Cahayani, Greyris Harda and Yenny Kornitasari,, SE., ME (2022) Pengaruh Stimulus Kebijakan Moneter Terhadap Perilaku Risk-Taking Bank Di Indonesia Pada Masa Pandemi Covid-19. Sarjana thesis, Universitas Brawijaya.
Abstract
Pandemi COVID-19 telah memberikan gejolak terhadap sektor keuangan dan perbankan, dan bank sentral merespon kondisi tersebut dengan melakukan stimulus kebijakan moneter. Namun, stimulus kebijakan moneter yang ditempuh bank sentral untuk memulihkan dampak ekonomi akibat pandemi covid-19 dipercaya memiliki efek samping terhadap perilaku risk-taking bank. Hubungan ini dijelaskan melalui teori risk-taking channel. Dampak stimulus kebijakan moneter terhadap perilaku risk-taking bank penting untuk diteliti sebab perilaku risk-taking bank yang berlebihan selama masa pandemi covid-19 dapat mengganggu stabilitas keuangan. Penelitian ini bertujuan untuk mengatahui pengaruh stimulus kebijakan moneter dan karakteristik bank terhadap perilaku risk-taking bank pada masa pandemi covid-19 dengan menggunakan bank umum konvensional di Indonesia sebagai sampel penelitian. Data yang digunakan dalam penelitian ini adalah data triwulanan individual bank selama tahun 2020-2021, dan analisis dilakukan dengan regresi data panel berdasarkan random effect model yang telah dibuat. Hasil studi ini menemukan bahwa stimulus kebijakan moneter pada masa pandemi COVID-19 membuat bank lebih berhati-hati dalam mengambil risiko. Beberapa karakteristik bank juga ditemukan berpengaruh signifikan terhadap perilaku risk-taking pada masa pandemi covid-19
English Abstract
The COVID-19 pandemic has caused turmoil in the financial and banking sectors, and the central bank responded to these conditions by conducting monetary policy stimulus. However, the monetary policy stimulus implemented by central bank to recover the economic impacts of COVID-19 pandemic believed to has side effect on bank risk-taking behavior. Expansionary policy can encourage banks to take more risk. The effect of monetary policy stimulus on bank risk-taking behavior is important to be researched since excessive risk-taking behavior of banks during COVID-19 pandemic can lead to financial instability. This study aims to investigate the effects of monetary policy stimulus and bank characteristics on the risk-taking behavior of banks during COVID-19 pandemic by using conventional commercial banks in Indonesia as research sample. The data used in this research are quarterly bank individual data over the period 2020-2021. The analysis has done by panel data regression in random effect model. This study finds that monetary policy stimulus during COVID-19 pandemic caused bank more cautious in taking risks. Several bank characteristics are also found to have a significant effect on risk-taking behavior during the COVID-19 pandemic
Other obstract
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| Item Type: | Thesis (Sarjana) |
|---|---|
| Identification Number: | 0522020100 |
| Uncontrolled Keywords: | kebijakan moneter; perilaku pengambilan risiko; saluran risk-taking; karakteristik bank; pandemi covid-19, monetary policy, bank risk-taking, bank behavior, risk-taking channel, bank characteristics, COVID-19 pandemic |
| Subjects: | 300 Social sciences > 330 Economics |
| Divisions: | Fakultas Ekonomi dan Bisnis > Ilmu Ekonomi |
| Depositing User: | Nur Cholis |
| Date Deposited: | 09 Nov 2022 01:59 |
| Last Modified: | 09 Nov 2022 01:59 |
| URI: | http://repository.ub.ac.id/id/eprint/196215 |
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Text (DALAM MASA EMBARGO)
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