PENGARUH MODAL PENYANGGA DAN RASIO LEVERAGE TERHADAP RISIKO SISTEMIK BANK

Sofyan Hidayat, Dewi Hanggraeni, Lucky G. Wowiling, Huzaifah Ar Rasyid

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Abstract

This research measure the systemic impact on every bank specially on BUKU III banks and BUKU IV banks also to test the impact of capital buffer and bank’s leverage to systemic risk on banking in Indonesia for 2010-2018 period. To measure the systemic risk on bank we will use Merton’s distance-to-default method. Research result showed that on a level of bank’s capital buffer and bank’s leverage significantly affects to the systemic risk on banking in Indonesia. Other research on BUKU III banks and BUKU IV categorization where banks on BUKU IV had a value to contribute to systemic risk, capital level and leverage level that relatively same and tends to stable compared to the banks on BUKU III.
Original languageIndonesian
JournalJURNAL PEMBANGUNAN EKONOMI DAN KEUANGAN DAERAH
Volume19
Issue number8
DOIs
Publication statusPublished - 2018

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