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Global crisis that occur as the effect of U.S subprime mortgage default has affected global <br /> <br /> <br /> <br /> <br /> <br /> financial system. A significant impact of the crisis also felt in banking industry. Many banks do <br /> <br...
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| Format: | Final Project |
| Language: | Indonesia |
| Online Access: | https://digilib.itb.ac.id/gdl/view/14163 |
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| Institution: | Institut Teknologi Bandung |
| Language: | Indonesia |
| Summary: | Global crisis that occur as the effect of U.S subprime mortgage default has affected global <br />
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financial system. A significant impact of the crisis also felt in banking industry. Many banks do <br />
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not concern on liquidity risk before this crisis. In fact, a little attention in liquidity made a <br />
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problem, liquidity has become a major risk faced by banks during the crisis. In Indonesia, many <br />
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of bank faced liquidity risk at that time. To overcome that problem, central bank of Indonesia <br />
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also made some regulation according to liquidity problem by released liquidity policy. Besides <br />
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that, Bank of International Settlement (BIS) also issued Basel III, which presents regulatory <br />
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standards on liquidity and capital adequacy to monitor and strengthen liquidity risk mitigation. <br />
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The purpose of this study is to determine the factors that influence liquidity risk. The dependent <br />
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variable is the Liquidity Coverage Ratio (LCR), which is used as a ratio to measure liquidity <br />
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risk and the independent variable is the growth of assets and liabilities item consist of demand <br />
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deposits, savings deposits, time deposits, cash, loan, reserves, securities, and capital. Monthly <br />
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financial reports obtained from Bank Indonesia, is used to analyze the problem with a sample of <br />
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Private Foreign Exchange Bank (BUSN) operating in Indonesia as many as 26 banks. Multiple <br />
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linear regression panel data was used to test the hypothesis in this study. |
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