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Survei Literatur Stabilitas Sistem Keuangan

Author

Listed:
  • Retno Muhardini

    (Bank Indonesia)

  • Aryo Sasongko

    (Bank Indonesia)

  • Wahyoe Soedarmono

    (Sampoerna University)

  • Zakka Farisy B

    (Bank Indonesia)

Abstract

Studi ini bertujuan untuk mengkaji literatur internal Bank Indonesia tentang Stabilitas Sistem Keuangan (SSK) khususnya yang membahas risiko likuiditas dan risiko kredit. Sebagai pengenalan karakter perbankan Indonesia, ditemukan indikator-indikator perbankan domestik di antara kelompok negara-negara ASEAN yang spesifik, seperti CAR, NIM, NPL, dan CrGDP. Hasil survei literatur risiko likuiditas memperlihatkan bahwa penelitian-penelitian internal telah membahas berbagai aspek, seperti perilaku bank, kebijakan makro prudensial, dampak fiskal, model peramalan, dan faktor ekonomi makro yang memengaruhi likuiditas bank. Hasil survei literatur risiko kredit membahas berbagai aspek, seperti perilaku pemegang kartu kredit, dampak pembiayaan konsumen, risiko wanprestasi, kebijakan makro prudensial, model risiko kredit, pengaruh harga komoditas, dan pengaruh siklus berlawanan antara sektor bisnis dengan keuangan. Literaturliteratur kedua risiko tersebut juga menyoroti beberapa temuan penelitian tentang risiko kredit dan risiko likuiditas, yaitu mendapat pengaruh dari faktor-faktor ekonomi makro, faktor individual bank, dan beberapa penelitian risiko likuiditas menggunakan simulasi kebijakan Bank Sentral.

Suggested Citation

  • Retno Muhardini & Aryo Sasongko & Wahyoe Soedarmono & Zakka Farisy B, 2023. "Survei Literatur Stabilitas Sistem Keuangan," Working Papers WP/07/2023, Bank Indonesia.
    • Handle: RePEc:idn:wpaper:wp072023
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    File URL: http://publication-bi.org/repec/idn/wpaper/WP072023.pdf
    File Function: First version, 2023
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    More about this item

    Keywords

    Stabilitas sistem keuangan; Bank Indonesia; Kebijakan makro prudensial; Risiko likuiditas; Risiko kredit; Model risiko kredit;
    All these keywords.

    JEL classification:

    • E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
    • G01 - Financial Economics - - General - - - Financial Crises
    • G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages

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