Microprudential policy in maintaining bank stability

Fajriani, Nur and Sudarmawan, Barianto Nurasri ORCID: https://orcid.org/0000-0002-9209-8687 (2022) Microprudential policy in maintaining bank stability. Journal of Economics, Finance And Management Studies, 5 (6). pp. 1673-1680. ISSN ISSN [Online] : 2644-0504 || ISSN[Print] : 2644-0490

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Abstract

The purpose of this study was to determine the effect of microprudential policy as measured by liquidity risk (LDR), credit risk (NPF), market risk (NIM) and operational risk (BOPO) on the stability of state-owned banks in Indonesia as measured using the Z-score. Where the sample in this study uses a purposive sampling method obtained by 7 banks BUMN in Indonesia and uses Panel Data Regression analysis. The tool used in this research is Eviews 12.0. The results of this study found that liquidity risk has a significant posi-tive effect on the stability banks in Indonesia, credit risk has a positive and insignificant effect on the stability banks in Indonesia, market risk has a sig-nificant negative ef-fect on the stability banks in Indonesia and operational risk has a signifi-cant negative effect on bank stability.

Item Type:	Journal Article
Keywords:	banking stability; microprudential policy; bank risk
Subjects:	14 ECONOMICS > 1402 Applied Economics > 140207 Financial Economics 14 ECONOMICS > 1402 Applied Economics > 140212 Macroeconomics (incl. Monetary and Fiscal Theory)
Divisions:	Faculty of Economics > Department of Islamic Banking
Depositing User:	Barianto Nurasri Sudarmawan
Date Deposited:	11 Jan 2023 09:25

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