Title : BANKING VULNERABILITIES IN INDONESIA
Author : AMIR AMBYAH ZAKARIA
Universitas Airlangga
Item Type : Thesis (Thesis)
Abstract
This research aims to calculate and analyze the bank vulnerability index and test factors that are thought to influence bank vulnerability. The sample for this research is 27 commercial banks listed on the Indonesia Stock Exchange from 2008 to 2018. The banking vulnerability measurement tool uses a crisis and default index which has been modified to increase accuracy. Testing factors that are thought to trigger bank vulnerability uses logit regression. The results of identifying bank vulnerabilities show 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 show that capital variables, liquidity variables and financial asset variables have a negative effect on banking vulnerability in Indonesia.
Keywords : Bank, banking vulnerability, index, logit regression
