TY - JOUR
T1 - Tingkat Persaingan Bank dan Risiko Sistemik Perbankan: Kasus Indonesia
AU - Wibowo, Buddi
AU - Siantoro, Andree Prasetyo
PY - 2018
Y1 - 2018
N2 - The objective of this research is to measure the effect of individual bank competitiveness on bank systemic risk in Indonesia during 2010-2014. Using Lerner Index to measure bank degree of competitiveness and Merton's distance-to-default to measure systemic risk, result a significant negative relationship between bank degree of competitiveness and systemic risk. The less concentrated of banking market cause systemic risk reduction. The greater bank degree of competitiveness encourages banks to take more diversified risks, causes a fragile banking system.
AB - The objective of this research is to measure the effect of individual bank competitiveness on bank systemic risk in Indonesia during 2010-2014. Using Lerner Index to measure bank degree of competitiveness and Merton's distance-to-default to measure systemic risk, result a significant negative relationship between bank degree of competitiveness and systemic risk. The less concentrated of banking market cause systemic risk reduction. The greater bank degree of competitiveness encourages banks to take more diversified risks, causes a fragile banking system.
UR - http://journal.sbm.itb.ac.id/index.php/mantek/article/view/2435
U2 - 10.12695/jmt.2018.17.3.1
DO - 10.12695/jmt.2018.17.3.1
M3 - Article
SN - 2089-7928
JO - Jurnal Manajemen Teknologi
JF - Jurnal Manajemen Teknologi
ER -