Title: BANKING VULNERABILITY IN INDONESIA
Author: AMIR AMBYAH ZAKARIA
Universitas Airlangga
Item Type : Thesis (Thesis)
Abstract
This study aims to calculate and analyze the bank vulnerability index and examine factors suspected of influencing bank vulnerability. The sample of this study was 27 commercial banks listed on the Indonesia Stock Exchange from 2008 to 2018. The banking vulnerability measurement tool uses the crisis and default index, which has been modified to increase accuracy. Testing factors suspected of triggering bank vulnerability uses logit regression. The results of bank vulnerability identification indicate that 2008 and 2013 were the most vulnerable years for banks in Indonesia. The vulnerability of individual banks in Indonesia is dynamic. The results of the logit regression analysis indicate that capital, liquidity, and financial assets variables have a negative effect on banking vulnerability in Indonesia.
Keywords: Bank, banking vulnerability, index, logit regression