IDEAS home Printed from https://ideas.repec.org/a/idn/journl/v8y2006i4dp503-528.html
   My bibliography  Save this article

Pengembangan Model Manajemen Portofolio Bank Dengan Memasukkan Faktor Nilai Tukar Dan Faktor Kondisi Modal Bank

Author

Listed:
  • Doddy Zulverdi

    (Bank Indonesia)

  • Iman Gunadi

    (Bank Indonesia)

  • Bambang Pramono

    (Bank Indonesia)

Abstract

This paper establishes an analytical model of the banking liquidity management behavior based on microeconomic theory. We include the exchange rate as one of an important factor on the banking liquidity management behavior. In addition, we examine the impact of the bank’s capital condition (flexible and fixed) on the banking liquidity management behavior. Including these two factors provide a better model in explaining the actual banking liquidity management behavior. The calibrated model is applicable on analyzing the effectiveness of the monetary policy, distinguishing the bank category and analyzing the impact of the monetary policy, simulating the impact of the monetary policy or simulating the impact of the bank regulatory. However, the model is still in static framework model, and we leave the dynamic specification as further research.

Suggested Citation

  • Doddy Zulverdi & Iman Gunadi & Bambang Pramono, 2006. "Pengembangan Model Manajemen Portofolio Bank Dengan Memasukkan Faktor Nilai Tukar Dan Faktor Kondisi Modal Bank," Bulletin of Monetary Economics and Banking, Bank Indonesia, vol. 8(4), pages 503-528, March.
    • Handle: RePEc:idn:journl:v:8:y:2006:i:4d:p:503-528
    DOI: https://doi.org/10.21098/bemp.v8i4.147
    as

    Download full text from publisher

    File URL: https://bulletin.bmeb-bi.org/cgi/viewcontent.cgi?article=1432&context=bmeb
    Download Restriction: no
    File URL: https://libkey.io/https://doi.org/10.21098/bemp.v8i4.147?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    More about this item

    Keywords

    Portofolio Bank; Nilai Tukar; Modal Bank;
    All these keywords.

    JEL classification:

    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
    • C61 - Mathematical and Quantitative Methods - - Mathematical Methods; Programming Models; Mathematical and Simulation Modeling - - - Optimization Techniques; Programming Models; Dynamic Analysis
    • E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:idn:journl:v:8:y:2006:i:4d:p:503-528. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Lutzardo Tobing or Jimmy Kathon (email available below). General contact details of provider: https://edirc.repec.org/data/bigovid.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.