Systemic risk, bank’s capital buffer, and leverage

Systemic risk, bank’s capital buffer, and leverage

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This paper measures individual bank’s impact on banking systemic risk and examines the effect of individual bank’s capital buffer and leverage to bank’s systemic risk impact in Indonesia during 2010-2014. Using Merton’s distance-to-default to measure systemic risk, the study shows a significant neg...

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Bibliographic Details
Main Author: Buddi Wibowo
Format: Article
Language:English
Published: Universitas Islam Indonesia 2017-10-01
Series:Economic Journal of Emerging Markets
Subjects:
Systemic risk
bank competition
distance-to-default
capital buff-er
leverage
Online Access:http://journal.uii.ac.id/JEP/article/view/7288

Internet

http://journal.uii.ac.id/JEP/article/view/7288

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