| dc.contributor.advisor | MASYUDI MUQOROBIN | |
| dc.contributor.author | SUSANTI, WENI SEPTI | |
| dc.date.accessioned | 2016-10-31T06:25:59Z | |
| dc.date.available | 2016-10-31T06:25:59Z | |
| dc.date.issued | 2016-08-19 | |
| dc.identifier.uri | http://repository.umy.ac.id/handle/123456789/5625 | |
| dc.description | The financial crisis in the world, including Indonesia has repeatedly happend and significantly affected in the economy sector, as in the crisis in Asia on 1997 and the global crisis on 2008. This research aims to know the methods to build early warning system for banking preassure in Indonesia. The data used in this research is secondary data of time series monthly, in the year 2001-2015. Variables used tocalculate the Pressure Index of Banking is the foreign debt of the banking sector, loans disbursed by banks and savings banks. The research method use is signal approach which is continued by using logistic regression to find out the variable elasticity on the banking pressure in which if it happens rapidly can cause crisis.
Based on the research results, in the 2001-2015 period, Indonesia experienced two periods of the crisis in 2002 and 200. But in the near term, economic indicators that were used do not indicate a banking crisis, they are four variables which called as the biggest indicator signal in the formation of the banking crisis, they are the change in the composite stock price index, M2 multiplier, the ratio of interest on loans and savings, as well as the ratio of government consumption and GDP. | en_US |
| dc.description.abstract | The financial crisis in the world, including Indonesia has repeatedly happend and significantly affected in the economy sector, as in the crisis in Asia on 1997 and the global crisis on 2008. This research aims to know the methods to build early warning system for banking preassure in Indonesia. The data used in this research is secondary data of time series monthly, in the year 2001-2015. Variables used tocalculate the Pressure Index of Banking is the foreign debt of the banking sector, loans disbursed by banks and savings banks. The research method use is signal approach which is continued by using logistic regression to find out the variable elasticity on the banking pressure in which if it happens rapidly can cause crisis.
Based on the research results, in the 2001-2015 period, Indonesia experienced two periods of the crisis in 2002 and 200. But in the near term, economic indicators that were used do not indicate a banking crisis, they are four variables which called as the biggest indicator signal in the formation of the banking crisis, they are the change in the composite stock price index, M2 multiplier, the ratio of interest on loans and savings, as well as the ratio of government consumption and GDP. | en_US |
| dc.publisher | FE UMY | en_US |
| dc.subject | Crisis, Banking, Early Warning System, Signal Approach Method, Logistic | en_US |
| dc.title | ANALISIS TEKANAN PERBANKAN DI INDONESIA | en_US |
| dc.type | Thesis
SKR
FE
370 | en_US |
