA INDUSTRI PERBANKAN DI INDONESIA.  Master thesis, UNIVERSITAS SULTAN AGENG TIRTAYASA.