| dc.contributor.advisor | KUSUMA, DIMAS BAGUS WIRANATA | |
| dc.contributor.author | UTAMI, NUR AN NISA | |
| dc.date.accessioned | 2019-09-12T03:37:01Z | |
| dc.date.available | 2019-09-12T03:37:01Z | |
| dc.date.issued | 2019-03-04 | |
| dc.identifier.uri | http://repository.umy.ac.id/handle/123456789/28769 | |
| dc.description | This study aims to analyze factors that influence the sources of shock on conventional risks’ bank in Indonesia during global financial crisis. The data in this study uses secondary data quarterly time series obtained from Bank Indonesia and Badan Pusat Statistik with the research period January 2005 - December 2014. The independent variables used in this study are the BI Rate, exchange rate, gross domestic product, inflation. Meanwhile, the dependent variable uses loan to deposit ratio as a measure in the liquidity risk of conventional banking in Indonesia. Data analysis using multiple linear regression analysis in program Eviews 8. Based on the results of the study, the results show that the BI Rate and gross domestic product variables have a positive and significant effect on loan to deposit ratio, the exchange rate has a negative and not significant effect on loan to deposit ratio, influential inflation negative and significant to loan to deposit ratio. The results of this study indicate that the BI Rate, inflation and gross domestic product partially have a significant effect on loan to deposit ratio with a probability value smaller than 0.05, while the exchange rate has a probability value of more than 0.05 so that partially the exchange rate is declared as not having influence on loan to deposit ratio. Simultaneously the BI Rate, exchange rate, inflation and gross domestic product have a significant effect on loan to deposit ratio. The coefficient of determination shows that 98.52% of the loan to deposit ratio variable is influenced by the four independent variables, while the remaining 1.48 is influenced by other variables outside of this study. | en_US |
| dc.description.abstract | This study aims to analyze factors that influence the sources of shock on conventional risks’ bank in Indonesia during global financial crisis. The data in this study uses secondary data quarterly time series obtained from Bank Indonesia and Badan Pusat Statistik with the research period January 2005 - December 2014. The independent variables used in this study are the BI Rate, exchange rate, gross domestic product, inflation. Meanwhile, the dependent variable uses loan to deposit ratio as a measure in the liquidity risk of conventional banking in Indonesia. Data analysis using multiple linear regression analysis in program Eviews 8. Based on the results of the study, the results show that the BI Rate and gross domestic product variables have a positive and significant effect on loan to deposit ratio, the exchange rate has a negative and not significant effect on loan to deposit ratio, influential inflation negative and significant to loan to deposit ratio. The results of this study indicate that the BI Rate, inflation and gross domestic product partially have a significant effect on loan to deposit ratio with a probability value smaller than 0.05, while the exchange rate has a probability value of more than 0.05 so that partially the exchange rate is declared as not having influence on loan to deposit ratio. Simultaneously the BI Rate, exchange rate, inflation and gross domestic product have a significant effect on loan to deposit ratio. The coefficient of determination shows that 98.52% of the loan to deposit ratio variable is influenced by the four independent variables, while the remaining 1.48 is influenced by other variables outside of this study. | en_US |
| dc.publisher | FAKULTAS EKONOMI DAN BISNIS UNIVERSITAS MUHAMMADIYAH YOGYAKARTA | en_US |
| dc.subject | Shock, Loan to Deposit Ratio, liquidity, BI Rate, exchange rate, gross domestic product, inflation | en_US |
| dc.title | ANALISIS SUMBER TEKANAN TERHADAP RISIKO PERBANKAN KONVENSIONAL DI INDONESIA PERIODE KRISS KEUANGAN GLOBAL | en_US |
| dc.type | Thesis
SKR
FEB
275 | en_US |
