Path: Top Journal Jurnal_Keuangan_dan_Perbankan 2016

DAMPAK RISIKO DEFAULT BANK TERHADAP RISIKO SISTEMIK PERBANKAN DAN RISIKO SISTEMATIK BURSA SAHAM DI LIMA NEGARA ASEAN

Jurnal Keuangan dan Perbankan: Volume 20, Nomor 1, Januari 2016
Journal from JIPTUNMERPP / 2017-10-02 10:00:15
Oleh : Buddi Wibowo ; Wilbert Ham, Diploma 3 of Banking and Finance Merdeka University Malang
Dibuat : 2016-01-01, dengan 0 file

Keyword : Systemic risk; systematic risk; bank default risk; banking
Url : http://drive.google.com/file/d/0B0uNqoBLtJGvU0JDVDR3M0lPeEU/view?usp=sharing

Global financial crisis in 2008 has driven special attention to systemic banking sector risk that cause by individual bank default. Though, banking crisis significantly affect economic growth and national macroeconomic condition. Individual bank default non only affect banking industry but also has serious injured the economy. Bank default risk not only affect systemic risk but also systematic risk.ASEAN financial integration plan raise a need to understand characteristics of ASEAN banking industry. Close relationship and interconnection between ASEAN economies will make individual bank default a serious issue that its effect will spread to all ASEAN economy. This research aimed to investigate the effect of bank default risk on systemic and systematic risk in 5 ASEAN countries. We find that bank default risk significantlyraised systemic risk, esspecially in country with high concentration in its banking industry structure. Big banks tend to more serious effect on systemic risk. Systematic risk tend to be affected by macroeconomy condition, rather than default risk of individual bank.

Deskripsi Alternatif :

Global financial crisis in 2008 has driven special attention to systemic banking sector risk that cause by individual bank default. Though, banking crisis significantly affect economic growth and national macroeconomic condition. Individual bank default non only affect banking industry but also has serious injured the economy. Bank default risk not only affect systemic risk but also systematic risk.ASEAN financial integration plan raise a need to understand characteristics of ASEAN banking industry. Close relationship and interconnection between ASEAN economies will make individual bank default a serious issue that its effect will spread to all ASEAN economy. This research aimed to investigate the effect of bank default risk on systemic and systematic risk in 5 ASEAN countries. We find that bank default risk significantlyraised systemic risk, esspecially in country with high concentration in its banking industry structure. Big banks tend to more serious effect on systemic risk. Systematic risk tend to be affected by macroeconomy condition, rather than default risk of individual bank.

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PropertiNilai Properti
ID PublisherJIPTUNMERPP
OrganisasiDiploma 3 of Banking and Finance Merdeka University Malang
Nama KontakDra. Wiwik Supriyanti, SS
AlamatJl. Terusan Halimun 11 B
KotaMalang
DaerahJawa Timur
NegaraIndonesia
Telepon0341-563504
Fax0341-563504
E-mail Administratorperpus@unmer.ac.id
E-mail CKOwsupriyanti@yahoo.com

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  • Editor: Wiwik Supriyanti, Dra. SS.