DAMPAK RISIKO DEFAULT BANK TERHADAP RISIKO SISTEMIK PERBANKAN DAN RISIKO SISTEMATIK BURSA SAHAM DI LIMA NEGARA ASEAN
<p><em><strong>Abstract</strong></em></p><p> </p><p><em>Global financial crisis in 2008 has driven special attention to systemic banking sector risk that cause byindividual bank default. Though, banking crisis significantly affect economic...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Universitas Merdeka Malang
2016-05-01
|
| Series: | Jurnal Keuangan dan Perbankan |
| Subjects: | |
| Online Access: | http://jurnal.unmer.ac.id/index.php/jkdp/article/view/149 |
| _version_ | 1818683340136382464 |
|---|---|
| author | Buddi Wibowo Wilbert Ham |
| author_facet | Buddi Wibowo Wilbert Ham |
| author_sort | Buddi Wibowo |
| collection | DOAJ |
| description | <p><em><strong>Abstract</strong></em></p><p> </p><p><em>Global financial crisis in 2008 has driven special attention to systemic banking sector risk that cause byindividual bank default. Though, banking crisis significantly affect economic growth and national macroeco-nomic condition. Individual bank default non only affect banking industry but also has serious injured theeconomy. Bank default risk not only affect systemic risk but also systematic risk.ASEAN financial integrationplan raise a need to understand characteristics of ASEAN banking industry. Close relationship and intercon-nection between ASEAN economies will make individual bank default a serious issue that its effect will spreadto all ASEAN economy. This research aimed to investigate the effect of bank default risk on systemic andsystematic risk in 5 ASEAN countries. We find that bank default risk significantlyraised systemic risk, esspeciallyin country with high concentration in its banking industry structure. Big banks tend to more serious effect onsystemic risk. Systematic risk tend to be affected by macroeconomy condition, rather than default risk ofindividual bank.</em></p> |
| first_indexed | 2024-12-17T10:33:11Z |
| format | Article |
| id | doaj.art-26b73600903d4929bebc1fe0141419b7 |
| institution | Directory Open Access Journal |
| issn | 1410-8089 2443-2687 |
| language | English |
| last_indexed | 2024-12-17T10:33:11Z |
| publishDate | 2016-05-01 |
| publisher | Universitas Merdeka Malang |
| record_format | Article |
| series | Jurnal Keuangan dan Perbankan |
| spelling | doaj.art-26b73600903d4929bebc1fe0141419b72022-12-21T21:52:27ZengUniversitas Merdeka MalangJurnal Keuangan dan Perbankan1410-80892443-26872016-05-01201110DAMPAK RISIKO DEFAULT BANK TERHADAP RISIKO SISTEMIK PERBANKAN DAN RISIKO SISTEMATIK BURSA SAHAM DI LIMA NEGARA ASEANBuddi Wibowo0Wilbert Ham1Universitas IndonesiaUniversitas Indonesia<p><em><strong>Abstract</strong></em></p><p> </p><p><em>Global financial crisis in 2008 has driven special attention to systemic banking sector risk that cause byindividual bank default. Though, banking crisis significantly affect economic growth and national macroeco-nomic condition. Individual bank default non only affect banking industry but also has serious injured theeconomy. Bank default risk not only affect systemic risk but also systematic risk.ASEAN financial integrationplan raise a need to understand characteristics of ASEAN banking industry. Close relationship and intercon-nection between ASEAN economies will make individual bank default a serious issue that its effect will spreadto all ASEAN economy. This research aimed to investigate the effect of bank default risk on systemic andsystematic risk in 5 ASEAN countries. We find that bank default risk significantlyraised systemic risk, esspeciallyin country with high concentration in its banking industry structure. Big banks tend to more serious effect onsystemic risk. Systematic risk tend to be affected by macroeconomy condition, rather than default risk ofindividual bank.</em></p>http://jurnal.unmer.ac.id/index.php/jkdp/article/view/149Systemic risksystematic riskbank default riskbanking |
| spellingShingle | Buddi Wibowo Wilbert Ham DAMPAK RISIKO DEFAULT BANK TERHADAP RISIKO SISTEMIK PERBANKAN DAN RISIKO SISTEMATIK BURSA SAHAM DI LIMA NEGARA ASEAN Jurnal Keuangan dan Perbankan Systemic risk systematic risk bank default risk banking |
| title | DAMPAK RISIKO DEFAULT BANK TERHADAP RISIKO SISTEMIK PERBANKAN DAN RISIKO SISTEMATIK BURSA SAHAM DI LIMA NEGARA ASEAN |
| title_full | DAMPAK RISIKO DEFAULT BANK TERHADAP RISIKO SISTEMIK PERBANKAN DAN RISIKO SISTEMATIK BURSA SAHAM DI LIMA NEGARA ASEAN |
| title_fullStr | DAMPAK RISIKO DEFAULT BANK TERHADAP RISIKO SISTEMIK PERBANKAN DAN RISIKO SISTEMATIK BURSA SAHAM DI LIMA NEGARA ASEAN |
| title_full_unstemmed | DAMPAK RISIKO DEFAULT BANK TERHADAP RISIKO SISTEMIK PERBANKAN DAN RISIKO SISTEMATIK BURSA SAHAM DI LIMA NEGARA ASEAN |
| title_short | DAMPAK RISIKO DEFAULT BANK TERHADAP RISIKO SISTEMIK PERBANKAN DAN RISIKO SISTEMATIK BURSA SAHAM DI LIMA NEGARA ASEAN |
| title_sort | dampak risiko default bank terhadap risiko sistemik perbankan dan risiko sistematik bursa saham di lima negara asean |
| topic | Systemic risk systematic risk bank default risk banking |
| url | http://jurnal.unmer.ac.id/index.php/jkdp/article/view/149 |
| work_keys_str_mv | AT buddiwibowo dampakrisikodefaultbankterhadaprisikosistemikperbankandanrisikosistematikbursasahamdilimanegaraasean AT wilbertham dampakrisikodefaultbankterhadaprisikosistemikperbankandanrisikosistematikbursasahamdilimanegaraasean |