BANK RUNS CONTAGIOUS PADA 10 BANK UMUM NASIONAL DENGAN ASET TERBESAR TAHUN 2002-2012

SATYA, Yan Cerry and ARFINTO , Erman Denny (2013) BANK RUNS CONTAGIOUS PADA 10 BANK UMUM NASIONAL DENGAN ASET TERBESAR TAHUN 2002-2012. Undergraduate thesis, Fakultas Ekonomika dan Bisnis.

[img]
Preview
PDF - Published Version
1264Kb

Abstract

Bank as agent of service plays a role in channeling funds collected from the community who have excess funds. With this activity the bank should have the ability to manage the balance of maturity to maintain liquidity conditions. Limited liquidity funds causing customers unable to withdraw funds via bank which triggered bank runs. Contagion effect of bank runs occur when a bank customer to withdraw cash from the bank failed and healthy at the same time without any deposit removal process. Bank runs that occurred at a bank would be a banking crisis if it spreads to other banks. This study uses indicators to measure the liquidity problems the possibility of bank runs. The indicator uses three variables: Liquid Assets to Total Short Term Liability, Loan to Deposit Ratio (LDR) and the Short-Term Portfolio to Total Assets. Then using the Vector Autoregression (VAR) to analyze the effect of liquidity pressure on a sample of banks that have total assets of at least 8.9 trillion rupiah in 2011 (top 10 largest banks in Indonesia). The reason why those ten are being chosen is those ten held 63% of total banking industry asset in Indonesia. In the VAR analysis used three methods to answer the research problem, namely: Granger Causality, Variance Decomposition and Impulse Response Function (IRF). Based on VAR analysis, a conclusion can be drawn that the pattern of causality can be a one way and two way relationship. The impact of bank liquidity pressures not always have positive value, in some cases the impact of the pressure have negative value. From the discussion, it founds that a clustering or grouping between state owned banks with private banks. Analysis of Impulse Response Function shows that the speed of response from a bank to another which experiencing shocks. On average each banks responds to such shocks at the first period to the second period

Item Type:Thesis (Undergraduate)
Additional Information:bank runs, liquidity crisis, Vector Autoregression (VAR), Liquid Assets to Total Short Term Liability, Loan to Deposit Ratio, short-term portfolio to total assets
Uncontrolled Keywords:bank runs, liquidity crisis, Vector Autoregression (VAR), Liquid Assets to Total Short Term Liability, Loan to Deposit Ratio, short-term portfolio to total assets
Subjects:H Social Sciences > H Social Sciences (General)
Divisions:Faculty of Economics and Business > Department of Management
ID Code:39629
Deposited By:Mr. Perpustakaan Fakultas Ekonomi
Deposited On:25 Jul 2013 10:02
Last Modified:16 Apr 2014 14:59

Repository Staff Only: item control page